Ab Bond Inflation Fund Volatility
| ANBIX Fund | USD 10.49 0.03 0.29% |
Sharpe Ratio = 0.0555
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Ab Bond Inflation reported a Risk of 0.16 and a Value At Risk of -0.19. The fund reflects approximately 4% of its established trend range based on monthly averages.
Key indicators related to AB BOND's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Mutual Fund Volatility Analysis
Volatility describes the degree to which AB BOND mutual fund price fluctuates in either direction. It captures how much AB BOND's price fluctuates, which is relevant to allocation calibration. Volatility in AB BOND reflects the degree of uncertainty around AB BOND's mutual fund price. Periods of elevated volatility in AB BOND reward disciplined traders while exposing long-term holders to drawdowns.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Ab Bond Inflation'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, AB BOND has a beta that is very close to zero. This suggests the returns on DOW JONES INDUSTRIAL and AB BOND do not appear to be sensitive.Systematic risk links AB BOND to broad mutual fund market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. Ab Bond Inflation reported a Downside Deviation of 0.21, a Mean Deviation of 0.12, and a Semi Deviation of 0.12.
Predicted Return Distribution |
| Density |
Mutual Fund Risk Measures
Based on a 90-day horizon, the coefficient of variation of AB BOND is 1803.39. The daily returns are distributed with a variance of 0.03 and standard deviation of 0.16. The mean deviation of Ab Bond Inflation is currently at 0.12. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.92
α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 0.16 | |
Ir | Information ratio | 0.13 |
Mutual Fund Return Volatility
AB BOND historical daily return volatility represents how much of AB BOND fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.1641% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9164% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.72 | 0.23 | 0.67 | 0.48 | 0.73 | ETAHX | ||
| 0.72 | 0.78 | 0.76 | 0.92 | 0.97 | PHLAX | ||
| 0.23 | 0.78 | 0.51 | 0.88 | 0.8 | LOGSX | ||
| 0.67 | 0.76 | 0.51 | 0.68 | 0.78 | THQ | ||
| 0.48 | 0.92 | 0.88 | 0.68 | 0.91 | BHCHX | ||
| 0.73 | 0.97 | 0.8 | 0.78 | 0.91 | FHCCX | ||
Risk-Adjusted Indicators
Strong recent returns in ANBIX Mutual Fund do not always mean AB BOND Mutual Fund is outperforming peers on business quality. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ETAHX | 1.28 | 0.06 | 0.04 | 0.03 | 1.46 | 2.43 | 9.05 | |||
| PHLAX | 0.95 | -0.02 | 0.00 | -0.04 | 0.00 | 1.91 | 5.75 | |||
| LOGSX | 0.70 | -0.08 | 0.00 | -0.14 | 0.00 | 1.35 | 3.73 | |||
| THQ | 0.90 | 0.01 | 0.01 | -0.01 | 1.14 | 2.53 | 5.40 | |||
| BHCHX | 0.90 | -0.08 | 0.00 | -0.11 | 0.00 | 1.95 | 4.78 | |||
| FHCCX | 0.87 | -0.03 | 0.00 | -0.06 | 0.00 | 1.72 | 5.29 |
Risk Metrics, Assumptions & Methodology
Volatility regime for AB BOND evaluates whether NAV variability is in a calm, stressed, or transitional phase. Compression regimes can persist, but breakouts from low volatility tend to produce outsized moves.
Ab Bond Inflation metrics are compiled from fund disclosures and market reference feeds and normalized before display. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Michael Smolkin, Member of Macroaxis Board of Directors
Volatility Profile Summary
Recent data suggests that Ab Bond Inflation is less volatile than Dow Jones Industrial by approximately 5.75x 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 1% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Ab Bond Inflation 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 works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View AB BOND probability analysis.
Weak diversification
Across the chosen horizon, AB BOND and Dow Jones show a correlation of 0.56 and fall into the Weak diversification bucket. A 0.56 reading means AB BOND and Dow Jones have partial price overlap, providing moderate risk reduction when paired.
Additional Risk Indicators
A broader risk-indicator set for Ab Bond Inflation extends the analysis beyond standard volatility and risk measures. This is most informative when assessing whether the current opportunity is being compensated with reasonable risk.
| Risk Adjusted Performance | 0.005 | |||
| Mean Deviation | 0.1213 | |||
| Semi Deviation | 0.1185 | |||
| Downside Deviation | 0.2134 | |||
| Coefficient Of Variation | 1803.39 | |||
| Standard Deviation | 0.1641 | |||
| Variance | 0.0269 |
AB BOND Suggested Diversification Pairs
A paired position built around Ab Bond Inflation reduces directional market exposure while expressing a relative-value view. This structure emphasizes relative performance differences between paired assets rather than broad market direction.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against AB BOND as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. AB BOND's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, AB BOND's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Ab Bond Inflation.