Conquer Risk Defensive Fund Volatility
| CRDBX Fund | USD 13.73 0.01 0.07% |
Conquer Risk Defensive currently reflects a low volatility profile across the selected horizon. The current Sharpe Ratio (Efficiency) for Conquer Risk Defensive is 0.0426, which points to risk-adjusted returns over the last 3 months. Current risk dynamics are supported by 28 technical indicators.
Sharpe Ratio = 0.0426
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Conquer Risk Defensive (CRDBX) recorded a Market Risk Adjusted Performance of 0.1%, a Risk of 1.33, and a Risk Adjusted Performance of 0.04%. Conquer Risk is currently trading at approximately 3% of its recent trend range according to monthly moving averages. In portfolio analysis, diversification may alter its risk-adjusted contribution.
Key indicators related to Conquer Risk's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for Conquer Risk measures the dispersion of its mutual fund returns around their average. Higher volatility implies greater uncertainty about Conquer Risk's future price, while lower volatility suggests more predictable price behavior.
Conquer |
Conquer Risk Volatility Strategy
Market variability in Conquer Risk Defensive affects how it contributes to portfolio dispersion. Observed price cycles may shift risk-adjusted exposure. Current statistical measures show total volatility near 1.33% with a beta coefficient of 0.64, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0426, evaluates return per unit of total risk. An alpha value of 0.0456 reflects performance relative to systematic market exposure. Expected return estimates near 0.0565% 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 Conquer Risk's market risk premium analysis include:
Beta 0.64 | Alpha 0.0456 | Risk 1.33 | Sharpe Ratio 0.0426 | Expected Return 0.0565 |
Conquer Risk Sensitivity To Market
Conquer Risk'sBeta analysis for Conquer Risk Defensive evaluates how its price movements correlate with the broader market. Beta is calculated as the slope of the regression between asset returns and benchmark returns. With a beta of 0.64, Conquer Risk reflects measurable exposure to systematic risk. Observed total volatility stands near 1.33%.Recent trading in Conquer Risk Defensive shows a measurable level of volatility. Downside deviation is near 1.21% and semi-deviation is near 0.93%, which emphasize downside-focused movement. A fund’s volatility level is shaped by diversification, sector concentration, and the mix of assets held.
3 Months Beta |Analyze Conquer Risk Defensive Demand TrendCheck current 90 days Conquer Risk correlation with market (Dow Jones Industrial)Conquer Risk Downside Risk
Standard deviation of Conquer quantifies daily price dispersion around the mean over your chosen time horizon. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 1.33 |
Understanding the asymmetry between upside and downside risk is critical for investors in Conquer Risk. Upside risk is captured by Conquer Risk's standard deviation, while downside risk is measured by semi-deviation or downside deviation of Conquer Risk's daily returns. Conquer Risk Defensive (CRDBX) recorded a Downside Deviation of 1.21, a Downside Variance of 1.46, and a Maximum Drawdown of 10.78.
Conquer Risk Defensive Mutual Fund Volatility Analysis
Volatility is a statistical measure of the dispersion of Conquer Risk mutual fund returns over a given period of time. It is generally measured from either the standard deviation or variance between returns from that same mutual fund. In most cases, the higher the volatility, the riskier the mutual fund.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Conquer Risk Defensive 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.
Conquer Risk Projected Return Density Against Market
Assuming the 90 days horizon Conquer Risk has a beta of 0.6358 suggesting as returns on the market go up, Conquer Risk average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Conquer Risk Defensive will be expected to be much smaller as well.Risk for Conquer Risk can be divided into market-wide and asset-specific components. While diversification may mitigate unsystematic factors, systematic risk tied to the mutual fund market cannot be eliminated. Historical beta and volatility measures provide context. Conquer Risk Defensive (CRDBX) recorded a Downside Deviation of 1.21, a Mean Deviation of 0.78, and a Semi Deviation of 0.93.
