Catalystlyons Tactical Allocation Fund Market Value
| CLTCX Fund | USD 15.32 0.04 0.26% |
| Symbol | Catalystlyons |
Catalystlyons Tactical '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 Catalystlyons Tactical'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 Catalystlyons Tactical.
| 05/13/2023 |
| 12/03/2024 |
If you would invest 0.00 in Catalystlyons Tactical on May 13, 2023 and sell it all today you would earn a total of 0.00 from holding Catalystlyons Tactical Allocation or generate 0.0% return on investment in Catalystlyons Tactical over 570 days. Catalystlyons Tactical is related to or competes with Massmutual Premier, Oppenheimer International, Blackrock Conservative, Calvert Conservative, Pgim Conservative, Prudential Core, and Delaware Limited-term. The fund seeks to achieve its investment objective by combining a tactical allocation process intended to offer downside... More
Catalystlyons Tactical 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 Catalystlyons Tactical'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 Catalystlyons Tactical Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9619 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.27 |
Catalystlyons Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalystlyons Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalystlyons Tactical's standard deviation. In reality, there are many statistical measures that can use Catalystlyons Tactical historical prices to predict the future Catalystlyons Tactical's volatility.| Risk Adjusted Performance | 0.0528 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0495 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalystlyons Tactical'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.
Catalystlyons Tactical Backtested Returns
At this stage we consider Catalystlyons Mutual Fund to be very steady. Catalystlyons Tactical secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalystlyons Tactical Allocation, which you can use to evaluate the volatility of the entity. Please confirm Catalystlyons Tactical's Mean Deviation of 0.6609, downside deviation of 0.9619, and Risk Adjusted Performance of 0.0528 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund shows a Beta (market volatility) of 1.02, which signifies a somewhat significant risk relative to the market. Catalystlyons Tactical returns are very sensitive to returns on the market. As the market goes up or down, Catalystlyons Tactical is expected to follow.
Auto-correlation | 0.39 |
Below average predictability
Catalystlyons Tactical Allocation has below average predictability. Overlapping area represents the amount of predictability between Catalystlyons Tactical time series from 13th of May 2023 to 22nd of February 2024 and 22nd of February 2024 to 3rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Catalystlyons Tactical price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Catalystlyons Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Catalystlyons Tactical lagged returns against current returns
Autocorrelation, which is Catalystlyons Tactical 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 Catalystlyons Tactical's mutual fund expected returns. We can calculate the autocorrelation of Catalystlyons Tactical returns to help us make a trade decision. For example, suppose you find that Catalystlyons Tactical 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 |
Catalystlyons Tactical 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 Catalystlyons Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalystlyons Tactical mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalystlyons Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalystlyons Tactical Lagged Returns
When evaluating Catalystlyons Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalystlyons Tactical mutual fund have on its future price. Catalystlyons Tactical 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, Catalystlyons Tactical autocorrelation shows the relationship between Catalystlyons Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystlyons Tactical Allocation.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Catalystlyons Mutual Fund
Catalystlyons Tactical financial ratios help investors to determine whether Catalystlyons 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 Catalystlyons with respect to the benefits of owning Catalystlyons Tactical security.
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