Catalystmillburn Hedge Strategy Fund Price History
MBXFX Fund | USD 38.61 0.11 0.29% |
If you're considering investing in Catalyst/millburn Mutual Fund, it is important to understand the factors that can impact its price. As of today, the current price of Catalyst/millburn stands at 38.61, as last reported on the 26th of November, with the highest price reaching 38.61 and the lowest price hitting 38.61 during the day. 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 Downside Deviation of 0.5566, risk adjusted performance of 0.1133, and Mean Deviation of 0.3464 to double-check if the risk estimate we provide is consistent with the expected return of 0.0887%.
Catalyst/millburn Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Catalyst/millburn |
Sharpe Ratio = 0.1768
Best Portfolio | Best Equity | |||
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Cash | MBXFX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
0.5 actual daily | 4 96% of assets are more volatile |
Expected Return
0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
0.18 actual daily | 13 87% of assets perform better |
Based on monthly moving average Catalyst/millburn is performing at about 13% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Catalyst/millburn by adding it to a well-diversified portfolio.
Catalyst/millburn Mutual Fund Price History Chart
There are several ways to analyze Catalystmillburn Hedge Strategy Fund price data. The simplest method is using a basic Catalyst/millburn candlestick price chart, which shows Catalyst/millburn price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
Highest Price | November 22, 2024 | 38.61 |
Lowest Price | September 6, 2024 | 35.63 |
Catalyst/millburn November 26, 2024 Mutual Fund Price Synopsis
Various analyses of Catalyst/millburn's daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell Catalyst/millburn Mutual Fund. It can be used to describe the percentage change in the price of Catalyst/millburn from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of Catalyst/millburn Mutual Fund.Catalyst/millburn Price Action Indicator | 0.05 | |
Catalyst/millburn Price Rate Of Daily Change | 1.00 |
Catalyst/millburn November 26, 2024 Mutual Fund Price Analysis
Catalyst/millburn Mutual Fund Price History Data
The price series of Catalyst/millburn for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 has a statistical range of 2.98 with a coefficient of variation of 2.08. The daily prices for the period are spread out with arithmetic mean of 37.01. The median price for the last 90 days is 37.0.Open | High | Low | Close | Volume | ||
11/26/2024 | 38.61 | 38.61 | 38.61 | 38.61 | ||
11/25/2024 | 38.50 | 38.50 | 38.50 | 38.50 | 1.00 | |
11/22/2024 | 38.61 | 38.61 | 38.61 | 38.61 | 1.00 | |
11/21/2024 | 38.36 | 38.36 | 38.36 | 38.36 | 1.00 | |
11/20/2024 | 38.14 | 38.14 | 38.14 | 38.14 | 1.00 | |
11/19/2024 | 38.05 | 38.05 | 38.05 | 38.05 | 1.00 | |
11/18/2024 | 38.08 | 38.08 | 38.08 | 38.08 | 1.00 | |
11/15/2024 | 38.11 | 38.11 | 38.11 | 38.11 | 1.00 | |
11/14/2024 | 38.35 | 38.35 | 38.35 | 38.35 | 1.00 | |
11/13/2024 | 38.36 | 38.36 | 38.36 | 38.36 | 1.00 | |
11/12/2024 | 38.21 | 38.21 | 38.21 | 38.21 | 1.00 | |
11/11/2024 | 38.14 | 38.14 | 38.14 | 38.14 | 1.00 | |
11/08/2024 | 38.07 | 38.07 | 38.07 | 38.07 | 1.00 | |
11/07/2024 | 38.05 | 38.05 | 38.05 | 38.05 | 1.00 | |
11/06/2024 | 38.29 | 38.29 | 38.29 | 38.29 | 1.00 | |
11/05/2024 | 37.48 | 37.48 | 37.48 | 37.48 | 1.00 | |
11/04/2024 | 37.28 | 37.28 | 37.28 | 37.28 | 1.00 | |
11/01/2024 | 37.17 | 37.17 | 37.17 | 37.17 | 1.00 | |
