Evaluator Aggressive Rms Fund Volatility
| EVAGX Fund | USD 13.35 0.14 1.06% |
The present risk profile is informed by 27 technical indicators. Evaluator Aggressive Rms shows low price volatility over the last 3 months. Evaluator Aggressive Rms continues to report a Sharpe ratio of 0.12, reflecting risk-adjusted gains over the last 3 months.
Sharpe Ratio = 0.119
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| Small Returns | EVAGX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Evaluator Aggressive Rms's financial profile includes a Market Risk Adjusted Performance of 0.4%, a Risk of 2.99, and a Risk Adjusted Performance of 0.1%. EValuator Aggressive is currently trading at approximately 9% of its recent trend range according to monthly moving averages. Diversification may change its marginal risk-adjusted impact within a broader allocation.
Key indicators related to EValuator Aggressive's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for EValuator Aggressive measures the dispersion of its mutual fund returns around their average. High-volatility mutual funds offer greater return potential but require more active risk management.
EValuator |
Volatility Strategy
Volatility in Evaluator Aggressive Rms reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 2.99% with a beta coefficient of 0.89, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.12, evaluates return per unit of total risk. An alpha value of 0.4 reflects performance relative to systematic market exposure. Expected return estimates near 0.36% 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 EValuator Aggressive's market risk premium analysis include:
Beta 0.89 | Alpha 0.4 | Risk 2.99 | Sharpe Ratio 0.12 | Expected Return 0.36 |
Moving together with EValuator Mutual Fund
| 0.79 | EVFTX | Evaluator Tactically | PairCorr |
| 0.98 | EVFMX | Evaluator Moderate Rms | PairCorr |
| 1.0 | EVFGX | Evaluator Aggressive Rms | PairCorr |
| 1.0 | EVGRX | Evaluator Growth Rms | PairCorr |
| 1.0 | EVGLX | Evaluator Growth Rms | PairCorr |
| 0.97 | EVMLX | Evaluator Moderate Rms | PairCorr |
| 0.66 | CGRGX | American Funds Growth | PairCorr |
| 0.66 | FPGGX | American Funds Growth | PairCorr |
| 0.66 | FGPGX | American Funds Growth | PairCorr |
| 0.66 | CGQGX | American Funds Growth | PairCorr |
| 0.72 | PQTNX | PIMCO Trends Managed | PairCorr |
| 0.75 | CIGRX | Calamos International | PairCorr |
| 0.64 | DCAIX | Dunham Appreciation | PairCorr |
Sensitivity To Market
The beta coefficient of 0.89 for Evaluator Aggressive Rms measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 2.99%.Evaluator Aggressive Rms return patterns over the selected horizon reflect a low level of variability, based on dispersion and downside-focused statistics. Funds can appear less volatile than single stocks when holdings are diversified across many issuers.
| α | 0.40 | β | 0.89 | Check current 90 days EValuator Aggressive correlation with market (Dow Jones Industrial)
Downside Risk
Standard deviation of EValuator quantifies daily price dispersion around the mean over your chosen time horizon. A high standard deviation signals high volatility; a low one signals stability.
Standard Deviation | 2.99 |
Understanding the asymmetry between upside and downside risk is critical for investors in EValuator Aggressive. Standard deviation measures total price dispersion including upside, while downside deviation captures only loss risk in EValuator Aggressive's returns. Evaluator Aggressive Rms's financial profile includes a Downside Deviation of 1.07, a Downside Variance of 1.15, and a Maximum Drawdown of 24.33.
Mutual Fund Volatility Analysis
Volatility is a statistical measure of the dispersion of EValuator Aggressive mutual fund returns over a given period of time. Volatility measures how much EValuator Aggressive's mutual fund price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Evaluator Aggressive Rms 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 EValuator Aggressive has a beta of 0.8906 suggesting Evaluator Aggressive Rms market returns are sensitive to returns on the market. As the market goes up or down, EValuator Aggressive is expected to follow.EValuator Aggressive carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. Evaluator Aggressive Rms's financial profile includes a Downside Deviation of 1.07, a Mean Deviation of 1.07, and a Semi Deviation of 0.70.
Predicted Return Distribution |
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What Drives EValuator Aggressive's Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the E-Valuator funds sector can alter EValuator Aggressive's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for EValuator Aggressive.EValuator Aggressive's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in EValuator Aggressive's stock.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of EValuator Aggressive is 840.68. The daily returns are distributed with a variance of 8.93 and standard deviation of 2.99. The mean deviation of Evaluator Aggressive Rms is currently at 1.13. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | 0.40 | |
β | Beta against Dow Jones | 0.89 | |
σ | Overall volatility | 2.99 | |
Ir | Information ratio | 0.14 |
Mutual Fund Return Volatility
Volatility for EValuator Aggressive quantifies the day-to-day dispersion of fund returns around their historical average. The fund carries 2.988% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8534% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Headline performance for EValuator Mutual Fund may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. 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 | ||
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| GLARX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| HYFAX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FHBBX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RNOTX | 0.13 | -0.02 | 0.00 | -0.22 | 0.00 | 0.23 | 0.82 | |||
| FHIRX | 0.12 | -0.01 | 0.00 | -0.14 | 0.00 | 0.55 | 1.11 | |||
| NOTBX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VWAHX | 0.13 | -0.01 | 0.00 | -0.27 | 0.00 | 0.19 | 1.22 | |||
| DIHRX | 0.77 | 0.06 | 0.05 | -0.01 | 1.21 | 1.43 | 5.10 |
Risk Metrics, Assumptions & Methodology
Beta exposure for EValuator Aggressive 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.
Unless otherwise specified, data for Evaluator Aggressive Rms 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:
Rifka Kats - Member of Macroaxis Editorial BoardEValuator Aggressive Investment Opportunity
Measured over the selected horizon, Evaluator Aggressive Rms carries roughly 3.52 times the return volatility of Dow Jones Industrial. Across the current 90-day horizon, that places the security below 26% of the broader equity and portfolio universe on a pure volatility basis.You can use Evaluator Aggressive Rms to enhance the returns of the portfolio. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is intended to separate routine noise from more speculative bursts in price action. a large bullish trend. Check odds of EValuator Aggressive to be traded at $14.69 in 90 days.Moderate diversification
EValuator Aggressive currently posts a 0.32 correlation with Dow Jones, indicating a Moderate diversification relationship for the active sample. A 0.32 reading means EValuator Aggressive and Dow Jones have partial price overlap, offering some diversification benefit.
EValuator Aggressive Additional Risk Indicators
Looking at additional risk metrics for Evaluator Aggressive Rms frames how the position may behave under different market and portfolio conditions. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.1051 | |||
| Market Risk Adjusted Performance | 0.3801 | |||
| Mean Deviation | 1.07 | |||
| Semi Deviation | 0.696 | |||
| Downside Deviation | 1.07 | |||
| Coefficient Of Variation | 846.07 | |||
| Standard Deviation | 2.87 |
EValuator Aggressive Suggested Diversification Pairs
Pair trading with EValuator Aggressive can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. EValuator Aggressive's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing EValuator Aggressive's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.