First Foundation Fixed Fund Volatility
| FFBYX Fund | USD 11.27 0.04 0.36% |
First Foundation Fixed continues to exhibit relatively low price volatility over the last 3 months. First Foundation Fixed indicates a Sharpe ratio of -0.0254, indicating negative risk-adjusted returns over the last 3 months. The current setup includes 21 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.0254
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| Negative Returns | FFBYX |
For First Foundation Fixed, recent data highlights a Market Risk Adjusted Performance of -0.2%, a Risk of 0.22, and a Risk Adjusted Performance of -0.04%. Based on monthly moving average, First Foundation is not performing at its full potential. A well-diversified portfolio allocation may improve risk-adjusted returns for First Foundation.
Key indicators related to First Foundation's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
First Foundation Mutual Fund volatility depicts how high the prices fluctuate around the mean price. Higher volatility implies greater uncertainty about First Foundation's future price, while lower volatility suggests more predictable behavior.
First |
Volatility Strategy
First Foundation Fixed price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 0.22% with a beta coefficient of 0.0639, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0254, evaluates return per unit of total risk. An alpha value of -0.009459 reflects performance relative to systematic market exposure. Expected return estimates near -0.0057% 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 First Foundation's market risk premium analysis include:
Beta 0.0639 | Alpha -0.01 | Risk 0.22 | Sharpe Ratio -0.03 | Expected Return -0.01 |
Moving together with First Mutual Fund
| 0.97 | DODIX | Dodge Income | PairCorr |
| 0.97 | DOXIX | Dodge Cox Income | PairCorr |
| 0.97 | FIWGX | Strategic Advisers | PairCorr |
| 0.98 | MWTNX | Metropolitan West Total | PairCorr |
| 0.98 | MWTSX | Metropolitan West Total | PairCorr |
| 0.98 | PTTPX | PIMCO Total Return | PairCorr |
| 0.97 | PTRRX | Total Return | PairCorr |
| 0.98 | PTRAX | Total Return | PairCorr |
| 0.98 | PTTRX | Total Return | PairCorr |
| 0.93 | PDBAX | Prudential Total Return | PairCorr |
| 0.86 | NHS | Neuberger Berman High | PairCorr |
| 0.83 | DFUVX | Us Large Cap | PairCorr |
| 0.89 | FCLAX | Fidelity Advisor | PairCorr |
| 0.78 | REMAX | Emerging Markets | PairCorr |
| 0.61 | GCEPX | Goldman Sachs Clean | PairCorr |
| 0.75 | AEMMX | Emerging Markets | PairCorr |
| 0.72 | JFAMX | JPMorgan Emerging Markets | PairCorr |
| 0.74 | AIFRX | Alpine Global | PairCorr |
| 0.7 | JAKRX | Jhancock Disciplined | PairCorr |
| 0.61 | AMTOX | Ab All Market | PairCorr |
| 0.61 | GCEEX | Goldman Sachs Clean | PairCorr |
| 0.9 | JSDUX | JPMorgan Short Duration | PairCorr |
| 0.68 | PQTNX | PIMCO Trends Managed | PairCorr |
| 0.74 | CCCFX | Campbell Core Carry | PairCorr |
Sensitivity To Market
First Foundation beta coefficient measures the volatility of First mutual fund relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing First returns against market returns. A beta of 0.0639 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.22%.First Foundation Fixed has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 0.22%, which summarize how widely returns have moved. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze First Foundation Fixed Demand TrendCheck current 90 days First Foundation correlation with market (Dow Jones Industrial)Downside Risk
First standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 0.22 |
It is essential to understand the difference between upside risk and downside risk for First Foundation. Standard deviation measures total volatility including favorable moves, while downside deviation isolates the loss risk in First Foundation's daily returns. For First Foundation Fixed, recent data highlights a Maximum Drawdown of 1.23.
Mutual Fund Volatility Analysis
Volatility refers to the frequency at which First Foundation fund price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same mutual fund.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. First Foundation Fixed 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 First Foundation has a beta of 0.0639 . This usually indicates as returns on the market go up, First Foundation's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding First Foundation Fixed is expected to be smaller as well.First Foundation is exposed to both systematic and unsystematic risk. Systematic risk reflects broader mutual fund market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. For First Foundation Fixed, recent data highlights a Mean Deviation of 0.16 and a Standard Deviation of 0.22.
