Cavanal Hill Hedged Fund Market Value
| APLIX Fund | USD 13.52 0.06 0.44% |
| Symbol | Cavanal |
Cavanal Hill '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 Cavanal Hill'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 Cavanal Hill.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Cavanal Hill on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Cavanal Hill Hedged or generate 0.0% return on investment in Cavanal Hill over 90 days. Cavanal Hill is related to or competes with Transamerica Intermediate, Maryland Tax-free, Barings Active, Kinetics Spin-off, Touchstone Ohio, Federated Bond, and Ultra-short Fixed. The investment seeks current income with the potential for long-term capital appreciation with less volatility than the ... More
Cavanal Hill 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 Cavanal Hill'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 Cavanal Hill Hedged upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8208 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 0.9797 |
Cavanal Hill Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cavanal Hill's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cavanal Hill's standard deviation. In reality, there are many statistical measures that can use Cavanal Hill historical prices to predict the future Cavanal Hill's volatility.| Risk Adjusted Performance | 0.0332 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0293 |
Cavanal Hill February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0332 | |||
| Market Risk Adjusted Performance | 0.0393 | |||
| Mean Deviation | 0.4741 | |||
| Semi Deviation | 0.7162 | |||
| Downside Deviation | 0.8208 | |||
| Coefficient Of Variation | 2112.53 | |||
| Standard Deviation | 0.6366 | |||
| Variance | 0.4053 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0293 | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 0.9797 | |||
| Downside Variance | 0.6737 | |||
| Semi Variance | 0.5129 | |||
| Expected Short fall | (0.46) | |||
| Skewness | (0.97) | |||
| Kurtosis | 1.93 |
Cavanal Hill Hedged Backtested Returns
At this stage we consider Cavanal Mutual Fund to be very steady. Cavanal Hill Hedged secures Sharpe Ratio (or Efficiency) of 0.0473, which signifies that the fund had a 0.0473 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Cavanal Hill Hedged, which you can use to evaluate the volatility of the entity. Please confirm Cavanal Hill's Mean Deviation of 0.4741, downside deviation of 0.8208, and Risk Adjusted Performance of 0.0332 to double-check if the risk estimate we provide is consistent with the expected return of 0.0301%. The fund shows a Beta (market volatility) of 0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cavanal Hill's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cavanal Hill is expected to be smaller as well.
Auto-correlation | -0.03 |
Very weak reverse predictability
Cavanal Hill Hedged has very weak reverse predictability. Overlapping area represents the amount of predictability between Cavanal Hill time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Cavanal Hill Hedged price movement. The serial correlation of -0.03 indicates that only 3.0% of current Cavanal Hill price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Also Currently Popular
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 Cavanal Mutual Fund
Cavanal Hill financial ratios help investors to determine whether Cavanal 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 Cavanal with respect to the benefits of owning Cavanal Hill security.
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