The Short Term Fund Volatility
| CFSTX Fund | USD 16.45 -0.03 -0.18% |
The Short Term retains a minimal volatility profile during the current observation window. The Short Term continues to report a Sharpe Ratio (Efficiency) of 0.0701, showing that returns compensated for risk over the last 3 months. The latest risk read is supported by 26 technical indicators.
Sharpe Ratio = 0.0701
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| CFSTX |
The Short Term (CFSTX) recorded a Market Risk Adjusted Performance of 0.05%, a Risk of 0.10, and a Value At Risk of -0.12. Short Term is currently reflecting about 5% of its established moving-average range. Risk-adjusted metrics at the portfolio level depend on weighting and covariance.
Key indicators related to Short Term's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Short-term traders focus on Short Term's daily volatility and intraday price ranges, while long-term investors are more concerned with Short Term's annual return volatility and its impact on compound wealth accumulation over time.
Short |
Volatility Strategy
The Short Term price cycles can influence portfolio-level exposure concentration. Current statistical measures show total volatility near 0.1% with a beta coefficient of -0.0189, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0701, evaluates return per unit of total risk. An alpha value of -0.001559 reflects performance relative to systematic market exposure. Expected return estimates near 0.007% 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 Short Term's market risk premium analysis include:
Beta -0.02 | Alpha -0.0016 | Risk 0.1 | Sharpe Ratio 0.0701 | Expected Return 0.007 |
Moving together with Short Mutual Fund
| 0.93 | KTXIX | Kansas Tax | PairCorr |
| 0.95 | CFBNX | Bond Fund | PairCorr |
| 0.94 | CFMOX | Missouri Tax | PairCorr |
| 0.94 | CFNLX | National Tax | PairCorr |
| 0.89 | CFMVX | Commerce Midcap Value | PairCorr |
| 0.89 | CFVLX | Value Fund | PairCorr |
| 0.98 | VFIRX | Vanguard Short Term | PairCorr |
| 0.98 | VFISX | Vanguard Short Term | PairCorr |
| 0.98 | VSBIX | Vanguard Short Term | PairCorr |
| 0.99 | VSGBX | Vanguard Short Term | PairCorr |
| 0.99 | VSGDX | Vanguard Short Term | PairCorr |
| 0.99 | FUMBX | Fidelity Short Term | PairCorr |
| 0.95 | ECLDX | Eaton Vance Short | PairCorr |
| 0.97 | EALDX | Eaton Vance Short | PairCorr |
| 0.97 | EILDX | Eaton Vance Short | PairCorr |
| 0.97 | EASDX | Eaton Vance Short | PairCorr |
| 0.89 | NHS | Neuberger Berman High | PairCorr |
| 0.9 | SAAAX | Simt Multi Asset | PairCorr |
| 0.63 | JNSGX | Janus Global Allocation | PairCorr |
| 0.95 | WICOX | Westcore Orado Tax | PairCorr |
| 0.91 | TXRAX | JPMorgan Tax Aware | PairCorr |
| 0.72 | RLBCX | American Balanced | PairCorr |
| 0.96 | MKPYX | BlackRock Pennsylvania | PairCorr |
| 0.73 | PMFPX | Midcap Sampp 400 | PairCorr |
| 0.91 | HRLSX | Hartford Global | PairCorr |
| 0.96 | OPAYX | Oppenheimer Roc Penn | PairCorr |
| 0.86 | DCEMX | Dunham Emerging Markets | PairCorr |
| 0.98 | PANNX | PIMCO Gnma And | PairCorr |
Moving against Short Mutual Fund
Sensitivity To Market
With a beta of -0.0189, The Short Term shows measurable correlation with market returns. Beta is statistically defined as the regression slope between asset and benchmark returns. Current volatility is near 0.1%.The Short Term return variability over the selected time horizon is summarized by standard deviation (0.1%) and semi-deviation (0.0%). For Short Term, the volatility profile is a portfolio effect rather than a single-company effect.
3 Months Beta |Analyze Short Term Demand TrendCheck current 90 days Short Term correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Short measures the day-to-day variability of its price relative to the historical mean. A high standard deviation indicates a volatile instrument; a low one indicates stability.
Standard Deviation | 0.1 |
Upside risk in Short Term is represented by standard deviation, which includes all price movements. Downside risk is better captured by downside deviation or semi-deviation of Short Term's daily returns. The Short Term (CFSTX) recorded a Downside Deviation of 0.10, a Downside Variance of 0.01, and a Maximum Drawdown of 0.55.
