Axs Thomson Reuters Fund Volatility
| LDVIX Fund | USD 24.27 0.03 0.12% |
Recent trading patterns suggest Axs Thomson Reuters maintains a minimal volatility profile. Axs Thomson Reuters posts a Sharpe Ratio (Efficiency) of -0.17, showing negative reward per unit of risk over the last 3 months. The latest risk read is supported by 22 technical indicators.
Sharpe Ratio = -0.1694
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| Negative Returns | LDVIX |
Axs Thomson Reuters (LDVIX) recorded a Market Risk Adjusted Performance of -0.3%, a Risk of 1.76, and a Risk Adjusted Performance of -0.1%. Moving average data indicates Axs Thomson is not operating at maximum efficiency. A well-diversified portfolio allocation can reduce market risk and improve total performance.
Key indicators related to Axs Thomson's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Axs Thomson draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of Axs Thomson's risk profile.
Axs |
Axs Thomson Volatility Strategy
Observed trading dispersion in Axs Thomson Reuters can affect long-term allocation structure. Current statistical measures show total volatility near 1.76% with a beta coefficient of 1.11, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.17, evaluates return per unit of total risk. An alpha value of -0.28 reflects performance relative to systematic market exposure. Expected return estimates near -0.3% 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 Axs Thomson's market risk premium analysis include:
Beta 1.11 | Alpha -0.28 | Risk 1.76 | Sharpe Ratio -0.17 | Expected Return -0.30 |
Moving together with Axs Mutual Fund
| 1.0 | LDVCX | Leland Thomson Reuters | PairCorr |
| 0.98 | LDVAX | Leland Thomson Reuters | PairCorr |
| 0.94 | VIGAX | Vanguard Growth Index | PairCorr |
| 0.68 | AGTHX | Growth Fund | PairCorr |
| 0.73 | GFAFX | Growth Fund | PairCorr |
| 0.75 | GFACX | Growth Fund | PairCorr |
| 0.73 | CGFFX | Growth Fund | PairCorr |
| 0.75 | CGFCX | Growth Fund | PairCorr |
| 0.68 | CGFAX | Growth Fund | PairCorr |
| 0.73 | CGFEX | Growth Fund | PairCorr |
Moving against Axs Mutual Fund
| 0.95 | GAAKX | Gmo Alternative | PairCorr |
| 0.95 | GAAGX | Gmo Alternative | PairCorr |
| 0.85 | PQTAX | PIMCO Trends Managed | PairCorr |
| 0.84 | PQTNX | PIMCO Trends Managed | PairCorr |
| 0.83 | GPMFX | Guidepath Managed Futures | PairCorr |
Axs Thomson Sensitivity To Market
Axs Thomson'sAxs Thomson systematic risk exposure is reflected in a beta value of 1.11. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 1.76%.Over the current lookback period, Axs Thomson Reuters shows a minimal volatility profile, using downside deviation (0.0%) as a primary reference. For Axs Thomson, the volatility profile is a portfolio effect rather than a single-company effect.
3 Months Beta |Analyze Axs Thomson Reuters Demand TrendCheck current 90 days Axs Thomson correlation with market (Dow Jones Industrial)Axs Thomson Downside Risk
Standard deviation for Axs 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 | 1.76 |
For Axs Thomson 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 Axs Thomson's daily returns. Axs Thomson Reuters (LDVIX) recorded a Maximum Drawdown of 8.51.
Axs Thomson Reuters Mutual Fund Volatility Analysis
Volatility describes the degree to which Axs Thomson mutual fund price fluctuates in either direction. Highly volatile mutual funds like Axs Thomson can offer significant profit opportunities, but also come with heightened risk.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Axs Thomson Reuters 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.
Axs Thomson Projected Return Density Against Market
Assuming a 90-day horizon the mutual fund has the beta coefficient of 1.1141 . This indicates Axs Thomson Reuters market returns are sensitive to returns on the market. As the market goes up or down, Axs Thomson is expected to follow.Systematic risk links Axs Thomson 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. Axs Thomson Reuters (LDVIX) recorded a Mean Deviation of 1.27 and a Standard Deviation of 1.69.