Predicted Return Density |
| Returns |
What Drives a Conquer Risk Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Conquer Risk Mutual Fund Risk Measures
Assuming the 90 days horizon the coefficient of variation of Conquer Risk is 2348.04. The daily returns are distributed with a variance of 1.76 and standard deviation of 1.33. The mean deviation of Conquer Risk Defensive is currently at 0.78. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | 0.05 | |
β | Beta against Dow Jones | 0.64 | |
σ | Overall volatility | 1.33 | |
Ir | Information ratio | 0.03 |
Conquer Risk Mutual Fund Return Volatility
Conquer Risk historical daily return volatility represents how much of Conquer Risk fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 1.3276% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7925% volatility on return distribution over the 90 days horizon. Performance |
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Related Correlations Analysis
| 0.87 | 0.75 | 0.79 | 0.83 | 0.95 | EPASX | ||
| 0.87 | 0.69 | 0.89 | 0.87 | 0.88 | DLENX | ||
| 0.75 | 0.69 | 0.64 | 0.72 | 0.8 | KMKCX | ||
| 0.79 | 0.89 | 0.64 | 0.89 | 0.86 | SMQFX | ||
| 0.83 | 0.87 | 0.72 | 0.89 | 0.92 | TRMIX | ||
| 0.95 | 0.88 | 0.8 | 0.86 | 0.92 | CDHIX | ||
Risk-Adjusted Indicators
There is a big difference between Conquer Mutual Fund performing well and Conquer Risk Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Conquer Risk'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| EPASX | 0.61 | 0.03 | 0.03 | -0.39 | 0.91 | 1.26 | 5.33 | |||
| DLENX | 0.07 | 0.00 | 0.00 | 0.76 | 0.00 | 0.11 | 0.33 | |||
| KMKCX | 1.37 | 0.42 | 0.30 | 0.46 | 1.05 | 3.43 | 7.03 | |||
| SMQFX | 1.31 | 0.63 | 0.52 | 0.80 | 0.45 | 1.60 | 38.21 | |||
| TRMIX | 0.78 | 0.22 | 0.25 | 0.20 | 0.70 | 2.11 | 7.06 | |||
| CDHIX | 0.68 | 0.11 | 0.09 | 0.14 | 1.01 | 1.46 | 6.12 |
Conquer Risk Price Volatility and Risk
Volatility for Conquer Risk reflects NAV dispersion and exposure stability across disclosure periods. Lower liquidity may increase execution variability. Conquer Risk is assessed in terms of its structural contribution to portfolio diversification and long-term stability.
Methodology
Unless otherwise specified, data for Conquer Risk Defensive is derived from fund disclosures (prospectus language, holdings reports, and periodic statements where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on instrument type. Conquer (USA Stocks:CRDBX) market data and reported NAV may reflect delayed updates. Data may be delayed depending on reporting sources and market conventions Volatility figures, standard deviation, and downside-risk estimates on this page are derived from historical return distributions.
Assumptions
Information for Conquer Risk Defensive is compiled from public fund disclosures, holdings reports, and market data feeds and official sources including U.S. Securities and Exchange Commission (SEC) via EDGAR. Reporting latency may occur in some cases. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Research Sources
Conquer Risk Defensive may have reference inputs that incorporate holdings disclosures, category classification, and NAV-derived statistics where available. Updates may occur throughout the day.
Conquer Risk Investment Opportunity
Measured over the selected horizon, Conquer Risk Defensive carries roughly 1.68 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Conquer Risk Defensive to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal upward fluctuation. Check odds of Conquer Risk to be traded at $14.42 in 90 days.Poor diversification
Across the chosen horizon, CRDBX and DJI show a correlation of 0.64 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Conquer Risk Additional Risk Indicators
Risk analysis around Conquer Risk Defensive becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0373 | |||
| Market Risk Adjusted Performance | 0.0832 | |||
| Mean Deviation | 0.7752 | |||
| Semi Deviation | 0.9338 | |||
| Downside Deviation | 1.21 | |||
| Coefficient Of Variation | 2348.04 | |||
| Standard Deviation | 1.33 |
Conquer Risk Suggested Diversification Pairs
Pair trading with Conquer Risk can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 Conquer Risk 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. Conquer Risk'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, Conquer Risk'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 Conquer Risk Defensive.
Additional Resources for Conquer Mutual Fund Analysis
Other Information on Investing in Conquer Mutual Fund
Conquer Risk financial ratios help frame valuation context across profits, cash flow, and enterprise value. They help compare Conquer across valuation measures in a consistent way.
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