10/31/2024 | 37.17 | 37.17 | 37.17 | 37.17 | 1.00 | |
10/30/2024 | 37.39 | 37.39 | 37.39 | 37.39 | 1.00 | |
10/29/2024 | 37.52 | 37.52 | 37.52 | 37.52 | 1.00 | |
10/28/2024 | 37.50 | 37.50 | 37.50 | 37.50 | 1.00 | |
10/25/2024 | 37.46 | 37.46 | 37.46 | 37.46 | 1.00 | |
10/24/2024 | 37.35 | 37.35 | 37.35 | 37.35 | 1.00 | |
10/23/2024 | 37.45 | 37.45 | 37.45 | 37.45 | 1.00 | |
10/22/2024 | 37.42 | 37.42 | 37.42 | 37.42 | 1.00 | |
10/21/2024 | 37.40 | 37.40 | 37.40 | 37.40 | 1.00 | |
10/18/2024 | 37.35 | 37.35 | 37.35 | 37.35 | 1.00 | |
10/17/2024 | 37.28 | 37.28 | 37.28 | 37.28 | 1.00 | |
10/16/2024 | 37.15 | 37.15 | 37.15 | 37.15 | 1.00 | |
10/15/2024 | 37.06 | 37.06 | 37.06 | 37.06 | 1.00 | |
10/14/2024 | 37.38 | 37.38 | 37.38 | 37.38 | 1.00 | |
10/11/2024 | 37.16 | 37.16 | 37.16 | 37.16 | 1.00 | |
10/10/2024 | 37.00 | 37.00 | 37.00 | 37.00 | 1.00 | |
10/09/2024 | 37.04 | 37.04 | 37.04 | 37.04 | 1.00 | |
10/08/2024 | 36.91 | 36.91 | 36.91 | 36.91 | 1.00 | |
10/07/2024 | 36.78 | 36.78 | 36.78 | 36.78 | 1.00 | |
10/04/2024 | 36.54 | 36.54 | 36.54 | 36.54 | 1.00 | |
10/03/2024 | 36.54 | 36.54 | 36.54 | 36.54 | 1.00 | |
10/02/2024 | 36.45 | 36.45 | 36.45 | 36.45 | 1.00 | |
10/01/2024 | 36.28 | 36.28 | 36.28 | 36.28 | 1.00 | |
09/30/2024 | 36.29 | 36.29 | 36.29 | 36.29 | 1.00 | |
09/27/2024 | 36.41 | 36.41 | 36.41 | 36.41 | 1.00 | |
09/26/2024 | 36.33 | 36.33 | 36.33 | 36.33 | 1.00 | |
09/25/2024 | 36.30 | 36.30 | 36.30 | 36.30 | 1.00 | |
09/24/2024 | 36.43 | 36.43 | 36.43 | 36.43 | 1.00 | |
09/23/2024 | 36.27 | 36.27 | 36.27 | 36.27 | 1.00 | |
09/20/2024 | 36.33 | 36.33 | 36.33 | 36.33 | 1.00 | |
09/19/2024 | 36.33 | 36.33 | 36.33 | 36.33 | 1.00 | |
09/18/2024 | 36.17 | 36.17 | 36.17 | 36.17 | 1.00 | |
09/17/2024 | 36.30 | 36.30 | 36.30 | 36.30 | 1.00 | |
09/16/2024 | 36.33 | 36.33 | 36.33 | 36.33 | 1.00 | |
09/13/2024 | 36.08 | 36.08 | 36.08 | 36.08 | 1.00 | |
09/12/2024 | 36.08 | 36.08 | 36.08 | 36.08 | 1.00 | |
09/11/2024 | 36.15 | 36.15 | 36.15 | 36.15 | 1.00 | |
09/10/2024 | 36.08 | 36.08 | 36.08 | 36.08 | 1.00 | |
09/09/2024 | 35.91 | 35.91 | 35.91 | 35.91 | 1.00 | |
09/06/2024 | 35.63 | 35.63 | 35.63 | 35.63 | 1.00 | |
09/05/2024 | 35.85 | 35.85 | 35.85 | 35.85 | 1.00 | |
09/04/2024 | 35.93 | 35.93 | 35.93 | 35.93 | 1.00 | |
09/03/2024 | 36.08 | 36.08 | 36.08 | 36.08 | 1.00 |
About Catalyst/millburn Mutual Fund history
Catalyst/millburn investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Catalyst/millburn is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Catalystmillburn Hedge will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Catalyst/millburn stock prices may prove useful in developing a viable investing in Catalyst/millburn
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.
Catalyst/millburn Mutual Fund Technical Analysis
Catalyst/millburn technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
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Catalyst/millburn Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Catalyst/millburn's price direction in advance. Along with the technical and fundamental analysis of Catalyst/millburn Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Catalyst/millburn to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.1133 | |||
Jensen Alpha | 0.066 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | (0.09) | |||
Treynor Ratio | 3.7 |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
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.
Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |