Catalystprinceton Floating Rate Fund Volatility
| CFRCX Fund | USD 8.96 -0.01 -0.11% |
The current setup includes 21 technical indicators relevant to risk behavior. Over the last 3 months, Catalystprinceton Floating Rate maintains relatively low price volatility. Catalystprinceton Floating Rate reports a Sharpe ratio of -0.0828, suggesting weak return efficiency over the last 3 months.
Sharpe Ratio = -0.0828
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CFRCX |
Latest disclosures for Catalystprinceton Floating Rate show a Market Risk Adjusted Performance of -1.1%, a Risk of 0.17, and a Risk Adjusted Performance of -0.1%. CATALYST/PRINCETON 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 CATALYST/PRINCETON and other holdings determines the diversification benefit. The risk-reduction potential of adding CATALYST/PRINCETON to a diversified portfolio can be quantified.
Key indicators related to CATALYST/PRINCETON's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding CATALYST/PRINCETON's historical volatility sets realistic expectations for CATALYST/PRINCETON's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging CATALYST/PRINCETON exposure. Volatility analysis for CATALYST/PRINCETON is most actionable when combined with directional views. High financial distress probability for CATALYST/PRINCETON amplifies the risk of extreme downside scenarios.
CATALYST/PRINCETON |
Volatility Strategy
Catalystprinceton Floating Rate 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 0.17% with a beta coefficient of 0.0206, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0828, evaluates return per unit of total risk. An alpha value of -0.0218 reflects performance relative to systematic market exposure. Expected return estimates near -0.0144% 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 CATALYST/PRINCETON's market risk premium analysis include:
Beta 0.0206 | Alpha -0.02 | Risk 0.17 | Sharpe Ratio -0.08 | Expected Return -0.01 |
Moving together with CATALYST/PRINCETON Mutual Fund
| 0.76 | HIICX | Catalystsmh High Income | PairCorr |
| 0.73 | HIIIX | Catalystsmh High Income | PairCorr |
| 0.99 | CFRIX | CATALYST/PRINCETON | PairCorr |
| 1.0 | CFRFX | Catalyst/Cifc Floating | PairCorr |
| 0.99 | CFRAX | CATALYST/PRINCETON | PairCorr |
| 0.71 | INSAX | Catalyst Insider Buying | PairCorr |
| 0.71 | INSCX | Catalyst Insider Buying | PairCorr |
| 0.71 | INSIX | Catalyst Insider Buying | PairCorr |
| 0.61 | ATRCX | Catalyst Intelligent | PairCorr |
| 0.65 | CLPCX | Catalyst Exceed Defined | PairCorr |
| 0.65 | CLPAX | Catalyst Exceed Defined | PairCorr |
| 0.64 | CLPFX | Catalyst Exceed Defined | PairCorr |
| 0.73 | TRIIX | Catalystsmh Total Return | PairCorr |
| 0.74 | TRICX | Catalystsmh Total Return | PairCorr |
Moving Against CATALYST/PRINCETON Mutual Fund
| 0.82 | MLXAX | Catalyst Mlp Steady Growth | PairCorr |
| 0.81 | MLXIX | Catalyst Mlp Steady Growth | PairCorr |
| 0.7 | MBXFX | Catalystmillburn Hedge | PairCorr |
Sensitivity To Market
Catalystprinceton Floating Rate exhibits a beta of 0.0206, 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 0.17%.Volatility metrics for Catalystprinceton Floating Rate 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.
| α | -0.0218 | β | 0.02 | Check current 90 days CATALYST/PRINCETON correlation with market (Dow Jones Industrial)
Downside Risk
For CATALYST/PRINCETON, 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 CATALYST/PRINCETON provides a measure of daily price dispersion around the mean. Standard deviation for CATALYST/PRINCETON allows comparison of risk levels across different time horizons.
Standard Deviation | 0.17 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for CATALYST/PRINCETON. Upside risk is measured by CATALYST/PRINCETON's standard deviation, while downside risk is captured by downside deviation of CATALYST/PRINCETON's returns. Standard deviation and downside deviation for CATALYST/PRINCETON measure different things — total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in CATALYST/PRINCETON's returns. Latest disclosures for Catalystprinceton Floating Rate show a Maximum Drawdown of 1.00.
Mutual Fund Volatility Analysis
For investors tracking CATALYST/PRINCETON, understanding volatility is essential to managing portfolio risk. It indicates how dramatically CATALYST/PRINCETON's price swings over a specific time horizon. For traders and investors in CATALYST/PRINCETON, volatility is both a risk factor and a source of opportunity. Sharp price movements in CATALYST/PRINCETON'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. CATALYST/PRINCETON 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 CATALYST/PRINCETON has a beta of 0.0206 suggesting as returns on the market go up, CATALYST/PRINCETON's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Catalystprinceton Floating Rate is expected to be smaller as well.Investors in CATALYST/PRINCETON 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. Latest disclosures for Catalystprinceton Floating Rate show a Mean Deviation of 0.11 and a Standard Deviation of 0.17.
