Context Alternative Strategies Fund Market Value
| CALTX Fund | USD 10.26 0.01 0.1% |
| Symbol | Context |
Context Alternative '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 Context Alternative'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 Context Alternative.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Context Alternative on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Context Alternative Strategies or generate 0.0% return on investment in Context Alternative over 30 days. Context Alternative is related to or competes with Science Technology, Towpath Technology, Global Technology, Specialized Technology, Columbia Global, Hennessy Technology, and Allianzgi Technology. The fund is designed to achieve long-term capital appreciation by allocating its assets across multiple sub-advised stra... More
Context Alternative 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 Context Alternative'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 Context Alternative Strategies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.182 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 1.4 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.3972 |
Context Alternative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Context Alternative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Context Alternative's standard deviation. In reality, there are many statistical measures that can use Context Alternative historical prices to predict the future Context Alternative's volatility.| Risk Adjusted Performance | 0.1842 | |||
| Jensen Alpha | 0.0516 | |||
| Total Risk Alpha | 0.0258 | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 2.5 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Context Alternative's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Context Alternative Backtested Returns
At this stage we consider Context Mutual Fund to be very steady. Context Alternative secures Sharpe Ratio (or Efficiency) of 0.29, which signifies that the fund had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Context Alternative Strategies, which you can use to evaluate the volatility of the entity. Please confirm Context Alternative's Mean Deviation of 0.1577, risk adjusted performance of 0.1842, and Coefficient Of Variation of 335.25 to double-check if the risk estimate we provide is consistent with the expected return of 0.0627%. The fund shows a Beta (market volatility) of 0.0214, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Context Alternative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Context Alternative is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
Context Alternative Strategies has good predictability. Overlapping area represents the amount of predictability between Context Alternative time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th of January 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 Context Alternative price movement. The serial correlation of 0.68 indicates that around 68.0% of current Context Alternative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Context Alternative lagged returns against current returns
Autocorrelation, which is Context Alternative mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Context Alternative's mutual fund expected returns. We can calculate the autocorrelation of Context Alternative returns to help us make a trade decision. For example, suppose you find that Context Alternative has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Context Alternative regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Context Alternative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Context Alternative mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Context Alternative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Context Alternative Lagged Returns
When evaluating Context Alternative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Context Alternative mutual fund have on its future price. Context Alternative autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Context Alternative autocorrelation shows the relationship between Context Alternative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Context Alternative Strategies.
Regressed Prices |
| Timeline |
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 Context Mutual Fund
Context Alternative financial ratios help investors to determine whether Context 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 Context with respect to the benefits of owning Context Alternative security.
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