American Mutual Fund Volatility

AMRFX Fund

USD 62.18 0.53 0.86%

AMERICAN MUTUAL's historical price variability is summarized here, from standard deviation to drawdown and value-at-risk. The fund shows very low price volatility over the last 3 months.

Sharpe Ratio = 0.026

Expected Return ↓

Minimal

Low

Moderate

Elevated

High

Leading

Strong

Moderate

Modest

Flat

Below

Ideal

AMRFX

Worst

← Lower RiskHigher Risk →

For American Mutual Fund, recent data highlights a Market Risk Adjusted Performance of 0.04%, a Risk of 0.72, and a Risk Adjusted Performance of 0.04%. Moving average data positions the fund near 2% of its recent return envelope.

Key indicators related to AMERICAN MUTUAL's volatility include:

90 Days Market Risk

Very Low

Chance Of Distress

Below Average

90 Days Economic Sensitivity

Follows the market closely

Key risk metrics for AMERICAN MUTUAL (3 Months):

Beta

0.66

Alpha

0.02

Risk

0.72

Sharpe Ratio

0.03

Expected Return

0.02

Moving together with AMERICAN MUTUAL Mutual Fund

0.96	VVIAX	Vanguard Value Index	Pair Corr
0.92	AWSHX	Washington Mutual	Pair Corr
0.97	WSHCX	Washington Mutual	Pair Corr
0.97	WSHFX	Washington Mutual	Pair Corr
0.97	FWWMX	American Funds Washington	Pair Corr
0.97	FWMMX	American Funds Washington	Pair Corr
0.93	DODGX	Dodge Stock Fund	Pair Corr
0.97	RWMAX	Washington Mutual	Pair Corr
0.92	CWMAX	Washington Mutual	Pair Corr
0.96	RWMGX	Washington Mutual	Pair Corr
0.92	PFN	PIMCO Income Strategy	Pair Corr
0.91	XDSMX	Dreyfus Strategic	Pair Corr
0.75	CIF	Mfs Intermediate High	Pair Corr
0.82	XNXJX	Nuveen New Jersey	Pair Corr
0.62	NXJ	Nuveen New Jersey	Pair Corr
0.85	PCF	Putnam High Income	Pair Corr
0.85	XNBHX	Neuberger Berman	Pair Corr
0.92	BDOKX	BlackRock Acwi Exus	Pair Corr
0.86	AMTCX	Columbia Capital	Pair Corr
0.8	GEMMX	Gmo Emerging Markets Steady Growth	Pair Corr
0.78	PARWX	Parnassus Endeavor	Pair Corr
0.72	KADIX	Kensington Active	Pair Corr
0.79	IEMFX	T Rowe Price	Pair Corr
0.78	SDLAX	Siit Dynamic Asset	Pair Corr
0.83	MCEMX	Martin Currie Emerging	Pair Corr
0.78	SEMVX	Hartford Schroders	Pair Corr
0.63	CSEIX	Cohen Steers Real	Pair Corr
0.95	RFRPX	American Funds Retirement	Pair Corr

Sensitivity To Market

The beta coefficient of 0.66 for American Mutual Fund measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 0.72%. This analysis separates observed movement from interpretation for American Mutual Fund. Standard deviation (0.74%) and downside deviation (0.73%) describe the range without implying direction. Fund volatility reflects the combined movement of its underlying holdings and the fund’s asset mix.

Current 90-day AMERICAN MUTUAL correlation with market (Dow Jones Industrial)

0.02

0.66

Competition

3 Months Beta |American Mutual Demand Trend

Current 90-day AMERICAN MUTUAL correlation with market (Dow Jones Industrial)

Downside Risk

AMERICAN MUTUAL standard deviation over the selected horizon reflects the magnitude of daily price swings relative to the historical average. A rising standard deviation for AMERICAN MUTUAL over successive periods signals increasing price uncertainty.

Standard Deviation

0.72

Understanding the asymmetry between upside and downside risk is critical for AMERICAN MUTUAL analysis. Total price dispersion includes upside, while downside deviation captures only loss risk in AMERICAN MUTUAL's returns. For American Mutual Fund, recent data highlights a Downside Deviation of 0.73, a Downside Variance of 0.53, and a Maximum Drawdown of 3.38.

Mutual Fund Volatility Analysis

Volatility is a statistical measure of the dispersion of AMERICAN MUTUAL mutual fund returns over a given period of time. Volatility measures how much AMERICAN MUTUAL's mutual fund price deviates from its average over a period.

Transformation

This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of American Mutual's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.

Projected Return Density Against Market

Based on a 90-day horizon, AMERICAN MUTUAL has a beta of 0.6626. This suggests as returns on the market go up, AMERICAN MUTUAL's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding American Mutual Fund tends to be smaller as well.

AMERICAN MUTUAL carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. For American Mutual Fund, recent data highlights a Downside Deviation of 0.73, a Mean Deviation of 0.53, and a Semi Deviation of 0.65.

American Mutual Fund has an alpha of 0.0163, implying that it can generate a 0.0163 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Distribution

Density

AMERICAN MUTUAL's volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far AMERICAN MUTUAL's returns usually move from the mean over the selected horizon.

What Drives AMERICAN MUTUAL's Price Volatility?

Industry Dynamics

Competitive pressure, margin shifts, or structural changes in the American Funds sector can alter AMERICAN MUTUAL's day-to-day volatility profile.

Political and Economic Environment

Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for AMERICAN MUTUAL.

AMERICAN MUTUAL's Company-Specific Factors

Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in AMERICAN MUTUAL's stock.

