Strategic Allocation Aggressive Fund Volatility
| AAARX Fund | USD 8.54 -0.04 -0.47% |
Strategic Allocation Aggressive exhibits a very low volatility profile over the current measurement period. Its Sharpe Ratio (Efficiency) stands at 0.0723, indicating measured return efficiency over the last 3 months. The latest risk read is supported by 26 technical indicators.
Sharpe Ratio = 0.0723
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | AAARX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Strategic Allocation Aggressive's financial profile includes a Market Risk Adjusted Performance of 0.1%, a Risk of 1.00, and a Risk Adjusted Performance of 0.1%. At about 5% of its historical trend bandwidth, STRATEGIC ALLOCATION: is operating within prior boundaries. Its impact depends on correlation and volatility interaction.
Key indicators related to STRATEGIC ALLOCATION:'s volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Managing volatility risk for STRATEGIC ALLOCATION: positions requires understanding whether STRATEGIC ALLOCATION:'s elevated volatility is driven by fundamental changes or temporary market sentiment. Fundamental-driven volatility for STRATEGIC ALLOCATION: tends to persist longer than sentiment-driven spikes.
STRATEGIC |
Volatility Strategy
Strategic Allocation Aggressive return swings may impact long-term portfolio variance. Current statistical measures show total volatility near 1.0% with a beta coefficient of 0.76, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0723, evaluates return per unit of total risk. An alpha value of 0.0994 reflects performance relative to systematic market exposure. Expected return estimates near 0.0723% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to STRATEGIC ALLOCATION:'s market risk premium analysis include:
Beta 0.76 | Alpha 0.0994 | Risk 1 | Sharpe Ratio 0.0723 | Expected Return 0.0723 |
Moving together with STRATEGIC Mutual Fund
| 0.91 | AMGIX | Income Growth | PairCorr |
| 0.85 | AMKIX | Emerging Markets | PairCorr |
| 0.85 | TWMIX | Emerging Markets | PairCorr |
| 0.76 | TWTIX | Intermediate Term Tax | PairCorr |
| 0.87 | TWSCX | STRATEGIC ALLOCATION: | PairCorr |
| 0.88 | TWSAX | STRATEGIC ALLOCATION: | PairCorr |
| 0.88 | TWSMX | STRATEGIC ALLOCATION: | PairCorr |
| 0.76 | TWVLX | Value Fund Investor | PairCorr |
| 0.81 | ANOYX | Small Cap Growth | PairCorr |
| 1.0 | AOGIX | One Choice Portfolio | PairCorr |
| 0.82 | AONIX | One Choice Portfolio | PairCorr |
| 0.75 | BCHYX | California High Yield | PairCorr |
| 0.77 | BCITX | CALIFORNIA INTERMEDIATE-TER | PairCorr |
| 0.98 | AREVX | One Choice 2055 | PairCorr |
| 0.99 | ARTOX | One Choice In | PairCorr |
| 0.98 | ARYIX | One Choice 2035 | PairCorr |
| 0.87 | ASVIX | Small Cap Value | PairCorr |
| 0.87 | ABHIX | High Yield Fund | PairCorr |
| 0.8 | BGEIX | Global Gold Fund | PairCorr |
| 0.68 | ACDOX | American Century | PairCorr |
Sensitivity To Market
STRATEGIC ALLOCATION:'sSTRATEGIC ALLOCATION: demonstrates a beta of 0.76, indicating market-linked volatility exposure. Regression slope interpretation supports this systematic risk estimate. Total volatility measures approximately 1.0%.Strategic Allocation Aggressive volatility can be described using downside deviation (0.74%), which captures negative-return intensity over the selected horizon. For STRATEGIC ALLOCATION:, the volatility profile is a portfolio effect rather than a single-company effect.
| α | 0.1 | β | 0.76 | Check current 90 days STRATEGIC ALLOCATION: correlation with market (Dow Jones Industrial)
Downside Risk
STRATEGIC standard deviation quantifies the magnitude of daily price swings relative to the average over the selected period. More volatile instruments exhibit higher standard deviations. This measure counts all price dispersion as risk, including returns above the mean.
Standard Deviation | 1.0 |
Standard deviation of STRATEGIC ALLOCATION: captures both favorable and adverse price swings. Downside deviation and semi-deviation focus exclusively on the adverse side of STRATEGIC ALLOCATION:'s return distribution. Strategic Allocation Aggressive's financial profile includes a Downside Deviation of 0.74, a Downside Variance of 0.55, and a Maximum Drawdown of 7.68.
