Ave Maria Rising Fund Volatility
| AVEDX Fund | USD 21.57 0.25 1.17% |
Over the last 3 months, Ave Maria Rising maintains relatively low price volatility. The current Sharpe ratio for Ave Maria Rising is -0.0135, suggesting weak return efficiency over the last 3 months. The current setup includes 20 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.0135
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AVEDX |
Ave Maria Rising (AVEDX) recorded a Market Risk Adjusted Performance of -0.01%, a Risk of 0.90, and a Total Risk Alpha of 0.05. Ave Maria is below its full potential per monthly moving average analysis. Pairing it with a well-diversified portfolio structure may improve overall efficiency. Correlation structure between Ave Maria and other holdings determines the diversification benefit. The risk-reduction potential of adding Ave Maria to a diversified portfolio can be quantified.
Key indicators related to Ave Maria's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding Ave Maria's historical volatility sets realistic expectations for Ave Maria's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Ave Maria exposure. Volatility analysis for Ave Maria is most actionable when combined with directional views. High financial distress probability for Ave Maria amplifies the risk of extreme downside scenarios.
Ave |
Volatility Strategy
Ave Maria Rising return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 0.9% with a beta coefficient of 0.75, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0135, evaluates return per unit of total risk. An alpha value of 0.0352 reflects performance relative to systematic market exposure. Expected return estimates near -0.0122% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to Ave Maria's market risk premium analysis include:
Beta 0.75 | Alpha 0.0352 | Risk 0.9 | Sharpe Ratio -0.01 | Expected Return -0.01 |
Moving together with Ave Mutual Fund
| 0.68 | AVEGX | Ave Maria Growth | PairCorr |
| 0.76 | AVEFX | Ave Maria Bond | PairCorr |
| 0.86 | AVEAX | Ave Maria Focused | PairCorr |
| 0.87 | AVEWX | Ave Maria World | PairCorr |
| 0.66 | AVEMX | Ave Maria Value | PairCorr |
| 0.89 | VTSNX | Vanguard Total | PairCorr |
| 0.88 | VTISX | Vanguard Total | PairCorr |
| 0.89 | VTPSX | Vanguard Total | PairCorr |
| 0.79 | PDECX | Prudential Jennison | PairCorr |
| 0.81 | AOTIX | Allianzgi Emerging | PairCorr |
| 0.8 | NWHDX | Nationwide Bailard Nitive | PairCorr |
| 0.62 | KF | Korea Closed | PairCorr |
| 0.8 | ABCYX | American Beacon | PairCorr |
| 0.73 | OTRGX | Ontrack E Fund | PairCorr |
Sensitivity To Market
Ave Maria Rising exhibits a beta of 0.75, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 0.9%.Volatility metrics for Ave Maria Rising describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze Ave Maria Rising Demand TrendCheck current 90 days Ave Maria correlation with market (Dow Jones Industrial)Downside Risk
For Ave, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low. Standard deviation for Ave provides a measure of daily price dispersion around the mean. Standard deviation for Ave allows comparison of risk levels across different time horizons.
Standard Deviation | 0.9 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Ave Maria. Upside risk is measured by Ave Maria's standard deviation, while downside risk is captured by downside deviation of Ave Maria's returns. Standard deviation and downside deviation for Ave Maria measure different things — total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in Ave Maria's returns. Ave Maria Rising (AVEDX) recorded a Maximum Drawdown of 4.50.
Mutual Fund Volatility Analysis
For investors tracking Ave Maria, understanding volatility is essential to managing portfolio risk. It indicates how dramatically Ave Maria's price swings over a specific time horizon. For traders and investors in Ave Maria, volatility is both a risk factor and a source of opportunity. Sharp price movements in Ave Maria's can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Ave Maria Rising 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.
Projected Return Density Against Market
Assuming a 90-day horizon Ave Maria has a beta of 0.7533 . This suggests as returns on the market go up, Ave Maria's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Ave Maria Rising is expected to be smaller as well.Investors in Ave Maria face systematic risk from overall mutual fund market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Ave Maria Rising (AVEDX) recorded a Mean Deviation of 0.66 and a Standard Deviation of 0.86.
