Active Portfolios Multi Manager Fund Market Value
| CZMSX Fund | USD 16.26 0.01 0.06% |
| Symbol | Active |
Active Portfolios '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 Active Portfolios' 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 Active Portfolios.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Active Portfolios on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Active Portfolios Multi Manager or generate 0.0% return on investment in Active Portfolios over 90 days. Active Portfolios is related to or competes with Lord Abbett, Ab Small, Valic Company, Pace Small/medium, Amg River, and Omni Small-cap. The fund pursues its investment objective by allocating the funds assets among different asset managers that use multipl... More
Active Portfolios 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 Active Portfolios' 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 Active Portfolios Multi Manager upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9961 | |||
| Information Ratio | 0.1194 | |||
| Maximum Drawdown | 10.68 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 2.18 |
Active Portfolios Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Active Portfolios' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Active Portfolios' standard deviation. In reality, there are many statistical measures that can use Active Portfolios historical prices to predict the future Active Portfolios' volatility.| Risk Adjusted Performance | 0.1246 | |||
| Jensen Alpha | 0.1778 | |||
| Total Risk Alpha | 0.1223 | |||
| Sortino Ratio | 0.1793 | |||
| Treynor Ratio | 0.2295 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Active Portfolios' 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.
Active Portfolios February 5, 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 | 0.1246 | |||
| Market Risk Adjusted Performance | 0.2395 | |||
| Mean Deviation | 0.9226 | |||
| Semi Deviation | 0.7238 | |||
| Downside Deviation | 0.9961 | |||
| Coefficient Of Variation | 615.36 | |||
| Standard Deviation | 1.5 | |||
| Variance | 2.24 | |||
| Information Ratio | 0.1194 | |||
| Jensen Alpha | 0.1778 | |||
| Total Risk Alpha | 0.1223 | |||
| Sortino Ratio | 0.1793 | |||
| Treynor Ratio | 0.2295 | |||
| Maximum Drawdown | 10.68 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 2.18 | |||
| Downside Variance | 0.9923 | |||
| Semi Variance | 0.5239 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 2.99 | |||
| Kurtosis | 16.37 |
Active Portfolios Multi Backtested Returns
Active Portfolios appears to be very steady, given 3 months investment horizon. Active Portfolios Multi 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-seven technical indicators for Active Portfolios Multi Manager, which you can use to evaluate the volatility of the entity. Please makes use of Active Portfolios' Mean Deviation of 0.9226, downside deviation of 0.9961, and Risk Adjusted Performance of 0.1246 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.02, which signifies a somewhat significant risk relative to the market. Active Portfolios returns are very sensitive to returns on the market. As the market goes up or down, Active Portfolios is expected to follow.
Auto-correlation | 0.60 |
Good predictability
Active Portfolios Multi Manager has good predictability. Overlapping area represents the amount of predictability between Active Portfolios time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Active Portfolios Multi price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Active Portfolios price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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 Active Mutual Fund
Active Portfolios financial ratios help investors to determine whether Active 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 Active with respect to the benefits of owning Active Portfolios security.
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