Mutual Fund Volatility Analysis
Volatility is a core concept when evaluating STRATEGIC ALLOCATION: as part of a diversified portfolio. The mutual fund's historical price swings give investors a sense of how much risk STRATEGIC ALLOCATION:'s adds. Combining STRATEGIC ALLOCATION: with lower-volatility assets can reduce overall portfolio risk.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. STRATEGIC ALLOCATION: Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
STRATEGIC ALLOCATION: Projected Return Density Against Market
Assuming a 90-day horizon STRATEGIC ALLOCATION: has a beta of 0.7561 . This suggests as returns on the market go up, STRATEGIC ALLOCATION:'s average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Strategic Allocation Aggressive is expected to be smaller as well.Market risk ties STRATEGIC ALLOCATION: to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. Strategic Allocation Aggressive's financial profile includes a Downside Deviation of 0.74, a Mean Deviation of 0.58, and a Semi Deviation of 0.63.
Predicted Return Density |
| Returns |
What Drives a STRATEGIC ALLOCATION: Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of STRATEGIC ALLOCATION: is 1382.25. The daily returns are distributed with a variance of 1.0 and standard deviation of 1.0. The mean deviation of Strategic Allocation Aggressive is currently at 0.58. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.1 | |
β | Beta against Dow Jones | 0.76 | |
σ | Overall volatility | 1.00 | |
Ir | Information ratio | 0.11 |
Mutual Fund Return Volatility
STRATEGIC ALLOCATION: historical daily return volatility represents how much of STRATEGIC ALLOCATION: fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.9998% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.7855% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.92 | 0.95 | 0.93 | 0.99 | 0.93 | ABNCX | ||
| 0.92 | 0.96 | 0.95 | 0.94 | 0.89 | AUNTX | ||
| 0.95 | 0.96 | 0.99 | 0.97 | 0.97 | HIPAX | ||
| 0.93 | 0.95 | 0.99 | 0.95 | 0.97 | BPRIX | ||
| 0.99 | 0.94 | 0.97 | 0.95 | 0.95 | ABNTX | ||
| 0.93 | 0.89 | 0.97 | 0.97 | 0.95 | VIPIX | ||
Risk-Adjusted Indicators
There is a big difference between STRATEGIC Mutual Fund performing well and STRATEGIC ALLOCATION: Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze STRATEGIC ALLOCATION:'s multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ABNCX | 0.08 | 0.00 | 0.29 | 0.11 | 0.03 | 0.10 | 0.39 | |||
| AUNTX | 0.08 | 0.02 | 0.38 | 1.12 | 0.00 | 0.18 | 0.64 | |||
| HIPAX | 0.11 | 0.00 | 0.32 | 0.16 | 0.04 | 0.20 | 0.58 | |||
| BPRIX | 0.13 | 0.00 | 0.28 | 0.23 | 0.07 | 0.30 | 0.71 | |||
| ABNTX | 0.08 | 0.00 | 0.31 | -0.16 | 0.00 | 0.19 | 0.48 | |||
| VIPIX | 0.14 | 0.00 | 0.26 | -1.21 | 0.10 | 0.32 | 0.74 |
Risk Metrics, Assumptions & Methodology
Volatility for STRATEGIC ALLOCATION: reflects NAV dispersion and exposure stability across disclosure periods. Uncertainty impacts position sizing assumptions in portfolio models.
Macroaxis compiles Strategic Allocation Aggressive metrics from fund disclosures and market reference feeds and applies consistent transformation rules before display. Not all fields update in real time. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardSTRATEGIC ALLOCATION: Investment Opportunity
Measured over the selected horizon, Strategic Allocation Aggressive carries roughly 1.27 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Strategic Allocation Aggressive to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal downward trend and little activity. Check odds of STRATEGIC ALLOCATION: to be traded at $8.45 in 90 days.Poor diversification
Across the chosen horizon, AAARX and DJI show a correlation of 0.66 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
STRATEGIC ALLOCATION: Additional Risk Indicators
Risk analysis around Strategic Allocation Aggressive becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0631 | |||
| Market Risk Adjusted Performance | 0.0966 | |||
| Mean Deviation | 0.5799 | |||
| Semi Deviation | 0.6262 | |||
| Downside Deviation | 0.7442 | |||
| Coefficient Of Variation | 1299.66 | |||
| Standard Deviation | 0.9811 |
STRATEGIC ALLOCATION: Suggested Diversification Pairs
Pair trading with STRATEGIC ALLOCATION: can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against STRATEGIC ALLOCATION: as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. STRATEGIC ALLOCATION:'s systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, STRATEGIC ALLOCATION:'s unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Strategic Allocation Aggressive.