Catalystaspect Enhanced Multi Asset Fund Volatility
| CASIX Fund | USD 10.90 0.05 0.46% |
Catalyst/aspect Enhanced appears to be very steady, given 3 months investment horizon. Catalyst/aspect Enhanced secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catalystaspect Enhanced Multi Asset, which you can use to evaluate the volatility of the entity. Please makes use of Catalyst/aspect Enhanced's Mean Deviation of 0.7439, downside deviation of 0.9584, and Risk Adjusted Performance of 0.1425 to double-check if our risk estimates are consistent with your expectations.
Sharpe Ratio = 0.2072
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Based on monthly moving average Catalyst/aspect Enhanced is performing at about 16% 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/aspect Enhanced by adding it to a well-diversified portfolio.
Key indicators related to Catalyst/aspect Enhanced's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Catalyst/aspect Enhanced Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Catalyst/aspect daily returns, and it is calculated using variance and standard deviation. We also use Catalyst/aspect's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Catalyst/aspect Enhanced volatility.
Catalyst/aspect |
Downward market volatility can be a perfect environment for investors who play the long game with Catalyst/aspect Enhanced. They may decide to buy additional shares of Catalyst/aspect Enhanced at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving together with Catalyst/aspect Mutual Fund
| 0.89 | HIICX | Catalystsmh High Income | PairCorr |
| 0.87 | HIIFX | Catalystsmh High Income | PairCorr |
| 0.9 | HIIIX | Catalystsmh High Income | PairCorr |
| 0.84 | MLXCX | Catalyst Mlp Infrast | PairCorr |
| 0.83 | MLXAX | Catalyst Mlp Infrast | PairCorr |
| 0.84 | MLXIX | Catalyst Mlp Infrast | PairCorr |
| 0.88 | CWXIX | Catalyst/warrington | PairCorr |
| 0.84 | CWXCX | Catalyst/warrington | PairCorr |
| 0.84 | CWXAX | Catalyst/warrington | PairCorr |
| 0.84 | CFRIX | Catalyst/princeton | PairCorr |
| 0.86 | CFRFX | Catalyst/cifc Floating | PairCorr |
| 0.85 | CFRCX | Catalyst/princeton | PairCorr |
| 0.85 | CFRAX | Catalyst/princeton | PairCorr |
| 0.62 | ATRFX | Catalyst Intelligent | PairCorr |
| 0.61 | ATRCX | Catalyst Intelligent | PairCorr |
| 0.95 | SHIIX | Catalyst/exceed Defined | PairCorr |
| 0.93 | SHIEX | Catalyst/exceed Defined | PairCorr |
| 0.93 | SHINX | Catalyst/exceed Defined | PairCorr |
| 0.78 | CLTIX | Catalyst/lyons Tactical | PairCorr |
| 0.95 | CLTCX | Catalyst/lyons Tactical | PairCorr |
| 0.94 | CLTAX | Catalyst/lyons Tactical | PairCorr |
| 0.92 | MBXAX | Catalystmillburn Hedge | PairCorr |
| 0.95 | MBXFX | Catalystmillburn Hedge | PairCorr |
Moving against Catalyst/aspect Mutual Fund
| 0.48 | CLPAX | Catalyst Exceed Defined | PairCorr |
| 0.44 | CLPCX | Catalyst Exceed Defined | PairCorr |
| 0.41 | CLPFX | Catalyst Exceed Defined | PairCorr |
Catalyst/aspect Enhanced Market Sensitivity And Downside Risk
Catalyst/aspect Enhanced's beta coefficient measures the volatility of Catalyst/aspect mutual fund compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Catalyst/aspect mutual fund's returns against your selected market. In other words, Catalyst/aspect Enhanced's beta of 0.9 provides an investor with an approximation of how much risk Catalyst/aspect Enhanced mutual fund can potentially add to one of your existing portfolios. Catalystaspect Enhanced Multi Asset has low volatility with Treynor Ratio of 0.19, Maximum Drawdown of 4.43 and kurtosis of -0.02. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Catalyst/aspect Enhanced's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Catalyst/aspect Enhanced's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
| α | 0.11 | β | 0.90 | Check current 90 days Catalyst/aspect Enhanced correlation with market (Dow Jones Industrial)
Catalyst/aspect Enhanced Volatility and Downside Risk
Catalyst/aspect standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Catalyst/aspect Enhanced Mutual Fund Volatility Analysis
Volatility refers to the frequency at which Catalyst/aspect Enhanced fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Catalyst/aspect Enhanced's price changes. Investors will then calculate the volatility of Catalyst/aspect Enhanced's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Catalyst/aspect Enhanced's volatility:
Historical Volatility
This type of fund volatility measures Catalyst/aspect Enhanced's fluctuations based on previous trends. It's commonly used to predict Catalyst/aspect Enhanced's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Catalyst/aspect Enhanced's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Catalyst/aspect Enhanced's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Catalyst/aspect Enhanced Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Catalyst/aspect Enhanced Projected Return Density Against Market
Assuming the 90 days horizon Catalyst/aspect Enhanced has a beta of 0.9009 suggesting Catalystaspect Enhanced Multi Asset market returns are sensitive to returns on the market. As the market goes up or down, Catalyst/aspect Enhanced is expected to follow.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Catalyst/aspect Enhanced or Catalyst Mutual Funds sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Catalyst/aspect Enhanced's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Catalyst/aspect fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Catalystaspect Enhanced Multi Asset has an alpha of 0.1096, implying that it can generate a 0.11 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Catalyst/aspect Enhanced Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Catalyst/aspect Enhanced Mutual Fund Risk Measures