Predicted Return Distribution |
| Density |
What Drives First Foundation's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the First Foundation Advisors sector can move First Foundation's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for First Foundation.First Foundation's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in First Foundation's shares.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of First Foundation is -3931.47. The daily returns are distributed with a variance of 0.05 and standard deviation of 0.22. The mean deviation of First Foundation Fixed is currently at 0.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0095 | |
β | Beta against Dow Jones | 0.06 | |
σ | Overall volatility | 0.22 | |
Ir | Information ratio | 0.25 |
Mutual Fund Return Volatility
First Foundation historical daily return volatility represents how much of First Foundation fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.2225% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8483% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| 0.88 | 0.77 | 0.84 | 0.93 | 0.81 | 0.88 | PHIKX | ||
| 0.88 | 0.87 | 0.96 | 0.93 | 0.83 | 0.97 | PRCCX | ||
| 0.77 | 0.87 | 0.86 | 0.84 | 0.8 | 0.88 | ANZCX | ||
| 0.84 | 0.96 | 0.86 | 0.88 | 0.76 | 0.91 | CXGCX | ||
| 0.93 | 0.93 | 0.84 | 0.88 | 0.86 | 0.97 | CCD | ||
| 0.81 | 0.83 | 0.8 | 0.76 | 0.86 | 0.89 | GCV | ||
| 0.88 | 0.97 | 0.88 | 0.91 | 0.97 | 0.89 | HRCSX | ||
Risk-Adjusted Indicators
Strong recent returns in First Mutual Fund do not always mean First Foundation Mutual Fund is outperforming peers on business quality. Risk-adjusted metrics help compare First Foundation's efficiency and downside exposure against peers on a like-for-like basis. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PHIKX | 0.82 | 0.02 | 0.09 | -0.15 | 1.09 | 1.68 | 5.12 | |||
| PRCCX | 0.81 | 0.12 | 0.12 | 0.08 | 0.96 | 1.56 | 5.17 | |||
| ANZCX | 0.91 | 0.27 | 0.29 | 0.31 | 0.72 | 1.65 | 13.35 | |||
| CXGCX | 0.53 | 0.07 | 0.14 | 0.06 | 0.62 | 1.14 | 3.69 | |||
| CCD | 0.78 | 0.13 | 0.13 | 0.10 | 1.04 | 2.13 | 6.72 | |||
| GCV | 0.82 | 0.21 | 0.22 | 0.23 | 0.83 | 2.04 | 5.79 | |||
| HRCSX | 0.81 | 0.13 | 0.14 | 0.09 | 0.95 | 1.68 | 5.50 |
Risk Metrics, Assumptions & Methodology
Volatility for First Foundation reflects NAV dispersion and exposure stability across disclosure periods. Higher dispersion implies wider price swings across observed periods.
Unless otherwise specified, data for First Foundation Fixed 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:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardFirst Foundation Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 3.86 times the return volatility of First Foundation Fixed. Used properly, this comparison helps frame whether the extra volatility in the peer is being compensated by stronger return potential.You can use First Foundation Fixed to enhance the returns of the portfolio. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of First Foundation to be traded at $11.83 in 90 days.Weak diversification
First Foundation currently posts a 0.45 correlation with Dow Jones, indicating a Weak diversification relationship for the active sample. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding First Foundation alone.
First Foundation Additional Risk Indicators
Looking at additional risk metrics for First Foundation Fixed 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 | -0.04 | |||
| Market Risk Adjusted Performance | -0.21 | |||
| Mean Deviation | 0.1566 | |||
| Coefficient Of Variation | -5,677 | |||
| Standard Deviation | 0.2156 | |||
| Variance | 0.0465 | |||
| Information Ratio | 0.2509 |
First Foundation Suggested Diversification Pairs
Pair trading with First Foundation 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 First Foundation 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. First Foundation'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, First Foundation'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 First Foundation Fixed.