Predicted Return Distribution |
| Density |
What Drives CATALYST/PRINCETON's Price Volatility?
Industry Dynamics
CATALYST/PRINCETON's volatility can rise when competitive dynamics or demand conditions shift across the Catalyst Mutual Funds sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into CATALYST/PRINCETON's trading.CATALYST/PRINCETON's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in CATALYST/PRINCETON.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of CATALYST/PRINCETON is -1207.06. The daily returns are distributed with a variance of 0.03 and standard deviation of 0.17. The mean deviation of Catalystprinceton Floating Rate is currently at 0.12. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | -0.0218 | |
β | Beta against Dow Jones | 0.02 | |
σ | Overall volatility | 0.17 | |
Ir | Information ratio | 0.32 |
Mutual Fund Return Volatility
CATALYST/PRINCETON return volatility captures the typical daily swing in fund returns relative to the mean over the selected period. The fund has volatility of 0.1741% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8534% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.87 | 0.9 | 0.75 | 0.76 | 0.86 | CDGCX | ||
| 0.87 | 0.87 | 0.82 | 0.9 | 0.99 | PRNHX | ||
| 0.9 | 0.87 | 0.66 | 0.83 | 0.84 | TEPLX | ||
| 0.75 | 0.82 | 0.66 | 0.68 | 0.88 | CMIDX | ||
| 0.76 | 0.9 | 0.83 | 0.68 | 0.9 | ANORX | ||
| 0.86 | 0.99 | 0.84 | 0.88 | 0.9 | TQAAX | ||
Risk-Adjusted Indicators
CATALYST/PRINCETON Mutual Fund can look attractive on recent price action while risk efficiency lags the peer group. Reviewing CATALYST/PRINCETON'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CDGCX | 0.57 | 0.03 | 0.00 | -0.02 | 0.00 | 0.87 | 6.43 | |||
| PRNHX | 1.00 | 0.05 | 0.00 | -0.04 | 0.00 | 1.81 | 6.78 | |||
| TEPLX | 0.74 | -0.08 | 0.00 | 0.17 | 0.00 | 1.31 | 4.56 | |||
| CMIDX | 0.96 | 0.08 | 0.00 | -0.01 | 0.00 | 1.57 | 6.32 | |||
| ANORX | 0.97 | 0.01 | 0.00 | -0.07 | 0.00 | 1.56 | 7.09 | |||
| TQAAX | 0.96 | 0.05 | 0.00 | -0.03 | 0.00 | 1.62 | 6.60 |
Risk Metrics, Assumptions & Methodology
Beta exposure for CATALYST/PRINCETON estimates how much of the fund's return variability is driven by market-wide forces versus allocation-specific effects. A beta above one indicates amplified sensitivity to market swings, increasing both upside and downside exposure.
Data shown for Catalystprinceton Floating Rate 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:
Rifka Kats - Member of Macroaxis Editorial BoardCATALYST/PRINCETON Investment Opportunity
Dow Jones Industrial is about 5.0 times more volatile than Catalystprinceton Floating Rate based on recent return behavior. Investors usually compare this volatility gap with trend durability and valuation before deciding which name better fits the mandate.You can use Catalystprinceton Floating Rate to protect the portfolio against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a normal downward trend and little activity. Check odds of CATALYST/PRINCETON to be traded at $8.87 in 90 days.Moderate diversification
Across the chosen horizon, CATALYST/PRINCETON and Dow Jones show a correlation of 0.39 and fall into the Moderate diversification bucket. A 0.39 reading means CATALYST/PRINCETON and Dow Jones have partial price overlap, offering some diversification benefit.
CATALYST/PRINCETON Additional Risk Indicators
A broader risk-indicator set for Catalystprinceton Floating Rate can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.11 | |||
| Market Risk Adjusted Performance | -1.12 | |||
| Mean Deviation | 0.1115 | |||
| Coefficient Of Variation | -1,255 | |||
| Standard Deviation | 0.1673 | |||
| Variance | 0.028 | |||
| Information Ratio | 0.3186 |
CATALYST/PRINCETON Suggested Diversification Pairs
A pair strategy built around Catalystprinceton Floating Rate is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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 CATALYST/PRINCETON, market-wide risk remains. What pair trading can address is CATALYST/PRINCETON's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.