Predicted Return Distribution |
| Density |
What Drives Ave Maria's Price Volatility?
Industry Dynamics
Ave Maria's volatility can rise when competitive dynamics or demand conditions shift across the Ave Maria Mutual Funds sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Ave Maria's trading.Ave Maria's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Ave Maria.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of Ave Maria is -7380.14. The daily returns are distributed with a variance of 0.81 and standard deviation of 0.9. The mean deviation of Ave Maria Rising is currently at 0.7. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | 0.75 | |
σ | Overall volatility | 0.90 | |
Ir | Information ratio | 0.06 |
Mutual Fund Return Volatility
Ave Maria return volatility captures the typical daily swing in fund returns relative to the mean over the selected period. The fund has volatility of 0.8985% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8484% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Risk-Adjusted Indicators
Ave Maria Mutual Fund can look attractive on recent price action while risk efficiency lags the peer group. Reviewing Ave Maria's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AVEGX | 0.80 | 0.04 | 0.00 | -0.02 | 0.00 | 1.76 | 5.51 | |||
| MPIEX | 0.67 | 0.08 | 0.09 | 0.06 | 1.06 | 1.33 | 6.18 | |||
| VIISX | 0.61 | -0.06 | 0.00 | -0.17 | 0.00 | 1.11 | 4.38 | |||
| HSPCX | 1.22 | 0.13 | 0.06 | 0.03 | 1.65 | 2.10 | 8.38 | |||
| PABFX | 0.43 | 0.03 | 0.09 | -0.01 | 0.58 | 0.93 | 2.82 | |||
| PEXMX | 0.85 | 0.05 | 0.00 | -0.02 | 0.00 | 1.46 | 5.76 | |||
| FECGX | 1.06 | 0.06 | 0.00 | -0.02 | 0.00 | 1.68 | 6.91 | |||
| NOITX | 0.09 | -0.01 | 0.00 | -0.24 | 0.00 | 0.20 | 1.01 | |||
| MFOCX | 0.83 | 0.05 | 0.05 | -0.01 | 1.03 | 1.52 | 4.62 |
Risk Metrics, Assumptions & Methodology
NAV dispersion for Ave Maria measures the spread of periodic returns around the mean, reflecting exposure variability. Higher dispersion implies a wider range of plausible outcomes for any given holding period.
Data shown for Ave Maria Rising is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardAve Maria Investment Opportunity
Ave Maria Rising is about 1.06 times more volatile than Dow Jones Industrial based on recent return behavior. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Ave Maria Rising to enhance the returns of the portfolio. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is most useful when combined with broader risk controls and position-sizing discipline. a large bullish trend. Check odds of Ave Maria to be traded at $23.73 in 90 days.Poor diversification
For the present investment horizon, the measured correlation between Ave Maria and Dow Jones stands at 0.71, or Poor diversification. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding Ave Maria alone.
Ave Maria Additional Risk Indicators
A broader risk-indicator set for Ave Maria Rising can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.002 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 0.6613 | |||
| Coefficient Of Variation | -32,779 | |||
| Standard Deviation | 0.8637 | |||
| Variance | 0.746 | |||
| Information Ratio | 0.0589 |
Ave Maria Suggested Diversification Pairs
Pair analysis around Ave Maria Rising matters because it can turn one security idea into a more market-neutral structure. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
| Walker Dunlop vs. Ave Maria | ||
| Salesforce vs. Ave Maria | ||
| Dupont De vs. Ave Maria | ||
| Citigroup vs. Ave Maria | ||
| Ford vs. Ave Maria | ||
| GM vs. Ave Maria | ||
| Bank of America vs. Ave Maria | ||
| Microsoft vs. Ave Maria | ||
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Ave Maria, market-wide risk remains. What pair trading can address is Ave Maria's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.