Cb Large Cap Fund Volatility
| CBLSX Fund | USD 10.16 -0.12 -1.17% |
Across the last 3 months, Cb Large Cap continues to post low price volatility. The current Sharpe ratio for Cb Large Cap is -0.0477, reflecting poor reward-to-volatility behavior over the last 3 months. The latest risk read is supported by 27 technical indicators.
Sharpe Ratio = -0.0477
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CBLSX |
Cb Large Cap's financial profile includes a Market Risk Adjusted Performance of 0.2%, a Risk of 0.82, and a Risk Adjusted Performance of 0.1%. Monthly data shows CB LARGE is not tracking at its maximum return potential. Including it in a well-diversified portfolio can maximize its risk-adjusted contribution.
Key indicators related to CB LARGE's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
CB LARGE's beta measures how much CB LARGE's price moves relative to the broad market. Combined with total volatility, beta provides context forunderstand whether CB LARGE's risk is primarily market-driven or company-specific.
CBLSX |
Volatility Strategy
Volatility in Cb Large Cap contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 0.82% with a beta coefficient of 0.75, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0477, evaluates return per unit of total risk. An alpha value of 0.22 reflects performance relative to systematic market exposure. Expected return estimates near -0.039% 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 CB LARGE's market risk premium analysis include:
Beta 0.75 | Alpha 0.22 | Risk 0.82 | Sharpe Ratio -0.05 | Expected Return -0.04 |
Moving together with CBLSX Mutual Fund
| 0.76 | VVIAX | Vanguard Value Index | PairCorr |
| 0.74 | AWSHX | Washington Mutual | PairCorr |
| 0.73 | WSHCX | Washington Mutual | PairCorr |
| 0.74 | WSHFX | Washington Mutual | PairCorr |
| 0.88 | FWWMX | American Funds Washington | PairCorr |
| 0.88 | FWMMX | American Funds Washington | PairCorr |
| 0.79 | DODGX | Dodge Stock Fund | PairCorr |
| 0.8 | AMFFX | American Mutual | PairCorr |
| 0.8 | AMFCX | American Mutual | PairCorr |
| 0.62 | XNXJX | Nuveen New Jersey | PairCorr |
| 0.7 | HD | Home Depot | PairCorr |
| 0.68 | DD | Dupont De Nemours | PairCorr |
Sensitivity To Market
Cb Large Cap relative market sensitivity is quantified by its beta value of 0.75. This regression-derived coefficient reflects systematic risk. Total return variability is about 0.82%.This summary describes how Cb Large Cap has moved rather than why it moved. Standard deviation is near 1.76% and downside deviation is near 1.01%. For CB LARGE, the volatility profile is a portfolio effect rather than a single-company effect.
3 Months Beta |Analyze Cb Large Cap Demand TrendCheck current 90 days CB LARGE correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of CBLSX is a key measure of price volatility, reflecting the average daily deviation from the mean over the selected time period. High standard deviation means higher volatility; low standard deviation means stability.
Standard Deviation | 0.82 |
For investors in CB LARGE, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in CB LARGE's returns. Cb Large Cap's financial profile includes a Downside Deviation of 1.01, a Downside Variance of 1.03, and a Maximum Drawdown of 14.55.
Mutual Fund Volatility Analysis
Analyzing CB LARGE volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in CB LARGE's mutual fund price during volatile periods can trigger margin calls or forced exits.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Cb Large Cap 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 CB LARGE has a beta of 0.7477 suggesting as returns on the market go up, CB LARGE's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Cb Large Cap is expected to be smaller as well.CB LARGE remains sensitive to broader mutual fund market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Cb Large Cap's financial profile includes a Downside Deviation of 1.01, a Mean Deviation of 0.82, and a Semi Deviation of 0.81.
Predicted Return Density |
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What Drives CB LARGE's Price Volatility?
