Catalyst Enhanced Income Fund Volatility
| EIXIX Fund | USD 6.73 -0.06 -0.88% |
Recent trading patterns suggest Catalyst Enhanced Income maintains relatively low price volatility over the last 3 months. Catalyst Enhanced Income indicates a Sharpe ratio of -0.0366, showing negative reward per unit of risk over the last 3 months. The current setup includes 21 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.0366
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| Negative Returns | EIXIX |
Catalyst Enhanced Income posted a Market Risk Adjusted Performance of -6.8%, a Risk of 0.37, and a Risk Adjusted Performance of -0.1% for the reported period. Moving average data indicates CATALYST ENHANCED is not operating at maximum efficiency. A well-diversified portfolio allocation can reduce market risk and improve total performance.
Key indicators related to CATALYST ENHANCED's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for CATALYST ENHANCED draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of CATALYST ENHANCED's risk profile.
CATALYST |
Volatility Strategy
Observed trading dispersion in Catalyst Enhanced Income can affect long-term allocation structure. Current statistical measures show total volatility near 0.37% with a beta coefficient of 0.0063, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0366, evaluates return per unit of total risk. An alpha value of -0.042 reflects performance relative to systematic market exposure. Expected return estimates near -0.0136% 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 ENHANCED's market risk premium analysis include:
Beta 0.0063 | Alpha -0.04 | Risk 0.37 | Sharpe Ratio -0.04 | Expected Return -0.01 |
Moving against CATALYST Mutual Fund
| 0.76 | CFRAX | CATALYST/PRINCETON | PairCorr |
| 0.75 | CFRIX | CATALYST/PRINCETON | PairCorr |
| 0.75 | CFRFX | Catalyst/Cifc Floating | PairCorr |
| 0.45 | CLPCX | Catalyst Exceed Defined | PairCorr |
| 0.44 | CLPFX | Catalyst Exceed Defined | PairCorr |
Sensitivity To Market
CATALYST ENHANCED systematic risk exposure is reflected in a beta value of 0.0063. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.37%.Over the current lookback period, Catalyst Enhanced Income shows a minimal volatility profile, using downside deviation (0.0%) as a primary reference. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze Catalyst Enhanced Income Demand TrendCheck current 90 days CATALYST ENHANCED correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for CATALYST expresses the daily price volatility over a selected time horizon as a spread around the mean. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 0.37 |
For CATALYST ENHANCED investors, the distinction between upside and downside risk matters. Standard deviation measures total volatility including favorable moves, while downside deviation and semi-deviation isolate the loss risk in CATALYST ENHANCED's daily returns. Catalyst Enhanced Income posted a Maximum Drawdown of 1.76 for the reported period.
Mutual Fund Volatility Analysis
Volatility describes the degree to which CATALYST ENHANCED mutual fund price fluctuates in either direction. Highly volatile mutual funds like CATALYST ENHANCED can offer significant profit opportunities, but also come with heightened risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Catalyst Enhanced Income 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 ENHANCED has a beta of 0.0063 suggesting as returns on the market go up, CATALYST ENHANCED's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Catalyst Enhanced Income is expected to be smaller as well.Systematic risk links CATALYST ENHANCED to overall mutual fund market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. Catalyst Enhanced Income posted a Mean Deviation of 0.30 and a Standard Deviation of 0.39 for the reported period.
Predicted Return Density |
| Returns |
What Drives CATALYST ENHANCED's Price Volatility?
Several factors can influence CATALYST ENHANCED's market volatility:Industry Dynamics
Sector-level events can directly affect CATALYST ENHANCED's price stability. Regulatory changes, supply disruptions, or shifts in demand within CATALYST ENHANCED'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 CATALYST ENHANCED.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for CATALYST ENHANCED's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward CATALYST ENHANCED. During periods of economic expansion, CATALYST ENHANCED's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.CATALYST ENHANCED's Company-Specific Factors
Volatility can also stem from events unique to CATALYST ENHANCED. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in CATALYST ENHANCED's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on CATALYST ENHANCED's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of CATALYST ENHANCED is -2734.95. The daily returns are distributed with a variance of 0.14 and standard deviation of 0.37. The mean deviation of Catalyst Enhanced Income is currently at 0.29. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.042 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 0.37 | |
Ir | Information ratio | 0.14 |
Mutual Fund Return Volatility
CATALYST ENHANCED historical daily return volatility represents how much of CATALYST ENHANCED fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.3728% 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
Risk-Adjusted Indicators
There is a big difference between CATALYST Mutual Fund performing well and CATALYST ENHANCED Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare CATALYST ENHANCED's efficiency and downside exposure against peers in a more meaningful way. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BXDCX | 0.06 | -0.01 | 0.58 | 3.78 | 0.06 | 0.11 | 0.53 | |||
| GMDFX | 0.24 | 0.06 | 0.36 | 0.16 | 0.18 | 0.56 | 2.60 | |||
| QLMYIX | 0.10 | 0.00 | 0.44 | -0.05 | 0.11 | 0.16 | 0.80 | |||
| FZCCX | 0.09 | -0.01 | 0.29 | -0.27 | 0.15 | 0.20 | 0.79 | |||
| PATFX | 0.13 | 0.00 | 0.32 | -0.03 | 0.19 | 0.27 | 1.07 | |||
| DUTMX | 0.24 | 0.00 | 0.23 | -0.13 | 0.33 | 0.41 | 1.48 | |||
| MDMTX | 0.10 | 0.00 | 0.29 | -0.22 | 0.17 | 0.19 | 0.96 | |||
| VMLTX | 0.05 | 0.00 | 0.53 | -0.10 | 0.00 | 0.09 | 0.55 |
Risk Metrics, Assumptions & Methodology
Volatility for CATALYST ENHANCED reflects NAV dispersion and exposure stability across disclosure periods. Range expansion increases sensitivity to market stress conditions.
Inputs for Catalyst Enhanced Income come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsCATALYST ENHANCED Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than Catalyst Enhanced Income, by roughly a 2.22x factor. Investors usually compare this volatility gap with trend durability and valuation before deciding which name better fits the mandate.You can use Catalyst Enhanced Income to protect your portfolios against small market fluctuations. 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 moderate downward daily trend and can be a good diversifier. Check odds of CATALYST ENHANCED to be traded at $6.6 in 90 days.Good diversification
Across the chosen horizon, EIXIX and DJI show a correlation of -0.03 and fall into the Good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
CATALYST ENHANCED Additional Risk Indicators
Looking at additional risk metrics for Catalyst Enhanced Income frames how the position may behave under different market and portfolio conditions. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.08 | |||
| Market Risk Adjusted Performance | -6.76 | |||
| Mean Deviation | 0.299 | |||
| Coefficient Of Variation | -1,181 | |||
| Standard Deviation | 0.3857 | |||
| Variance | 0.1488 | |||
| Information Ratio | 0.1444 |
CATALYST ENHANCED Suggested Diversification Pairs
A pair strategy built around Catalyst Enhanced Income is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. 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 CATALYST ENHANCED 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. CATALYST ENHANCED'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, CATALYST ENHANCED'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 Catalyst Enhanced Income.