Mutual Fund Volatility Analysis
Price volatility in Short Term measures the variation in Short Term's mutual fund price over time. High volatility means greater uncertainty about Short Term's short-term price direction. Low volatility means the mutual fund is more likely to trade within a narrow range.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Short Term 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 The Short Term has a beta of -0.0189 suggesting that as returns on the benchmark increase, returns on Short Term tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, The Short Term is likely to outperform the market.Systematic exposure aligns Short Term with overall mutual fund market volatility, while unsystematic drivers reflect company or sector-specific developments. The Short Term (CFSTX) recorded a Downside Deviation of 0.10, a Mean Deviation of 0.07, and a Standard Deviation of 0.10.
Predicted Return Density |
| Returns |
What Drives Short Term's Price Volatility?
Several factors can influence Short Term's market volatility:Industry Dynamics
Sector-level events can directly affect Short Term's price stability. Regulatory changes, supply disruptions, or shifts in demand within Short Term'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 Short Term.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Short Term's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Short Term. During periods of economic expansion, Short Term's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Short Term's Company-Specific Factors
Volatility can also stem from events unique to Short Term. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Short Term's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Short Term's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of Short Term is 1426.93. The daily returns are distributed with a variance of 0.01 and standard deviation of 0.1. The mean deviation of The Short Term is currently at 0.07. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0016 | |
β | Beta against Dow Jones | -0.0189 | |
σ | Overall volatility | 0.10 | |
Ir | Information ratio | 0.44 |
Mutual Fund Return Volatility
Daily return volatility for Short Term measures how far fund returns deviate from their average on a day-to-day basis. The fund shows 0.1004% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.7886% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.89 | 0.92 | 0.94 | 0.88 | 0.9 | 0.87 | DIHRX | ||
| 0.89 | 0.85 | 0.91 | 0.8 | 0.89 | 0.82 | NEAIX | ||
| 0.92 | 0.85 | 0.95 | 0.78 | 0.93 | 0.72 | BUFHX | ||
| 0.94 | 0.91 | 0.95 | 0.83 | 0.97 | 0.84 | PYHRX | ||
| 0.88 | 0.8 | 0.78 | 0.83 | 0.85 | 0.92 | HICMX | ||
| 0.9 | 0.89 | 0.93 | 0.97 | 0.85 | 0.84 | WAHSX | ||
| 0.87 | 0.82 | 0.72 | 0.84 | 0.92 | 0.84 | NHCCX | ||
Risk-Adjusted Indicators
Strong stock returns do not always mean Short Term Mutual Fund is outperforming its peers on a fundamental level. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Short Term's multiple risk-adjusted performance indicators across the competitive landscape. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DIHRX | 0.66 | 0.07 | 0.08 | 0.05 | 0.98 | 1.17 | 5.10 | |||
| NEAIX | 1.21 | 0.23 | 0.12 | 0.12 | 1.56 | 2.34 | 7.78 | |||
| BUFHX | 0.10 | 0.00 | 0.26 | 0.00 | 0.05 | 0.19 | 0.76 | |||
| PYHRX | 0.09 | 0.01 | 0.24 | 0.02 | 0.06 | 0.16 | 0.86 | |||
| HICMX | 0.13 | -0.01 | 0.09 | -0.16 | 0.20 | 0.36 | 1.40 | |||
| WAHSX | 0.12 | 0.00 | 0.21 | 0.01 | 0.08 | 0.28 | 1.14 | |||
| NHCCX | 0.14 | 0.00 | 0.15 | 0.02 | 0.18 | 0.43 | 1.39 |
Risk Metrics, Assumptions & Methodology
Volatility for Short Term reflects NAV dispersion and exposure stability across disclosure periods. Dispersion metrics refine allocation models across asset classes.
Unless otherwise specified, data for The Short Term is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardShort Term Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 7.9 times the return volatility of The Short Term. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use The Short Term to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is intended to separate routine noise from more speculative bursts in price action. a normal downward trend and little activity. Check odds of Short Term to be traded at $16.29 in 90 days.Modest diversification
For the present investment horizon, the measured correlation between CFSTX and DJI stands at 0.25, or Modest diversification. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
Short Term Additional Risk Indicators
Secondary risk indicators for The Short Term can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0043 | |||
| Market Risk Adjusted Performance | 0.0477 | |||
| Mean Deviation | 0.0738 | |||
| Downside Deviation | 0.1034 | |||
| Coefficient Of Variation | 1071.32 | |||
| Standard Deviation | 0.0995 | |||
| Variance | 0.0099 |
Short Term Suggested Diversification Pairs
A pair strategy built around The Short Term 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.
| Citigroup vs. Short Term | ||
| Dupont De vs. Short Term | ||
| Visa vs. Short Term | ||
| GM vs. Short Term | ||
| Microsoft vs. Short Term | ||
| SentinelOne vs. Short Term | ||
| Alphabet vs. Short Term | ||
| Salesforce vs. Short Term | ||
Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing Short Term with another position. However, Short Term's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with The Short Term.