Catalystmillburn Hedge Strategy Fund Market Value
| MBXIX Fund | USD 42.38 0.54 1.29% |
| Symbol | Catalyst/millburn |
Catalyst/millburn '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 Catalyst/millburn'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 Catalyst/millburn.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Catalyst/millburn on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Catalystmillburn Hedge Strategy or generate 0.0% return on investment in Catalyst/millburn over 90 days. Catalyst/millburn is related to or competes with The Hartford, American Funds, Arrow Managed, Aqr Managed, Blackrock Inflation, and Tiaa Cref. The fund seeks to achieve its investment objective by investing in a portfolio comprised of futures contracts, forward and spot contracts, andor options on futures contracts on or related to the following sectors currencies, interest rate instruments, stock indices, metals, energy and agricultural commodities, and equity ETFs, common stocks , intended to capitalize on the non-correlated, long term historical performance of the equities and managed futures asset classes. More
Catalyst/millburn 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 Catalyst/millburn'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 Catalystmillburn Hedge Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5177 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 2.18 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 0.954 |
Catalyst/millburn Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/millburn's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst/millburn's standard deviation. In reality, there are many statistical measures that can use Catalyst/millburn historical prices to predict the future Catalyst/millburn's volatility.| Risk Adjusted Performance | 0.128 | |||
| Jensen Alpha | 0.0366 | |||
| Total Risk Alpha | 0.0239 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1585 |
Catalyst/millburn February 8, 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 | 0.128 | |||
| Market Risk Adjusted Performance | 0.1685 | |||
| Mean Deviation | 0.3803 | |||
| Semi Deviation | 0.4007 | |||
| Downside Deviation | 0.5177 | |||
| Coefficient Of Variation | 601.18 | |||
| Standard Deviation | 0.5023 | |||
| Variance | 0.2523 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0366 | |||
| Total Risk Alpha | 0.0239 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1585 | |||
| Maximum Drawdown | 2.18 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 0.954 | |||
| Downside Variance | 0.268 | |||
| Semi Variance | 0.1606 | |||
| Expected Short fall | (0.41) | |||
| Skewness | (0.02) | |||
| Kurtosis | (0) |
Catalystmillburn Hedge Backtested Returns
At this stage we consider Catalyst/millburn Mutual Fund to be very steady. Catalystmillburn Hedge secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalystmillburn Hedge Strategy, which you can use to evaluate the volatility of the entity. Please confirm Catalyst/millburn's Risk Adjusted Performance of 0.128, mean deviation of 0.3803, and Downside Deviation of 0.5177 to double-check if the risk estimate we provide is consistent with the expected return of 0.0908%. The fund shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalyst/millburn's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst/millburn is expected to be smaller as well.
Auto-correlation | 0.51 |
Modest predictability
Catalystmillburn Hedge Strategy has modest predictability. Overlapping area represents the amount of predictability between Catalyst/millburn time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 Catalystmillburn Hedge price movement. The serial correlation of 0.51 indicates that about 51.0% of current Catalyst/millburn price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
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 Catalyst/millburn Mutual Fund
Catalyst/millburn financial ratios help investors to determine whether Catalyst/millburn 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 Catalyst/millburn with respect to the benefits of owning Catalyst/millburn security.
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