Catalystsmh Total Return Fund Market Value
| TRICX Fund | USD 4.85 0.02 0.41% |
| Symbol | Catalyst/smh |
Catalyst/smh Total '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 Catalyst/smh Total's 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 Catalyst/smh Total.
| 05/21/2025 |
| 08/19/2025 |
If you would invest 0.00 in Catalyst/smh Total on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding Catalystsmh Total Return or generate 0.0% return on investment in Catalyst/smh Total over 90 days. Catalyst/smh Total is related to or competes with Rbc International, Aqr Small, Foundry Partners, Sp Smallcap, Artisan Small, Transamerica International, and Qs Us. The fund invests primarily in a broad range of income-producing securities More
Catalyst/smh Total 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 Catalyst/smh Total's 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 Catalystsmh Total Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7121 | |||
| Information Ratio | 0.1018 | |||
| Maximum Drawdown | 2.87 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.28 |
Catalyst/smh Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/smh Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst/smh Total's standard deviation. In reality, there are many statistical measures that can use Catalyst/smh Total historical prices to predict the future Catalyst/smh Total's volatility.| Risk Adjusted Performance | 0.1802 | |||
| Jensen Alpha | 0.0965 | |||
| Total Risk Alpha | 0.0736 | |||
| Sortino Ratio | 0.0961 | |||
| Treynor Ratio | 0.231 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst/smh Total's 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.
Catalystsmh Total Return Backtested Returns
Catalyst/smh Total appears to be not too volatile, given 3 months investment horizon. Catalystsmh Total Return secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the fund had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catalystsmh Total Return, which you can use to evaluate the volatility of the entity. Please makes use of Catalyst/smh Total's Downside Deviation of 0.7121, mean deviation of 0.5432, and Risk Adjusted Performance of 0.1802 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalyst/smh Total's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst/smh Total is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
Catalystsmh Total Return has good predictability. Overlapping area represents the amount of predictability between Catalyst/smh Total time series from 21st of May 2025 to 5th of July 2025 and 5th of July 2025 to 19th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Catalystsmh Total Return price movement. The serial correlation of 0.77 indicates that around 77.0% of current Catalyst/smh Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Catalystsmh Total Return lagged returns against current returns
Autocorrelation, which is Catalyst/smh Total mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Catalyst/smh Total's mutual fund expected returns. We can calculate the autocorrelation of Catalyst/smh Total returns to help us make a trade decision. For example, suppose you find that Catalyst/smh Total has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Catalyst/smh Total regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Catalyst/smh Total mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst/smh Total mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalyst/smh Total mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst/smh Total Lagged Returns
When evaluating Catalyst/smh Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst/smh Total mutual fund have on its future price. Catalyst/smh Total autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Catalyst/smh Total autocorrelation shows the relationship between Catalyst/smh Total mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystsmh Total Return.
Regressed Prices |
| Timeline |
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Other Information on Investing in Catalyst/smh Mutual Fund
Catalyst/smh Total financial ratios help investors to determine whether Catalyst/smh 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/smh with respect to the benefits of owning Catalyst/smh Total security.
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