Mutual Fund Risk Measures

Based on a 90-day horizon, the coefficient of variation of AMERICAN MUTUAL is 3841.67. The daily returns are distributed with a variance of 0.52 and standard deviation of 0.72. The mean deviation of American Mutual Fund is currently at 0.52. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96

α	Alpha over Dow Jones	0.02	Details
β	Beta against Dow Jones	0.66	Details
σ	Overall volatility	0.72	Details
Ir	Information ratio	0.02	Details

Mutual Fund Return Volatility

Volatility for AMERICAN MUTUAL quantifies the day-to-day dispersion of fund returns around their historical average. The fund carries 0.718% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial reported 0.9279% volatility on return distribution over a 90-day investment horizon.

Performance

Timeline

Related Correlations Analysis

	AMFCX	VTTVX	VPMCX	VFFVX	VWNFX	SGENX	VBINX	VFIFX	AAFTX
AMFCX		0.89	0.77	0.85	0.92	0.9	0.81	0.85	0.91	AMFCX
VTTVX	0.89		0.95	1.0	0.96	0.71	0.98	1.0	1.0	VTTVX
VPMCX	0.77	0.95		0.97	0.9	0.54	0.97	0.97	0.94	VPMCX
VFFVX	0.85	1.0	0.97		0.95	0.65	0.99	1.0	0.99	VFFVX
VWNFX	0.92	0.96	0.9	0.95		0.74	0.92	0.95	0.97	VWNFX
SGENX	0.9	0.71	0.54	0.65	0.74		0.59	0.65	0.74	SGENX
VBINX	0.81	0.98	0.97	0.99	0.92	0.59		0.99	0.97	VBINX
VFIFX	0.85	1.0	0.97	1.0	0.95	0.65	0.99		0.99	VFIFX
AAFTX	0.91	1.0	0.94	0.99	0.97	0.74	0.97	0.99		AAFTX
	AMFCX	VTTVX	VPMCX	VFFVX	VWNFX	SGENX	VBINX	VFIFX	AAFTX

Risk-Adjusted Indicators

Headline performance for AMERICAN MUTUAL Mutual Fund may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
AMFCX	0.53	0.01	0.01	0.03	0.65	-0.57	1.44	-1.16	3.37
VTTVX	0.45	0.05	0.08	0.11	0.45	-0.51	1.04	-1.04	2.38
VPMCX	0.96	0.18	0.16	0.17	0.92	-1.08	2.46	-1.88	4.85
VFFVX	0.75	0.10	0.11	0.12	0.76	-0.83	1.76	-1.65	3.89
VWNFX	0.59	0.01	0.01	0.02	0.76	-0.62	1.10	-1.40	2.86
SGENX	0.68	-0.03	0.00	9.09	0.00	0.00	1.28	-1.71	4.20
VBINX	0.50	0.07	0.11	0.12	0.48	-0.58	1.03	-1.05	2.55
VFIFX	0.74	0.10	0.11	0.12	0.76	-0.82	1.74	-1.64	3.86
AAFTX	0.53	0.06	0.08	0.10	0.55	-0.61	1.29	-1.24	2.88

Risk Metrics, Assumptions & Methodology

Volatility regime for AMERICAN MUTUAL evaluates whether NAV variability is in a calm, stressed, or transitional phase. Regime transitions often precede directional moves, making volatility shifts a useful timing signal.

American Mutual Fund data is compiled from fund disclosures and market reference feeds and standardized for comparability. Volatility and downside metrics are estimated from historical return dispersion.

Editorial review and methodology oversight provided by: Gabriel Shpitalnik, Member of Macroaxis Editorial Board

Volatility Profile Summary

Recent data suggests that American Mutual Fund is less volatile than Dow Jones Industrial by approximately 1.29x over the selected horizon. This differential reflects the relative dispersion of returns and frames how each asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 6% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.

American Mutual Fund with characteristics aligned to broad market upside participation. This short-horizon analysis focuses on what the latest move may imply for immediate market context. It is intended to separate routine noise from more speculative bursts in price action. a moderate upward price movement. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View AMERICAN MUTUAL probability analysis.

Minimal diversification benefit

Across the chosen horizon, AMERICAN MUTUAL and Dow Jones show a correlation of 0.95 and fall into the Minimal diversification benefit bucket. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.

View Details

Additional Risk Indicators

A broader risk-indicator set for American Mutual Fund extends the analysis beyond standard volatility and risk measures. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.

	Risk Adjusted Performance	0.0398
	Market Risk Adjusted Performance	0.0444
	Mean Deviation	0.5291
	Semi Deviation	0.646
	Downside Deviation	0.7312
	Coefficient Of Variation	2249.08
	Standard Deviation	0.7383

AMERICAN MUTUAL Suggested Diversification Pairs

A paired position built around American Mutual Fund reduces directional market exposure while expressing a relative-value view. This structure emphasizes relative performance differences between paired assets rather than broad market direction.

Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. AMERICAN MUTUAL's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing AMERICAN MUTUAL's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.

	SentinelOne vs. AMERICAN MUTUAL
	Bank of America vs. AMERICAN MUTUAL
	Micron Technology vs. AMERICAN MUTUAL
	Microsoft vs. AMERICAN MUTUAL
	Lasertec vs. AMERICAN MUTUAL
	Salesforce vs. AMERICAN MUTUAL
	Alliance Entertainment vs. AMERICAN MUTUAL
	Visa vs. AMERICAN MUTUAL
	GM vs. AMERICAN MUTUAL
	JinkoSolar Holding vs. AMERICAN MUTUAL
	Exxon vs. AMERICAN MUTUAL