Compass Capital Low Fund Market Value
| CLDBX Fund | USD 9.19 0.01 0.11% |
| Symbol | 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.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Compass Capital on November 21, 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 Franklin Mutual, Dreyfus/standish, Ab Global, Ab Global, Qs Global, Legg Mason, and Dreyfusstandish Global. 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 | 0.1148 | |||
| Information Ratio | (0.20) | |||
| 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 | 0.0994 | |||
| Jensen Alpha | 0.0131 | |||
| Total Risk Alpha | 0.0078 | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 2.66 |
Compass Capital February 19, 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 | 0.0994 | |||
| Market Risk Adjusted Performance | 2.67 | |||
| Mean Deviation | 0.0732 | |||
| Downside Deviation | 0.1148 | |||
| Coefficient Of Variation | 505.51 | |||
| Standard Deviation | 0.1178 | |||
| Variance | 0.0139 | |||
| Information Ratio | (0.20) | |||
| Jensen Alpha | 0.0131 | |||
| Total Risk Alpha | 0.0078 | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 2.66 | |||
| Maximum Drawdown | 0.6559 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.22 | |||
| Downside Variance | 0.0132 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.20) | |||
| Skewness | 2.33 | |||
| Kurtosis | 7.48 |
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 0.2, which signifies that the fund had a 0.2 % 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 Mean Deviation of 0.0732, coefficient of variation of 505.51, and Risk Adjusted Performance of 0.0994 to double-check if the risk estimate we provide is consistent with the expected return of 0.0242%. The fund shows a Beta (market volatility) of 0.005, 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 | 0.57 |
Modest predictability
Compass Capital Low has modest predictability. Overlapping area represents the amount of predictability between Compass Capital time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 0.57 indicates that roughly 57.0% of current Compass Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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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