Fs Multi Strategy Alt Fund Market Value
| FSMSX Fund | USD 11.30 0.01 0.09% |
| Symbol | FSMSX |
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.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Fs Multi-strategy on November 24, 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 Emerging Markets, Stocksplus Total, Stocksplus Total, Sprott Gold, Templeton Developing, Goldman Sachs, and Virtus Kar. 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 | 0.4504 | |||
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 1.95 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.2693 |
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 | 0.0092 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | (0) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fs Multi-strategy'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.
Fs Multi-strategy February 22, 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 | 0.0092 | |||
| Market Risk Adjusted Performance | 0.0063 | |||
| Mean Deviation | 0.1345 | |||
| Semi Deviation | 0.273 | |||
| Downside Deviation | 0.4504 | |||
| Coefficient Of Variation | 2569.65 | |||
| Standard Deviation | 0.2499 | |||
| Variance | 0.0625 | |||
| Information Ratio | (0.28) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | (0) | |||
| Maximum Drawdown | 1.95 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.2693 | |||
| Downside Variance | 0.2028 | |||
| Semi Variance | 0.0745 | |||
| Expected Short fall | (0.16) | |||
| Skewness | (4.07) | |||
| Kurtosis | 25.84 |
Fs Multi Strategy Backtested Returns
At this stage we consider FSMSX Mutual Fund to be very steady. Fs Multi Strategy retains Efficiency (Sharpe Ratio) of 0.0295, which denotes the fund had a 0.0295 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Fs Multi-strategy, which you can use to evaluate the volatility of the entity. Please confirm Fs Multi-strategy's Market Risk Adjusted Performance of 0.0063, standard deviation of 0.2499, and Downside Deviation of 0.4504 to check if the risk estimate we provide is consistent with the expected return of 0.0076%. The fund owns a Beta (Systematic Risk) of 0.0741, 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 | -0.68 |
Very good reverse predictability
Fs Multi Strategy Alt has very good reverse predictability. Overlapping area represents the amount of predictability between Fs Multi-strategy time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd 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 Fs Multi Strategy price movement. The serial correlation of -0.68 indicates that around 68.0% of current Fs Multi-strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 FSMSX Mutual Fund
Fs Multi-strategy financial ratios help investors to determine whether FSMSX 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 FSMSX with respect to the benefits of owning Fs Multi-strategy security.
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