Catalystsmh High Income Fund Market Value
| HIIFX Fund | USD 4.07 0.01 0.25% |
| Symbol | Catalystsmh |
Catalystsmh High '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 Catalystsmh High'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 Catalystsmh High.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in Catalystsmh High on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Catalystsmh High Income or generate 0.0% return on investment in Catalystsmh High over 30 days. Catalystsmh High is related to or competes with Nuveen Nwq, Smallcap Fund, Artisan Small, Hunter Small, and Ab Small. The fund invests in a non-diversified group of low-quality, high yield corporate bonds and convertible securities More
Catalystsmh High 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 Catalystsmh High'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 Catalystsmh High Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5738 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 1.98 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.7389 |
Catalystsmh High Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalystsmh High's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalystsmh High's standard deviation. In reality, there are many statistical measures that can use Catalystsmh High historical prices to predict the future Catalystsmh High's volatility.| Risk Adjusted Performance | 0.0135 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0055 |
Catalystsmh High Income Backtested Returns
At this stage we consider Catalystsmh Mutual Fund to be very steady. Catalystsmh High Income secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the fund had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalystsmh High Income, which you can use to evaluate the volatility of the entity. Please confirm Catalystsmh High's Mean Deviation of 0.2985, risk adjusted performance of 0.0135, and Downside Deviation of 0.5738 to double-check if the risk estimate we provide is consistent with the expected return of 9.0E-4%. The fund shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalystsmh High's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalystsmh High is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
Catalystsmh High Income has modest predictability. Overlapping area represents the amount of predictability between Catalystsmh High time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th 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 Catalystsmh High Income price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Catalystsmh High price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Catalystsmh High Income lagged returns against current returns
Autocorrelation, which is Catalystsmh High 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 Catalystsmh High's mutual fund expected returns. We can calculate the autocorrelation of Catalystsmh High returns to help us make a trade decision. For example, suppose you find that Catalystsmh High 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 |
Catalystsmh High 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 Catalystsmh High mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalystsmh High mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalystsmh High mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalystsmh High Lagged Returns
When evaluating Catalystsmh High's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalystsmh High mutual fund have on its future price. Catalystsmh High 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, Catalystsmh High autocorrelation shows the relationship between Catalystsmh High mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystsmh High Income.
Regressed Prices |
| Timeline |
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Other Information on Investing in Catalystsmh Mutual Fund
Catalystsmh High financial ratios help investors to determine whether Catalystsmh 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 Catalystsmh with respect to the benefits of owning Catalystsmh High security.
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