Catalystmillburn Dynamic Commodity Fund Alpha and Beta Analysis

DCXAX Fund  USD 9.63  0.02  0.21%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Catalystmillburn Dynamic Commodity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Catalyst/millburn over a specified time horizon. Remember, high Catalyst/millburn's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Catalyst/millburn's market risk premium analysis include:
Beta
0.1
Alpha
0.0579
Risk
0.75
Sharpe Ratio
0.16
Expected Return
0.12
Please note that although Catalyst/millburn alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Catalyst/millburn did 0.06  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Catalystmillburn Dynamic Commodity fund's relative risk over its benchmark. Catalystmillburn Dyn has a beta of 0.10  . As returns on the market increase, Catalyst/millburn's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst/millburn is expected to be smaller as well. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Catalyst/millburn Backtesting, Portfolio Optimization, Catalyst/millburn Correlation, Catalyst/millburn Hype Analysis, Catalyst/millburn Volatility, Catalyst/millburn History and analyze Catalyst/millburn Performance.

Catalyst/millburn Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Catalyst/millburn market risk premium is the additional return an investor will receive from holding Catalyst/millburn long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Catalyst/millburn. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Catalyst/millburn's performance over market.
α0.06   β0.10

Catalyst/millburn expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Catalyst/millburn's Buy-and-hold return. Our buy-and-hold chart shows how Catalyst/millburn performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Catalyst/millburn Market Price Analysis

Market price analysis indicators help investors to evaluate how Catalyst/millburn mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Catalyst/millburn shares will generate the highest return on investment. By understating and applying Catalyst/millburn mutual fund market price indicators, traders can identify Catalyst/millburn position entry and exit signals to maximize returns.

Catalyst/millburn Return and Market Media

The median price of Catalyst/millburn for the period between Fri, Sep 6, 2024 and Thu, Dec 5, 2024 is 9.6 with a coefficient of variation of 2.25. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 9.52, and mean deviation of 0.17. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Catalyst/millburn Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Catalyst/millburn or other funds. Alpha measures the amount that position in Catalystmillburn Dyn has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Catalyst/millburn in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Catalyst/millburn's short interest history, or implied volatility extrapolated from Catalyst/millburn options trading.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Catalyst/millburn Mutual Fund

Catalyst/millburn financial ratios help investors to determine whether Catalyst/millburn 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/millburn with respect to the benefits of owning Catalyst/millburn security.
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