Several factors can influence CB LARGE's market volatility:Industry Dynamics
Sector-level events can directly affect CB LARGE's price stability. Regulatory changes, supply disruptions, or shifts in demand within CB LARGE's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like CB LARGE.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for CB LARGE's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward CB LARGE. During periods of economic expansion, CB LARGE's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.CB LARGE's Company-Specific Factors
Volatility can also stem from events unique to CB LARGE. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in CB LARGE's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on CB LARGE's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of CB LARGE is -2096.9. The daily returns are distributed with a variance of 0.67 and standard deviation of 0.82. The mean deviation of Cb Large Cap is currently at 0.65. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.22 | |
β | Beta against Dow Jones | 0.75 | |
σ | Overall volatility | 0.82 | |
Ir | Information ratio | 0.14 |
Mutual Fund Return Volatility
CB LARGE historical daily return volatility represents how much of CB LARGE fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.8177% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8181% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| 0.33 | 0.44 | 0.31 | 0.47 | 0.25 | 0.53 | NNY | ||
| 0.33 | 0.8 | 0.69 | 0.59 | 0.58 | 0.58 | WMKSX | ||
| 0.44 | 0.8 | 0.87 | 0.78 | 0.77 | 0.71 | TRRTX | ||
| 0.31 | 0.69 | 0.87 | 0.86 | 0.94 | 0.79 | SPVZX | ||
| 0.47 | 0.59 | 0.78 | 0.86 | 0.7 | 0.94 | KF | ||
| 0.25 | 0.58 | 0.77 | 0.94 | 0.7 | 0.63 | PVIVX | ||
| 0.53 | 0.58 | 0.71 | 0.79 | 0.94 | 0.63 | PGUAX | ||
Risk-Adjusted Indicators
There is a big difference between CBLSX Mutual Fund performing well and CB LARGE Mutual Fund doing well as a business compared to the competition. A thorough review of CB LARGE's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NNY | 0.57 | 0.04 | 0.16 | 0.13 | 0.69 | 1.62 | 4.70 | |||
| WMKSX | 1.22 | 0.50 | 0.42 | 0.51 | 0.69 | 1.35 | 30.19 | |||
| TRRTX | 0.28 | 0.05 | 0.26 | 0.04 | 0.34 | 0.51 | 3.30 | |||
| SPVZX | 0.66 | 0.10 | 0.11 | 0.01 | 0.90 | 1.13 | 4.14 | |||
| KF | 1.94 | 0.67 | 0.18 | 0.30 | 2.75 | 4.46 | 14.90 | |||
| PVIVX | 0.99 | 0.09 | 0.00 | -0.03 | 0.00 | 1.94 | 7.06 | |||
| PGUAX | 0.66 | 0.26 | 0.44 | 0.65 | 0.40 | 1.29 | 8.96 |
Risk Metrics, Assumptions & Methodology
Volatility for CB LARGE reflects NAV dispersion and exposure stability across disclosure periods. Return variability informs risk budgeting and diversification impact.
The analytics block for Cb Large Cap relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardCB LARGE Investment Opportunity
On the present horizon, Cb Large Cap carries roughly the same return volatility as Dow Jones Industrial. Across the current 90-day horizon, that places the security below 7% of the broader equity and portfolio universe on a pure volatility basis.You can use Cb Large Cap to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of CB LARGE to be traded at $9.86 in 90 days.Poor diversification
The correlation between CBLSX and DJI is 0.63, which Macroaxis classifies as Poor diversification for the selected horizon. Used correctly, the chart supports evaluation of whether adding the second position genuinely diversifies the first.
CB LARGE Additional Risk Indicators
Risk analysis around Cb Large Cap becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.0762 | |||
| Market Risk Adjusted Performance | 0.2038 | |||
| Mean Deviation | 0.8173 | |||
| Semi Deviation | 0.8059 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 1134.08 | |||
| Standard Deviation | 1.76 |
CB LARGE Suggested Diversification Pairs
A pair strategy built around Cb Large Cap is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against CB LARGE as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. CB LARGE's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, CB LARGE's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Cb Large Cap.