Active Portfolios Multi Manager Fund Technical Analysis
| CZMSX Fund | USD 16.26 0.01 0.06% |
As of the 5th of February, Active Portfolios shows the Downside Deviation of 0.9961, risk adjusted performance of 0.1246, and Mean Deviation of 0.9226. Active Portfolios Multi technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Active Portfolios Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Active, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ActiveActive |
Active Portfolios '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 Active Portfolios' 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 Active Portfolios.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Active Portfolios on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Active Portfolios Multi Manager or generate 0.0% return on investment in Active Portfolios over 90 days. Active Portfolios is related to or competes with Lord Abbett, Ab Small, Valic Company, Pace Small/medium, Amg River, and Omni Small-cap. The fund pursues its investment objective by allocating the funds assets among different asset managers that use multipl... More
Active Portfolios 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 Active Portfolios' 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 Active Portfolios Multi Manager upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9961 | |||
| Information Ratio | 0.1194 | |||
| Maximum Drawdown | 10.68 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 2.18 |
Active Portfolios Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Active Portfolios' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Active Portfolios' standard deviation. In reality, there are many statistical measures that can use Active Portfolios historical prices to predict the future Active Portfolios' volatility.| Risk Adjusted Performance | 0.1246 | |||
| Jensen Alpha | 0.1778 | |||
| Total Risk Alpha | 0.1223 | |||
| Sortino Ratio | 0.1793 | |||
| Treynor Ratio | 0.2295 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Active Portfolios' 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.
Active Portfolios February 5, 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 | 0.1246 | |||
| Market Risk Adjusted Performance | 0.2395 | |||
| Mean Deviation | 0.9226 | |||
| Semi Deviation | 0.7238 | |||
| Downside Deviation | 0.9961 | |||
| Coefficient Of Variation | 615.36 | |||
| Standard Deviation | 1.5 | |||
| Variance | 2.24 | |||
| Information Ratio | 0.1194 | |||
| Jensen Alpha | 0.1778 | |||
| Total Risk Alpha | 0.1223 | |||
| Sortino Ratio | 0.1793 | |||
| Treynor Ratio | 0.2295 | |||
| Maximum Drawdown | 10.68 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 2.18 | |||
| Downside Variance | 0.9923 | |||
| Semi Variance | 0.5239 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 2.99 | |||
| Kurtosis | 16.37 |
Active Portfolios Multi Backtested Returns
Active Portfolios appears to be very steady, given 3 months investment horizon. Active Portfolios Multi secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Active Portfolios Multi Manager, which you can use to evaluate the volatility of the entity. Please makes use of Active Portfolios' Mean Deviation of 0.9226, risk adjusted performance of 0.1246, and Downside Deviation of 0.9961 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.02, which signifies a somewhat significant risk relative to the market. Active Portfolios returns are very sensitive to returns on the market. As the market goes up or down, Active Portfolios is expected to follow.
Auto-correlation | 0.60 |
Good predictability
Active Portfolios Multi Manager has good predictability. Overlapping area represents the amount of predictability between Active Portfolios time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Active Portfolios Multi price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Active Portfolios price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Active Portfolios 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.
Active Portfolios Multi Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Active Portfolios Multi volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Active Portfolios Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Active Portfolios Multi Manager on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Active Portfolios Multi Manager based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Active Portfolios Multi price pattern first instead of the macroeconomic environment surrounding Active Portfolios Multi. By analyzing Active Portfolios's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Active Portfolios's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Active Portfolios specific price patterns or momentum indicators. Please read more on our technical analysis page.
Active Portfolios February 5, 2026 Technical Indicators
Most technical analysis of Active help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Active from various momentum indicators to cycle indicators. When you analyze Active charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1246 | |||
| Market Risk Adjusted Performance | 0.2395 | |||
| Mean Deviation | 0.9226 | |||
| Semi Deviation | 0.7238 | |||
| Downside Deviation | 0.9961 | |||
| Coefficient Of Variation | 615.36 | |||
| Standard Deviation | 1.5 | |||
| Variance | 2.24 | |||
| Information Ratio | 0.1194 | |||
| Jensen Alpha | 0.1778 | |||
| Total Risk Alpha | 0.1223 | |||
| Sortino Ratio | 0.1793 | |||
| Treynor Ratio | 0.2295 | |||
| Maximum Drawdown | 10.68 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 2.18 | |||
| Downside Variance | 0.9923 | |||
| Semi Variance | 0.5239 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 2.99 | |||
| Kurtosis | 16.37 |
Active Portfolios Multi One Year Return
Based on the recorded statements, Active Portfolios Multi Manager has an One Year Return of 3.4868%. This is 56.79% lower than that of the Columbia family and 37.06% lower than that of the Small Blend category. The one year return for all United States funds is 15.98% higher than that of the company.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Active Portfolios February 5, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Active stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 16.26 | ||
| Day Typical Price | 16.26 | ||
| Price Action Indicator | 0.01 |
Other Information on Investing in Active Mutual Fund
Active Portfolios financial ratios help investors to determine whether Active 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 Active with respect to the benefits of owning Active Portfolios security.
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |