Compass Capital Low Fund Key Fundamental Indicators
| CLDBX Fund | USD 9.19 0.01 0.11% |
As of the 20th of February, Compass Capital shows the Mean Deviation of 0.0712, coefficient of variation of 541.69, and Risk Adjusted Performance of 0.0861. Compass Capital Low technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Compass Capital's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Compass Capital's valuation are provided below:Compass Capital Low does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Compass |
Compass Capital 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Compass Capital's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Compass Capital.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Compass Capital on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Compass Capital Low or generate 0.0% return on investment in Compass Capital over 90 days. Compass Capital is related to or competes with Jpmorgan Diversified, Lord Abbett, Davenport Small, Massmutual Premier, T Rowe, and Jhancock Diversified. The fund invests primarily in investment grade bonds and maintains an average portfolio duration that is between 0 and 3... More
Compass Capital Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Compass Capital's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Compass Capital Low upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1147 | |||
| Information Ratio | (0.36) | |||
| Maximum Drawdown | 0.6559 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.22 |
Compass Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compass Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compass Capital's standard deviation. In reality, there are many statistical measures that can use Compass Capital historical prices to predict the future Compass Capital's volatility.| Risk Adjusted Performance | 0.0861 | |||
| Jensen Alpha | 0.0094 | |||
| Total Risk Alpha | 0.0035 | |||
| Sortino Ratio | (0.37) | |||
| Treynor Ratio | 0.2762 |
Compass Capital February 20, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0861 | |||
| Market Risk Adjusted Performance | 0.2862 | |||
| Mean Deviation | 0.0712 | |||
| Downside Deviation | 0.1147 | |||
| Coefficient Of Variation | 541.69 | |||
| Standard Deviation | 0.1173 | |||
| Variance | 0.0138 | |||
| Information Ratio | (0.36) | |||
| Jensen Alpha | 0.0094 | |||
| Total Risk Alpha | 0.0035 | |||
| Sortino Ratio | (0.37) | |||
| Treynor Ratio | 0.2762 | |||
| Maximum Drawdown | 0.6559 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.22 | |||
| Downside Variance | 0.0131 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.20) | |||
| Skewness | 2.39 | |||
| Kurtosis | 7.8 |
Compass Capital Low Backtested Returns
At this stage we consider Compass Mutual Fund to be very steady. Compass Capital Low secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Compass Capital Low, which you can use to evaluate the volatility of the entity. Please confirm Compass Capital's Risk Adjusted Performance of 0.0861, coefficient of variation of 541.69, and Mean Deviation of 0.0712 to double-check if the risk estimate we provide is consistent with the expected return of 0.0224%. The fund shows a Beta (market volatility) of 0.0422, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Compass Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compass Capital is expected to be smaller as well.
Auto-correlation | 0.63 |
Good predictability
Compass Capital Low has good predictability. Overlapping area represents the amount of predictability between Compass Capital time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Compass Capital Low price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Compass Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Although Three Year Fund Return indicator can give a sense of overall fund mid-term potential, it is recommended to compare fund performances against other similar funds, ETFs, or market benchmarks for the same 3 year interval.
| Competition |
Based on the latest financial disclosure, Compass Capital Low has a Three Year Return of 5.799%. This is 36.76% lower than that of the BlackRock family and significantly higher than that of the Short-Term Bond category. The three year return for all United States funds is notably lower than that of the firm.
Compass Capital Low Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Compass Capital's current stock value. Our valuation model uses many indicators to compare Compass Capital value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Compass Capital competition to find correlations between indicators driving Compass Capital's intrinsic value. More Info.Compass Capital Low is the top fund in annual yield among similar funds. It also is the top fund in year to date return among similar funds creating about 15.12 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Compass Capital's earnings, one of the primary drivers of an investment's value.Compass Three Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Compass Capital's direct or indirect competition against its Three Year Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Compass Capital could also be used in its relative valuation, which is a method of valuing Compass Capital by comparing valuation metrics of similar companies.Compass Capital is currently under evaluation in three year return among similar funds.
Compass Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Compass Capital's current stock value. Our valuation model uses many indicators to compare Compass Capital value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Compass Capital competition to find correlations between indicators driving Compass Capital's intrinsic value. More Info.Compass Capital Low is the top fund in annual yield among similar funds. It also is the top fund in year to date return among similar funds creating about 15.12 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Compass Capital's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Compass Capital
The fund invests most of its assets under management in various types of exotic instruments, with the rest of asset invested in bonds and cash equivalents.Asset allocation divides Compass Capital's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Compass Fundamentals
| Total Asset | 6.89 B | ||||
| Annual Yield | 0.05 % | ||||
| Year To Date Return | 0.70 % | ||||
| One Year Return | 6.28 % | ||||
| Three Year Return | 5.80 % | ||||
| Five Year Return | 2.48 % | ||||
| Ten Year Return | 2.41 % | ||||
| Net Asset | 6.01 B | ||||
| Last Dividend Paid | 0.01 | ||||
| Cash Position Weight | 3.70 % | ||||
| Bond Positions Weight | 16.27 % |
About Compass Capital Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Compass Capital Low's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Compass Capital using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Compass Capital Low based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund invests primarily in investment grade bonds and maintains an average portfolio duration that is between 0 and 3 years. It normally invests at least 80 percent of its assets in debt securities. The fund may invest up to 35 percent of its assets in non-investment grade bonds . It may also invest up to 35 percent of its assets in assets of foreign issuers, of which 10 percent may be invested in emerging markets issuers.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Compass Mutual Fund
Compass Capital financial ratios help investors to determine whether Compass Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Compass with respect to the benefits of owning Compass Capital security.
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