Catalystmillburn Hedge Strategy Fund Manager Performance Evaluation
| MBXIX Fund | USD 40.32 0.06 0.15% |
The fund shows a Beta (market volatility) of 0.5, 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.
Risk-Adjusted Performance
11 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Catalystmillburn Hedge Strategy are ranked lower than 11 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Catalyst/millburn is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 1st of November 2022 | |
| Expense Ratio | 2.0300 |
Catalyst/millburn |
Catalyst/millburn Relative Risk vs. Return Landscape
If you would invest 3,839 in Catalystmillburn Hedge Strategy on August 29, 2024 and sell it today you would earn a total of 193.00 from holding Catalystmillburn Hedge Strategy or generate 5.03% return on investment over 90 days. Catalystmillburn Hedge Strategy is currently producing 0.078% returns and takes up 0.5138% volatility of returns over 90 trading days. Put another way, 4% of traded mutual funds are less volatile than Catalyst/millburn, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Catalyst/millburn Current Valuation
Overvalued
Today
Please note that Catalyst/millburn's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Catalystmillburn Hedge shows a prevailing Real Value of $39.22 per share. The current price of the fund is $40.32. We determine the value of Catalystmillburn Hedge from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Catalyst/millburn is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Catalyst/millburn Mutual Fund. However, Catalyst/millburn's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 40.32 | Real 39.22 | Hype 40.38 | Naive 40.51 |
The intrinsic value of Catalyst/millburn's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Catalyst/millburn's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Catalystmillburn Hedge Strategy helps investors to forecast how Catalyst/millburn mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Catalyst/millburn more accurately as focusing exclusively on Catalyst/millburn's fundamentals will not take into account other important factors: Catalyst/millburn Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/millburn's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Catalystmillburn Hedge Strategy, and traders can use it to determine the average amount a Catalyst/millburn's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1518
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | MBXIX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Catalyst/millburn is performing at about 11% 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 Fundamentals Growth
Catalyst/millburn Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Catalyst/millburn, and Catalyst/millburn fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Catalyst/millburn Mutual Fund performance.
| Price To Earning | 19.27 X | ||||
| Price To Book | 2.12 X | ||||
| Price To Sales | 1.49 X | ||||
| Total Asset | 5.23 B | ||||
About Catalyst/millburn Performance
Evaluating Catalyst/millburn's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Catalyst/millburn has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Catalyst/millburn has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
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.Things to note about Catalystmillburn Hedge performance evaluation
Checking the ongoing alerts about Catalyst/millburn for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Catalystmillburn Hedge help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund maintains about 91.31% of its assets in cash |
- Analyzing Catalyst/millburn's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Catalyst/millburn's stock is overvalued or undervalued compared to its peers.
- Examining Catalyst/millburn's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Catalyst/millburn's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Catalyst/millburn's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Catalyst/millburn's mutual fund. These opinions can provide insight into Catalyst/millburn's potential for growth and whether the stock is currently undervalued or overvalued.
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.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format |