Assuming the 90 days horizon the coefficient of variation of Catalyst/aspect Enhanced is 482.6. The daily returns are distributed with a variance of 0.92 and standard deviation of 0.96. The mean deviation of Catalystaspect Enhanced Multi Asset is currently at 0.76. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | 0.11 | |
β | Beta against Dow Jones | 0.90 | |
σ | Overall volatility | 0.96 | |
Ir | Information ratio | 0.11 |
Catalyst/aspect Enhanced Mutual Fund Return Volatility
Catalyst/aspect Enhanced historical daily return volatility represents how much of Catalyst/aspect Enhanced fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.961% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7548% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between Catalyst/aspect Mutual Fund performing well and Catalyst/aspect Enhanced Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Catalyst/aspect Enhanced's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BIPIX | 1.85 | 0.30 | 0.13 | 0.36 | 1.93 | 4.29 | 10.98 | |||
| FRBRX | 1.31 | 0.34 | 0.20 | 0.93 | 1.19 | 2.84 | 14.11 | |||
| DTEYX | 1.15 | 0.20 | 0.11 | 0.26 | 1.30 | 2.19 | 12.28 | |||
| ROGSX | 0.88 | (0.01) | (0.01) | 0.06 | 1.39 | 1.59 | 6.02 | |||
| JGLTX | 0.97 | 0.02 | 0.01 | 0.09 | 1.46 | 1.98 | 5.55 | |||
| FIJYX | 1.16 | 0.14 | 0.06 | 0.54 | 1.42 | 2.80 | 7.19 | |||
| MTCCX | 1.45 | 0.53 | 0.30 | 1.92 | 0.93 | 1.88 | 37.23 |
About Catalyst/aspect Enhanced Volatility
Volatility is a rate at which the price of Catalyst/aspect Enhanced or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Catalyst/aspect Enhanced may increase or decrease. In other words, similar to Catalyst/aspect's beta indicator, it measures the risk of Catalyst/aspect Enhanced and helps estimate the fluctuations that may happen in a short period of time. So if prices of Catalyst/aspect Enhanced fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.The fund seeks to achieve its investment objective by investing in a portfolio composed of two components a Managed Futures Component consisting of global financial and commodity futures, currency forwards and other derivative contracts on or related to sectors or assets classes including currencies, interest rate instruments, stock indices, metals, energy and agricultural commodities, and a 6040 Component consisting of a portfolio investing in U.S. equity and U.S. fixed income markets through financial futures and U.S. bond ETFs. The fund is non-diversified.
Catalyst/aspect Enhanced's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Catalyst/aspect Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Catalyst/aspect Enhanced's price varies over time.
3 ways to utilize Catalyst/aspect Enhanced's volatility to invest better
Higher Catalyst/aspect Enhanced's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Catalyst/aspect Enhanced fund is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Catalyst/aspect Enhanced fund volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Catalyst/aspect Enhanced investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Catalyst/aspect Enhanced's fund can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Catalyst/aspect Enhanced's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Catalyst/aspect Enhanced Investment Opportunity
Catalystaspect Enhanced Multi Asset has a volatility of 0.96 and is 1.28 times more volatile than Dow Jones Industrial. 8 percent of all equities and portfolios are less risky than Catalyst/aspect Enhanced. You can use Catalystaspect Enhanced Multi Asset to enhance the returns of your portfolios. The mutual fund experiences a normal upward fluctuation. Check odds of Catalyst/aspect Enhanced to be traded at $11.45 in 90 days.Almost no diversification
The correlation between Catalystaspect Enhanced Multi and DJI is 0.93 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalystaspect Enhanced Multi and DJI in the same portfolio, assuming nothing else is changed.
Catalyst/aspect Enhanced Additional Risk Indicators
The analysis of Catalyst/aspect Enhanced's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Catalyst/aspect Enhanced's investment and either accepting that risk or mitigating it. Along with some common measures of Catalyst/aspect Enhanced mutual fund's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.1425 | |||
| Market Risk Adjusted Performance | 0.1965 | |||
| Mean Deviation | 0.7439 | |||
| Semi Deviation | 0.7064 | |||
| Downside Deviation | 0.9584 | |||
| Coefficient Of Variation | 523.82 | |||
| Standard Deviation | 0.9325 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Catalyst/aspect Enhanced Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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 Catalyst/aspect Enhanced 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. Catalyst/aspect Enhanced'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, Catalyst/aspect Enhanced'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 Catalystaspect Enhanced Multi Asset.
Other Information on Investing in Catalyst/aspect Mutual Fund
Catalyst/aspect Enhanced financial ratios help investors to determine whether Catalyst/aspect 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/aspect with respect to the benefits of owning Catalyst/aspect Enhanced security.
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