Catalystcifc Floating Rate Fund Market Value
| CFRFX Fund | 9.24 0.01 0.11% |
| Symbol | Catalyst/cifc |
Catalyst/cifc Floating '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 Catalyst/cifc Floating'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 Catalyst/cifc Floating.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Catalyst/cifc Floating on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Catalystcifc Floating Rate or generate 0.0% return on investment in Catalyst/cifc Floating over 30 days. Catalyst/cifc Floating is related to or competes with Tax-free Conservative, Vy T, Conservative Balanced, Stone Ridge, and Goldman Sachs. Under normal market conditions, the fund invests at least 80 percent of its net assets in U.S More
Catalyst/cifc Floating 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 Catalyst/cifc Floating'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 Catalystcifc Floating Rate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.46) | |||
| Maximum Drawdown | 0.9824 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.11 |
Catalyst/cifc Floating Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/cifc Floating's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst/cifc Floating's standard deviation. In reality, there are many statistical measures that can use Catalyst/cifc Floating historical prices to predict the future Catalyst/cifc Floating's volatility.| Risk Adjusted Performance | 0.1316 | |||
| Jensen Alpha | 0.0229 | |||
| Total Risk Alpha | 0.0056 | |||
| Treynor Ratio | (1.50) |
Catalyst/cifc Floating Backtested Returns
At this stage we consider Catalyst/cifc Mutual Fund to be very steady. Catalyst/cifc Floating secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Catalystcifc Floating Rate, which you can use to evaluate the volatility of the entity. Please confirm Catalyst/cifc Floating's Standard Deviation of 0.1483, risk adjusted performance of 0.1316, and Mean Deviation of 0.0747 to double-check if the risk estimate we provide is consistent with the expected return of 0.0278%. The fund shows a Beta (market volatility) of -0.0144, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Catalyst/cifc Floating are expected to decrease at a much lower rate. During the bear market, Catalyst/cifc Floating is likely to outperform the market.
Auto-correlation | -0.22 |
Weak reverse predictability
Catalystcifc Floating Rate has weak reverse predictability. Overlapping area represents the amount of predictability between Catalyst/cifc Floating time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Catalyst/cifc Floating price movement. The serial correlation of -0.22 indicates that over 22.0% of current Catalyst/cifc Floating price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Catalyst/cifc Floating lagged returns against current returns
Autocorrelation, which is Catalyst/cifc Floating 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 Catalyst/cifc Floating's mutual fund expected returns. We can calculate the autocorrelation of Catalyst/cifc Floating returns to help us make a trade decision. For example, suppose you find that Catalyst/cifc Floating 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 |
Catalyst/cifc Floating 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 Catalyst/cifc Floating mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst/cifc Floating mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalyst/cifc Floating mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst/cifc Floating Lagged Returns
When evaluating Catalyst/cifc Floating's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst/cifc Floating mutual fund have on its future price. Catalyst/cifc Floating 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, Catalyst/cifc Floating autocorrelation shows the relationship between Catalyst/cifc Floating mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystcifc Floating Rate.
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 Catalyst/cifc Mutual Fund
Catalyst/cifc Floating financial ratios help investors to determine whether Catalyst/cifc 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 Catalyst/cifc with respect to the benefits of owning Catalyst/cifc Floating security.
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