Dean Mid Cap Fund Volatility

DALCX Fund

USD 27.77 0.01 0.04%

At this stage we consider Dean Mutual Fund to be very steady. Dean Mid Cap secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the fund had a 0.2 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dean Mid Cap, which you can use to evaluate the volatility of the entity. Please confirm Dean Mid's Mean Deviation of 0.5778, semi deviation of 0.6014, and Downside Deviation of 0.7208 to check if the risk estimate we provide is consistent with the expected return of 0.15%.

Sharpe Ratio = 0.1982

High Returns	Best Equity
Good Returns
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Cash	DALCX	Average Risk	High Risk	Huge Risk
Negative Returns

Based on monthly moving average Dean Mid is performing at about 15% 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 Dean Mid by adding it to a well-diversified portfolio.

Key indicators related to Dean Mid's volatility include:

90 Days Market Risk

Very steady

Chance Of Distress

Low

90 Days Economic Sensitivity

Follows the market closely

Dean Mid 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 Dean daily returns, and it is calculated using variance and standard deviation. We also use Dean's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Dean Mid volatility.

Downward market volatility can be a perfect environment for investors who play the long game with Dean Mid. They may decide to buy additional shares of Dean Mid at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.

Moving together with Dean Mutual Fund

0.98	DAEIX	Unified Series Trust	Pair Corr
0.97	DASCX	Dean Small Cap	Pair Corr
0.99	VMVAX	Vanguard Mid Cap	Pair Corr
0.9	JVMAX	John Hancock Disciplined	Pair Corr
0.92	JVMIX	John Hancock Disciplined	Pair Corr
0.99	VMVIX	Vanguard Mid Cap	Pair Corr
0.86	JMVZX	Jpmorgan Mid Cap	Pair Corr
0.87	JMVRX	Jpmorgan Mid Cap	Pair Corr
0.87	JMVQX	Jpmorgan Mid Cap	Pair Corr
0.87	JMVYX	Jpmorgan Mid Cap	Pair Corr
0.87	JMVPX	Jpmorgan Mid Cap	Pair Corr
0.91	MVCAX	Mfs Mid Cap	Pair Corr
0.73	PDI	Pimco Dynamic Income	Pair Corr
0.81	RDWAX	American Funds Developing	Pair Corr
0.91	EEICX	Eaton Vance Emerging	Pair Corr
0.81	UTEIX	Tax Exempt Intermediate	Pair Corr
0.79	RBOBX	Intermediate Bond	Pair Corr
0.87	JOEAX	Johcm Emerging Markets	Pair Corr
0.86	LRRKX	Floating Rate	Pair Corr
0.95	RTITX	Select International	Pair Corr
0.64	OCHIX	Oberweis China Oppor	Pair Corr

Moving against Dean Mutual Fund

0.8	TCTGX	Transamerica Cleartrack	Pair Corr
0.79	TDKTX	Cleartrack 2015 Class	Pair Corr
0.79	TCTJX	Transamerica Cleartrack	Pair Corr
0.78	TCSUX	Cleartrack 2020 Class	Pair Corr
0.35	USPSX	Profunds Ultrashort	Pair Corr

Dean Mid Market Sensitivity And Downside Risk

Dean Mid's beta coefficient measures the volatility of Dean 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 Dean mutual fund's returns against your selected market. In other words, Dean Mid's beta of 0.77 provides an investor with an approximation of how much risk Dean Mid mutual fund can potentially add to one of your existing portfolios. Dean Mid Cap exhibits relatively low volatility with skewness of 0.2 and kurtosis of 0.03. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Dean Mid'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 Dean Mid'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.

Check current 90 days Dean Mid correlation with market (Dow Jones Industrial)

0.03

0.77

Competition

3 Months Beta |Analyze Dean Mid Cap Demand Trend

Check current 90 days Dean Mid correlation with market (Dow Jones Industrial)

Dean Mid Volatility and Downside Risk

Dean 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.

Dean Mid Cap Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Dean Mid fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Dean Mid's price changes. Investors will then calculate the volatility of Dean Mid'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 Dean Mid's volatility:

Historical Volatility

This type of fund volatility measures Dean Mid's fluctuations based on previous trends. It's commonly used to predict Dean Mid'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 Dean Mid'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 Dean Mid'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. Dean Mid Cap 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.

Dean Mid Projected Return Density Against Market

Assuming the 90 days horizon Dean Mid has a beta of 0.7658 suggesting as returns on the market go up, Dean Mid average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Dean Mid Cap will be expected to be much smaller as well.

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 Dean Mid or Dean Fund 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 Dean Mid'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 Dean 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.

Dean Mid Cap has an alpha of 0.0308, implying that it can generate a 0.0308 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).

Predicted Return Density

Returns

Dean Mid's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how dean mutual fund's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Dean Mid 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.

