Touchstone Mid Cap Fund Volatility
| TCVIX Fund | USD 25.48 -0.49 -1.89% |
Recent trading patterns suggest Touchstone Mid Cap maintains a very low volatility profile. Measured over the selected window, Touchstone Mid Cap has a Sharpe Ratio (Efficiency) of 0.0855, showing reward per unit of risk over the last 3 months. 27 technical indicators currently contribute to the broader risk narrative.
Sharpe Ratio = 0.0855
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| Cash | TCVIX | Average Risk | High Risk | Huge Risk |
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For Touchstone Mid Cap, recent data highlights a Market Risk Adjusted Performance of 0.2%, a Risk of 0.88, and a Risk Adjusted Performance of 0.1%. Moving average data indicates TOUCHSTONE MID is positioned near 6% of its recent return envelope. Risk-adjusted contribution varies depending on portfolio structure.
Key indicators related to TOUCHSTONE MID's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for TOUCHSTONE MID draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of TOUCHSTONE MID's risk profile.
TOUCHSTONE |
TOUCHSTONE MID Volatility Strategy
Observed trading dispersion in Touchstone Mid Cap can affect long-term allocation structure. Current statistical measures show total volatility near 0.88% with a beta coefficient of 0.97, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0855, evaluates return per unit of total risk. An alpha value of 0.17 reflects performance relative to systematic market exposure. Expected return estimates near 0.0755% 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 TOUCHSTONE MID's market risk premium analysis include:
Beta 0.97 | Alpha 0.17 | Risk 0.88 | Sharpe Ratio 0.0855 | Expected Return 0.0755 |
Moving together with TOUCHSTONE Mutual Fund
| 0.97 | TVOYX | Touchstone Small Cap | PairCorr |
| 0.78 | TEGCX | Touchstone Sands Capital | PairCorr |
| 0.78 | TEQCX | TOUCHSTONE SUSTAINABILITY | PairCorr |
| 0.79 | TEQAX | TOUCHSTONE SUSTAINABILITY | PairCorr |
| 0.94 | TFCCX | Touchstone Large Cap | PairCorr |
| 0.93 | SSSGX | Sentinel Low Duration | PairCorr |
| 0.9 | FRACX | Touchstone Flexible | PairCorr |
| 0.93 | TFSLX | Touchstone Flexible | PairCorr |
| 0.89 | THIYX | High Yield Fund | PairCorr |
| 0.88 | THYCX | High Yield Fund | PairCorr |
| 0.91 | THYAX | High Yield Fund | PairCorr |
Moving against TOUCHSTONE Mutual Fund
TOUCHSTONE MID Sensitivity To Market
TOUCHSTONE MID'sTOUCHSTONE MID systematic risk exposure is reflected in a beta value of 0.97. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.88%.Over the current lookback period, Touchstone Mid Cap shows a very low volatility profile, using downside deviation (0.83%) as a primary reference. A fundโs downside behavior depends on what it holds and how correlated those holdings are in stressed markets.
3 Months Beta |Analyze Touchstone Mid Cap Demand TrendCheck current 90 days TOUCHSTONE MID correlation with market (Dow Jones Industrial)TOUCHSTONE MID Downside Risk
Standard deviation for TOUCHSTONE 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 | 0.88 |
For TOUCHSTONE MID 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 TOUCHSTONE MID's daily returns. For Touchstone Mid Cap, recent data highlights a Downside Deviation of 0.83, a Downside Variance of 0.70, and a Maximum Drawdown of 5.83.
Touchstone Mid Cap Mutual Fund Volatility Analysis
Volatility describes the degree to which TOUCHSTONE MID mutual fund price fluctuates in either direction. Highly volatile mutual funds like TOUCHSTONE MID 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. Touchstone Mid Cap 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.
TOUCHSTONE MID Projected Return Density Against Market
Assuming a 90-day horizon TOUCHSTONE MID has a beta of 0.9696 . This usually implies Touchstone Mid Cap market returns are sensitive to returns on the market. As the market goes up or down, TOUCHSTONE MID is expected to follow.Systematic risk links TOUCHSTONE MID 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. For Touchstone Mid Cap, recent data highlights a Downside Deviation of 0.83, a Mean Deviation of 0.69, and a Semi Deviation of 0.59.
Predicted Return Density |
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What Drives a TOUCHSTONE MID 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.TOUCHSTONE MID Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of TOUCHSTONE MID is 1170.13. The daily returns are distributed with a variance of 0.78 and standard deviation of 0.88. The mean deviation of Touchstone Mid Cap is currently at 0.66. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.17 | |
β | Beta against Dow Jones | 0.97 | |
σ | Overall volatility | 0.88 | |
Ir | Information ratio | 0.18 |
TOUCHSTONE MID Mutual Fund Return Volatility
TOUCHSTONE MID historical daily return volatility represents how much of TOUCHSTONE MID fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.884% 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
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 TOUCHSTONE Mutual Fund performing well and TOUCHSTONE MID 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 TOUCHSTONE MID'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BIAGX | 1.68 | -0.83 | 0.00 | -1.02 | 0.00 | 0.92 | 47.52 | |||
| BAGAX | 0.70 | -0.16 | 0.00 | -0.24 | 0.00 | 0.88 | 4.18 | |||
| MVIIX | 0.50 | 0.07 | 0.12 | 0.08 | 0.55 | 0.89 | 3.15 | |||
| MXYKX | 0.65 | -0.04 | 0.00 | -0.06 | 0.00 | 1.23 | 3.72 | |||
| GTSOX | 0.35 | 0.14 | 0.48 | 0.51 | 0.00 | 0.65 | 8.58 | |||
| CLSYX | 0.65 | 0.20 | 0.19 | 0.27 | 0.83 | 1.33 | 5.85 | |||
| CSVFX | 0.65 | 0.20 | 0.19 | 0.27 | 0.83 | 1.33 | 5.84 | |||
| STSGX | 0.98 | 0.02 | 0.01 | 0.00 | 1.16 | 1.58 | 6.52 | |||
| AIOIX | 0.87 | 0.15 | 0.11 | 0.14 | 1.24 | 1.93 | 7.13 | |||
| STMGX | 0.86 | -0.01 | 0.00 | -0.03 | 0.00 | 1.78 | 5.97 |
About TOUCHSTONE MID Volatility Analysis
Volatility for TOUCHSTONE MID 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 Touchstone Mid Cap 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.
TOUCHSTONE Mutual Fund is Curated By:
Michael Smolkin ยท Member of Macroaxis Board of DirectorsTOUCHSTONE MID Investment Opportunity
Measured over the selected horizon, Touchstone Mid Cap carries roughly 1.14 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 Touchstone Mid Cap 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 somewhat bearish sentiment, but the market may correct it shortly. Check odds of TOUCHSTONE MID to be traded at $24.72 in 90 days.Very weak diversification
Across the chosen horizon, TCVIX and DJI show a correlation of 0.54 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
TOUCHSTONE MID Additional Risk Indicators
Risk analysis around Touchstone Mid Cap 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 | 0.131 | |||
| Market Risk Adjusted Performance | 0.1646 | |||
| Mean Deviation | 0.6914 | |||
| Semi Deviation | 0.5927 | |||
| Downside Deviation | 0.834 | |||
| Coefficient Of Variation | 599.54 | |||
| Standard Deviation | 0.9588 |
TOUCHSTONE MID Suggested Diversification Pairs
Pair trading with TOUCHSTONE MID 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 TOUCHSTONE MID 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. TOUCHSTONE MID'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, TOUCHSTONE MID'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 Touchstone Mid Cap.