Fs Multi Strategy Alt Fund Market Value
| FSMMX Fund | USD 11.23 0.03 0.27% |
| Symbol | FSMMX |
Fs Multi-strategy '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 Fs Multi-strategy'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 Fs Multi-strategy.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Fs Multi-strategy on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Fs Multi Strategy Alt or generate 0.0% return on investment in Fs Multi-strategy over 90 days. Fs Multi-strategy is related to or competes with Goldman Sachs, Foundry Partners, William Blair, Lsv Small, and Perkins Small. The fund seeks to achieve its investment objective by actively allocating its assets across a broad spectrum of alternat... More
Fs Multi-strategy 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 Fs Multi-strategy'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 Fs Multi Strategy Alt upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2031 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 2.11 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.2773 |
Fs Multi-strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fs Multi-strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fs Multi-strategy's standard deviation. In reality, there are many statistical measures that can use Fs Multi-strategy historical prices to predict the future Fs Multi-strategy's volatility.| Risk Adjusted Performance | 0.1412 | |||
| Jensen Alpha | 0.0489 | |||
| Total Risk Alpha | 0.0302 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 3.81 |
Fs Multi-strategy January 30, 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 | 0.1412 | |||
| Market Risk Adjusted Performance | 3.82 | |||
| Mean Deviation | 0.1527 | |||
| Downside Deviation | 0.2031 | |||
| Coefficient Of Variation | 460.32 | |||
| Standard Deviation | 0.2741 | |||
| Variance | 0.0751 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0489 | |||
| Total Risk Alpha | 0.0302 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 3.81 | |||
| Maximum Drawdown | 2.11 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.2773 | |||
| Downside Variance | 0.0412 | |||
| Semi Variance | (0.04) | |||
| Expected Short fall | (0.22) | |||
| Skewness | 4.2 | |||
| Kurtosis | 27.41 |
Fs Multi Strategy Backtested Returns
At this stage we consider FSMMX Mutual Fund to be very steady. Fs Multi Strategy retains Efficiency (Sharpe Ratio) of 0.21, which denotes the fund had a 0.21 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Fs Multi-strategy, which you can use to evaluate the volatility of the entity. Please confirm Fs Multi-strategy's Coefficient Of Variation of 460.32, market risk adjusted performance of 3.82, and Variance of 0.0751 to check if the risk estimate we provide is consistent with the expected return of 0.0578%. The fund owns a Beta (Systematic Risk) of 0.013, which means not very significant fluctuations relative to the market. As returns on the market increase, Fs Multi-strategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fs Multi-strategy is expected to be smaller as well.
Auto-correlation | 0.53 |
Modest predictability
Fs Multi Strategy Alt has modest predictability. Overlapping area represents the amount of predictability between Fs Multi-strategy time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 Fs Multi Strategy price movement. The serial correlation of 0.53 indicates that about 53.0% of current Fs Multi-strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Other Information on Investing in FSMMX Mutual Fund
Fs Multi-strategy financial ratios help investors to determine whether FSMMX 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 FSMMX with respect to the benefits of owning Fs Multi-strategy security.
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