Pro Blend Maximum Term Fund Volatility
| MNHIX Fund | USD 24.85 0.10 0.40% |
Recent trading patterns suggest Pro Blend Maximum Term maintains a minimal volatility profile. Pro Blend Maximum Term currently reflects a Sharpe Ratio (Efficiency) of -0.0207, showing negative reward per unit of risk over the last 3 months. Our analysis points to 22 technical indicators driving current risk behavior.
Sharpe Ratio = -0.0207
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MNHIX |
Pro Blend Maximum Term (MNHIX) recorded a Market Risk Adjusted Performance of -0.02%, a Risk of 0.75, and a Risk Adjusted Performance of -0.02%. Moving average data indicates Pro-blend(r) Maximum is not operating at maximum efficiency. A well-diversified portfolio allocation can reduce market risk and improve total performance.
Key indicators related to Pro-blend(r) Maximum's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Pro-blend(r) Maximum draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of Pro-blend(r) Maximum's risk profile.
Pro-blend(r) |
Pro-blend(r) Maximum Volatility Strategy
Observed trading dispersion in Pro Blend Maximum Term can affect long-term allocation structure. Current statistical measures show total volatility near 0.75% with a beta coefficient of 0.76, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0207, evaluates return per unit of total risk. An alpha value of -0.0254 reflects performance relative to systematic market exposure. Expected return estimates near -0.0156% 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 Pro-blend(r) Maximum's market risk premium analysis include:
Beta 0.76 | Alpha -0.03 | Risk 0.75 | Sharpe Ratio -0.02 | Expected Return -0.02 |
Moving together with Pro-blend(r) Mutual Fund
| 0.66 | MNBAX | Pro-blend(r) Extended | PairCorr |
| 0.66 | MNBIX | Pro-blend(r) Extended | PairCorr |
| 0.76 | MNCRX | Pro-blend(r) Conservative | PairCorr |
| 0.71 | MNCWX | Manning Napier Pro | PairCorr |
| 0.67 | MNBRX | Pro-blend(r) Extended | PairCorr |
| 0.66 | MNBWX | Manning Napier Pro | PairCorr |
| 0.79 | MNCCX | Pro-blend(r) Conservative | PairCorr |
| 0.73 | MNCIX | Pro-blend(r) Conservative | PairCorr |
| 0.72 | MNHRX | Pro-blend(r) Maximum | PairCorr |
| 0.72 | MNHWX | Manning Napier Pro | PairCorr |
| 0.73 | MNMRX | Pro Blend Moderate | PairCorr |
| 0.72 | MNMWX | Manning Napier Pro | PairCorr |
| 0.82 | MNOSX | Manning Napier Overseas | PairCorr |
Pro-blend(r) Maximum Sensitivity To Market
Pro-blend(r) Maximum'sPro-blend(r) Maximum systematic risk exposure is reflected in a beta value of 0.76. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.75%.Over the current lookback period, Pro Blend Maximum Term shows a minimal volatility profile, using downside deviation (0.0%) as a primary reference. Fund volatility is generally driven by asset allocation, not individual headline events.
| α | -0.0254 | β | 0.76 | Check current 90 days Pro-blend(r) Maximum correlation with market (Dow Jones Industrial)
Pro-blend(r) Maximum Downside Risk
Standard deviation for Pro-blend(r) 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 | 0.75 |
For Pro-blend(r) Maximum 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 Pro-blend(r) Maximum's daily returns. Pro Blend Maximum Term (MNHIX) recorded a Maximum Drawdown of 3.01.
Pro-blend(r) Maximum Mutual Fund Volatility Analysis
Volatility describes the degree to which Pro-blend(r) Maximum mutual fund price fluctuates in either direction. Highly volatile mutual funds like Pro-blend(r) Maximum 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. Pro-blend(r) Maximum 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.
Pro-blend(r) Maximum Projected Return Density Against Market
Assuming the 90 days horizon Pro-blend(r) Maximum has a beta of 0.7558 . This indicates as returns on the market go up, Pro-blend(r) Maximum average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Pro Blend Maximum Term will be expected to be much smaller as well.Systematic risk links Pro-blend(r) Maximum 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. Pro Blend Maximum Term (MNHIX) recorded a Mean Deviation of 0.59 and a Standard Deviation of 0.73.
