Mai Managed Volatility Fund Technical Analysis
| MAIPX Fund | USD 16.31 -0.04 -0.24% |
As of the 25th of March, MAI MANAGED registers 16.31 per share in market pricing. Volatility and momentum metrics display Mean Deviation of 0.2016, standard deviation of 0.2902, and Risk Adjusted Performance of -0.03. Quantitative signals are calculated from volatility clustering and momentum shifts. Relative strength metrics are assessed within peer group data.
MAI MANAGED Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as MAI, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MAIMAI |
What if' Analysis
Running a what-if backtest on Mai Managed Volatility gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. The stronger interpretation comes from comparing realized return, risk, and path dependency instead of focusing only on the best historical outcome.
| 12/25/2025 |
| 03/25/2026 |
Placing 0.00 into MAI MANAGED on December 25, 2025 with a hold through today would realize 0.00 in total gains. In total, that is a 0.0% cumulative return in MAI MANAGED in aggregate across 90 days. The dataset reflects price and volume inputs from market records. Peers such as MAI MANAGED, AMERICAN BEACON, AMERICAN BEACON, DEAN MID, ALGER DYNAMIC, MATTHEWS ASIA, and SUMMIT GLOBAL operate in a similar space as MAI MANAGED. The fund will seek to achieve its investment objective principally by investing in a diversified portfolio of equity sec... More
MAI MANAGED Momentum Range Indicators Summary
This section highlights upside and downside signals that contextualize MAI MANAGED price behavior. They compare current price to recent trend and sentiment readings.
| Information Ratio | 0.1666 | |||
| Maximum Drawdown | 1.65 | |||
| Value At Risk | -0.55 | |||
| Potential Upside | 0.4276 |
Market Risk Indicators for MAI MANAGED Dashboard
MAI MANAGED market risk signals reflect the scope and pattern of historical return variability. The dataset reflects price and volume inputs from market records.| Risk Adjusted Performance | -0.03 | |||
| Jensen Alpha | 8.0E-4 | |||
| Total Risk Alpha | 0.0074 | |||
| Treynor Ratio | -0.06 |
Experienced investors tracking MAI MANAGED's watch for mean reversion setups where price has deviated from its long-run average. Sentiment extremes, news events, or liquidity shocks are common catalysts for these temporary dislocations in MAI MANAGED.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.05 | |||
| Mean Deviation | 0.2016 | |||
| Coefficient Of Variation | -5,637 | |||
| Standard Deviation | 0.2902 | |||
| Variance | 0.0842 | |||
| Information Ratio | 0.1666 | |||
| Jensen Alpha | 8.0E-4 | |||
| Total Risk Alpha | 0.0074 | |||
| Treynor Ratio | -0.06 | |||
| Maximum Drawdown | 1.65 | |||
| Value At Risk | -0.55 | |||
| Potential Upside | 0.4276 | |||
| Skewness | -0.28 | |||
| Kurtosis | 2.12 |
Mai Managed Volatility Backtested Returns
MAI MANAGED reflects a very low volatility profile across the analytical window. It has a Sharpe Ratio of -0.0629, which indicates that -0.0629 units of return per unit of risk over the last 3 months. We identified twenty-one technical indicators supporting this volatility profile. Please analyze metrics such as mean deviation of 0.2016, standard deviation of 0.2902, and risk-adjusted performance of -0.03 to evaluate coherence across risk measures. The fund has a Market Sensitivity (Beta) of 0.25, which means very low measured sensitivity to broad market movements. As returns on the market increase, MAI MANAGED's returns are expected to increase less than the market. However, during a bear market, the loss from holding MAI MANAGED is expected to be smaller as well.
Auto-correlation | -0.24 |
Weak reverse predictability
Comparing MAI MANAGED's price behavior from 25th of December 2025 to 8th of February 2026 with the period from 8th of February 2026 to 25th of March 2026 produces weak reverse predictability. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Mai Managed Volatility may be projected. The coefficient of -0.24 links over 24.0% of MAI MANAGED's present price action to its own historical movements. Given that Mai Managed Volatility has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Price and volume behavior for MAI MANAGED form the basis of this analysis. This information is provided for contextual purposes.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Mai Managed Volatility volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of MAI MANAGED focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Reduced trading volume may increase short-term pricing variability.
Data shown for Mai Managed Volatility is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardMAI MANAGED Technical Indicators
Investors following Mai Managed Volatility often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.05 | |||
| Mean Deviation | 0.2016 | |||
| Coefficient Of Variation | -5,637 | |||
| Standard Deviation | 0.2902 | |||
| Variance | 0.0842 | |||
| Information Ratio | 0.1666 | |||
| Jensen Alpha | 8.0E-4 | |||
| Total Risk Alpha | 0.0074 | |||
| Treynor Ratio | -0.06 | |||
| Maximum Drawdown | 1.65 | |||
| Value At Risk | -0.55 | |||
| Potential Upside | 0.4276 | |||
| Skewness | -0.28 | |||
| Kurtosis | 2.12 |
March 25, 2026 Daily Trend Indicators
Investors following Mai Managed Volatility often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 16.31 | ||
| Day Typical Price | 16.31 | ||
| Price Action Indicator | -0.02 |