Dean Mid Mutual Fund Risk Measures

Assuming the 90 days horizon the coefficient of variation of Dean Mid is 504.64. The daily returns are distributed with a variance of 0.56 and standard deviation of 0.75. The mean deviation of Dean Mid Cap is currently at 0.57. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74

α	Alpha over Dow Jones	0.03	Details
β	Beta against Dow Jones	0.77	Details
σ	Overall volatility	0.75	Details
Ir	Information ratio	0.02	Details

Dean Mid Mutual Fund Return Volatility

Dean Mid historical daily return volatility represents how much of Dean Mid fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.7482% 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

	CRMAX	DOPIX	MISFX	MAIPX	MIAPX	SILVX	DIVPX	SPEDX	INPIX	BRLVX
CRMAX		0.97	0.49	0.62	0.44	0.86	0.58	0.35	-0.45	0.96	CRMAX
DOPIX	0.97		0.61	0.6	0.57	0.89	0.56	0.39	-0.38	0.94	DOPIX
MISFX	0.49	0.61		0.21	0.96	0.68	0.2	0.38	-0.09	0.58	MISFX
MAIPX	0.62	0.6	0.21		0.25	0.49	1.0	0.54	0.21	0.59	MAIPX
MIAPX	0.44	0.57	0.96	0.25		0.56	0.24	0.45	0.09	0.48	MIAPX
SILVX	0.86	0.89	0.68	0.49	0.56		0.45	0.24	-0.49	0.95	SILVX
DIVPX	0.58	0.56	0.2	1.0	0.24	0.45		0.55	0.26	0.54	DIVPX
SPEDX	0.35	0.39	0.38	0.54	0.45	0.24	0.55		0.28	0.33	SPEDX
INPIX	-0.45	-0.38	-0.09	0.21	0.09	-0.49	0.26	0.28		-0.5	INPIX
BRLVX	0.96	0.94	0.58	0.59	0.48	0.95	0.54	0.33	-0.5		BRLVX
	CRMAX	DOPIX	MISFX	MAIPX	MIAPX	SILVX	DIVPX	SPEDX	INPIX	BRLVX

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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

DIVPX	+ 1.0	MAIPX
DOPIX	+ 0.97	CRMAX
BRLVX	+ 0.96	CRMAX
MIAPX	+ 0.96	MISFX
BRLVX	+ 0.95	SILVX
BRLVX	+ 0.94	DOPIX

High negative correlations

BRLVX	- 0.5	INPIX
INPIX	- 0.49	SILVX
INPIX	- 0.45	CRMAX
INPIX	- 0.38	DOPIX
INPIX	- 0.09	MISFX

Risk-Adjusted Indicators

There is a big difference between Dean Mutual Fund performing well and Dean Mid 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 Dean Mid'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
CRMAX	0.93	0.14	0.15	0.18	0.79	(1.04)	2.25	(1.54)	7.99
DOPIX	0.81	0.05	0.06	0.11	0.81	(0.93)	2.27	(1.67)	4.25
MISFX	0.80	0.14	0.13	0.25	0.67	(0.96)	1.82	(1.42)	4.31
MAIPX	0.16	(0.01)	(0.26)	(0.01)	0.20	(0.17)	0.25	(0.43)	1.16
MIAPX	0.73	0.04	0.03	0.11	0.80	(0.85)	1.71	(1.65)	4.75
SILVX	0.46	0.07	0.06	0.20	0.39	(0.53)	1.15	(0.83)	2.82
DIVPX	0.16	(0.01)	(0.26)	(0.02)	0.21	(0.16)	0.23	(0.40)	1.15
SPEDX	0.53	0.01	(0.07)	0.14	0.69	(0.54)	1.27	(1.25)	3.51
INPIX	1.22	(0.21)	0.00	(0.10)	0.00	0.00	2.59	(3.50)	6.98
BRLVX	0.57	0.11	0.15	0.20	0.39	(0.66)	1.54	(1.11)	3.00

About Dean Mid Volatility

Volatility is a rate at which the price of Dean Mid 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 Dean Mid may increase or decrease. In other words, similar to Dean's beta indicator, it measures the risk of Dean Mid and helps estimate the fluctuations that may happen in a short period of time. So if prices of Dean Mid 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 primarily invests in equity securities of mid cap companies. The funds managers consider mid cap companies to be those with market capitalizations similar to companies listed on the Russell MidCap Value Index at the time of investment. It invests at least 80 percent of its net assets in equity securities of U.S. mid cap companies. Equity securities in which the fund may invest include common stocks, securities convertible into common stocks, REITs, and master limited partnerships .

Dean Mid'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 Dean Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Dean Mid's price varies over time.

3 ways to utilize Dean Mid's volatility to invest better

Higher Dean Mid's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Dean Mid Cap 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. Dean Mid Cap 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 Dean Mid Cap investment. A higher volatility means higher risk and potentially larger changes in value.
Identifying Opportunities: High volatility in Dean Mid'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 Dean Mid's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.

Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Dean Mid Investment Opportunity

Dean Mid Cap has the same returns volatility as Dow Jones Industrial considering given time horizon. 6 percent of all equities and portfolios are less risky than Dean Mid. You can use Dean Mid Cap to protect your portfolios against small market fluctuations. The mutual fund experiences a normal downward trend and little activity. Check odds of Dean Mid to be traded at $27.49 in 90 days.

Almost no diversification

The correlation between Dean Mid Cap and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dean Mid Cap and DJI in the same portfolio, assuming nothing else is changed.

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Dean Mid Additional Risk Indicators

The analysis of Dean Mid'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 Dean Mid's investment and either accepting that risk or mitigating it. Along with some common measures of Dean Mid 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	0.0882
	Market Risk Adjusted Performance	0.1151
	Mean Deviation	0.5778
	Semi Deviation	0.6014
	Downside Deviation	0.7208
	Coefficient Of Variation	836.42
	Standard Deviation	0.7565

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.

Dean Mid 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.

	GM vs. Dean Mid
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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 Dean Mid 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. Dean Mid'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, Dean Mid'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 Dean Mid Cap.

Other Information on Investing in Dean Mutual Fund

Dean Mid financial ratios help investors to determine whether Dean 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 Dean with respect to the benefits of owning Dean Mid security.

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