Predicted Return Density |
| Returns |
What Drives a Pro-blend(r) Maximum 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.Pro-blend(r) Maximum Mutual Fund Risk Measures
Assuming the 90 days horizon the coefficient of variation of Pro-blend(r) Maximum is -4823.67. The daily returns are distributed with a variance of 0.57 and standard deviation of 0.75. The mean deviation of Pro Blend Maximum Term is currently at 0.61. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | -0.0254 | |
β | Beta against Dow Jones | 0.76 | |
σ | Overall volatility | 0.75 | |
Ir | Information ratio | -0.0347 |
Pro-blend(r) Maximum Mutual Fund Return Volatility
Pro-blend(r) Maximum historical daily return volatility represents how much of Pro-blend(r) Maximum fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.7544% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7974% volatility on return distribution over the 90 days 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
There is a big difference between Pro-blend(r) Mutual Fund performing well and Pro-blend(r) Maximum 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 Pro-blend(r) Maximum'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MNBAX | 0.56 | 0.12 | 0.23 | 0.34 | 0.31 | 0.84 | 10.15 | |||
| SPWYX | 0.97 | 0.01 | 0.01 | 0.01 | 1.17 | 1.61 | 6.50 | |||
| HLEMX | 0.50 | 0.02 | 0.02 | 0.48 | 0.70 | 0.97 | 3.38 | |||
| PRCNX | 0.72 | 0.23 | 0.21 | 0.52 | 0.75 | 1.17 | 14.16 | |||
| FLDGX | 0.65 | 0.12 | 0.16 | 0.12 | 0.60 | 1.03 | 8.84 | |||
| BACPX | 0.19 | 0.02 | 0.05 | 0.07 | 0.21 | 0.44 | 1.38 | |||
| FLDFX | 0.45 | 0.05 | 0.09 | 0.07 | 0.47 | 0.84 | 4.03 | |||
| HULEX | 0.56 | 0.05 | 0.06 | 0.06 | 0.68 | 1.01 | 4.32 | |||
| OMAH | 0.42 | -0.02 | 0.00 | -0.04 | 0.00 | 0.82 | 2.51 | |||
| NMIAX | 0.74 | 0.14 | 0.17 | 0.13 | 0.61 | 1.03 | 13.61 |
Pro-blend(r) Maximum Price Volatility and Risk
Volatility for Pro-blend(r) Maximum reflects NAV dispersion and exposure stability across disclosure periods. Range expansion increases sensitivity to market stress conditions. The evaluation considers diversification impact when Pro-blend(r) Maximum is incorporated into a multi-asset framework.
Methodology
Unless otherwise specified, data for Pro Blend Maximum Term 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. Pro-blend(r) (USA Stocks:MNHIX) 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 presented is compiled from public fund disclosures, holdings reports, and market data feeds and official institutions such as U.S. Securities and Exchange Commission (SEC) via EDGAR. Updates can be delayed depending on reporting conventions. 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
Pro Blend Maximum Term may have reference inputs that incorporate holdings disclosures, category classification, and NAV-derived statistics where available. Updates may occur throughout the day.
Pro-blend(r) Maximum Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 1.07 times the return volatility of Pro Blend Maximum Term. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use Pro Blend Maximum Term 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 Pro-blend(r) Maximum to be traded at $26.09 in 90 days.Poor diversification
Across the chosen horizon, MNHIX and DJI show a correlation of 0.61 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Pro-blend(r) Maximum Additional Risk Indicators
Risk analysis around Pro Blend Maximum Term 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 | -0.02 | |||
| Market Risk Adjusted Performance | -0.02 | |||
| Mean Deviation | 0.5918 | |||
| Coefficient Of Variation | -4,677 | |||
| Standard Deviation | 0.7306 | |||
| Variance | 0.5338 | |||
| Information Ratio | -0.03 |
Pro-blend(r) Maximum Suggested Diversification Pairs
Pair trading with Pro-blend(r) Maximum 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 Pro-blend(r) Maximum 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. Pro-blend(r) Maximum'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, Pro-blend(r) Maximum'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 Pro Blend Maximum Term.
Additional Resources for Pro-blend(r) Mutual Fund Analysis
Other Information on Investing in Pro-blend(r) Mutual Fund
Financial ratios for Pro-blend(r) Maximum help frame valuation context across profits, cash flow, and enterprise value. They help compare Pro-blend(r) to other measures in a consistent way.
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