Predicted Return Density |
| Returns |
What Drives an Axs Thomson 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.Axs Thomson Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of Axs Thomson is -590.29. The daily returns are distributed with a variance of 3.1 and standard deviation of 1.76. The mean deviation of Axs Thomson Reuters is currently at 1.35. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.2796 | |
β | Beta against Dow Jones | 1.11 | |
σ | Overall volatility | 1.76 | |
Ir | Information ratio | -0.167 |
Axs Thomson Mutual Fund Return Volatility
Axs Thomson historical daily return volatility represents how much of Axs Thomson fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 1.7593% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.7735% volatility on return distribution over a 90-day horizon. Performance |
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Related Correlations Analysis
| 0.82 | 0.95 | 0.78 | 0.8 | 0.77 | 0.85 | LBWAX | ||
| 0.82 | 0.82 | 0.88 | 0.8 | 0.86 | 0.98 | PLFTX | ||
| 0.95 | 0.82 | 0.72 | 0.68 | 0.77 | 0.82 | PRSVX | ||
| 0.78 | 0.88 | 0.72 | 0.89 | 0.93 | 0.92 | FARIX | ||
| 0.8 | 0.8 | 0.68 | 0.89 | 0.76 | 0.84 | DLTZX | ||
| 0.77 | 0.86 | 0.77 | 0.93 | 0.76 | 0.91 | QDARX | ||
| 0.85 | 0.98 | 0.82 | 0.92 | 0.84 | 0.91 | HNIDX | ||
Risk-Adjusted Indicators
There is a big difference between Axs Mutual Fund performing well and Axs Thomson 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 Axs Thomson'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LBWAX | 0.75 | 0.24 | 0.38 | -1.18 | 0.29 | 1.28 | 15.09 | |||
| PLFTX | 0.31 | 0.05 | 0.13 | 0.10 | 0.30 | 0.60 | 3.34 | |||
| PRSVX | 1.13 | 0.43 | 0.42 | 0.30 | 0.55 | 2.21 | 15.56 | |||
| FARIX | 0.52 | 0.18 | 0.30 | 0.93 | 0.30 | 0.88 | 3.57 | |||
| DLTZX | 0.05 | 0.00 | 0.15 | 0.07 | 0.00 | 0.13 | 0.51 | |||
| QDARX | 0.07 | 0.01 | 0.20 | -0.68 | 0.00 | 0.16 | 0.47 | |||
| HNIDX | 0.75 | 0.18 | 0.16 | 0.20 | 0.88 | 1.46 | 8.99 |
About Axs Thomson Volatility Analysis
Volatility for Axs Thomson reflects NAV dispersion and exposure stability across disclosure periods. Range expansion increases sensitivity to market stress conditions. 
Michael Smolkin ยท Member of Macroaxis Board of Directors
Unless otherwise specified, financial data for Axs Thomson Reuters is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
Axs Mutual Fund is Curated By:
Michael Smolkin ยท Member of Macroaxis Board of DirectorsAxs Thomson Investment Opportunity
Measured over the selected horizon, Axs Thomson Reuters carries roughly 2.29 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 Axs Thomson Reuters to enhance the returns of your portfolios. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of Axs Thomson to be traded at $25.48 in 90 days.Very good diversification
Across the chosen horizon, LDVIX and DJI show a correlation of -0.38 and fall into the Very good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Axs Thomson Additional Risk Indicators
Risk analysis around Axs Thomson Reuters 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 | -0.13 | |||
| Market Risk Adjusted Performance | -0.26 | |||
| Mean Deviation | 1.27 | |||
| Coefficient Of Variation | -576.58 | |||
| Standard Deviation | 1.69 | |||
| Variance | 2.85 | |||
| Information Ratio | -0.17 |
Axs Thomson Suggested Diversification Pairs
Pair trading with Axs Thomson 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 Axs Thomson 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. Axs Thomson'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, Axs Thomson'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 Axs Thomson Reuters.