Timothy Small Cap Value Fund Volatility
| TPVIX Fund | USD 18.88 0.02 0.11% |
Recent trading patterns suggest Timothy Small Cap Value maintains a very low volatility profile. It exhibits a Sharpe Ratio (Efficiency) of -0.0047, showing negative reward per unit of risk over the last 3 months. Current volatility conditions are reflected in 27 technical indicators.
Sharpe Ratio = -0.0047
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TPVIX |
Timothy Small Cap Value posted a Market Risk Adjusted Performance of 0.03%, a Risk of 0.99, and a Risk Adjusted Performance of 0.03% for the reported period. Moving average data indicates TIMOTHY SMALL-CAP is not operating at maximum efficiency. A well-diversified portfolio allocation can reduce market risk and improve total performance.
Key indicators related to TIMOTHY SMALL-CAP's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for TIMOTHY SMALL-CAP draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of TIMOTHY SMALL-CAP's risk profile.
TIMOTHY |
Volatility Strategy
Observed trading dispersion in Timothy Small Cap Value can affect long-term allocation structure. Current statistical measures show total volatility near 0.99% with a beta coefficient of 1.06, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0047, evaluates return per unit of total risk. An alpha value of 0.0668 reflects performance relative to systematic market exposure. Expected return estimates near -0.0046% 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 TIMOTHY SMALL-CAP's market risk premium analysis include:
Beta 1.06 | Alpha 0.0668 | Risk 0.99 | Sharpe Ratio -0.0047 | Expected Return -0.0046 |
Moving together with TIMOTHY Mutual Fund
| 0.74 | TFIAX | Timothy Fixed Income | PairCorr |
| 0.84 | TGCIX | Timothy Plan Growth | PairCorr |
| 0.84 | TGIAX | Timothy Plan Growth | PairCorr |
| 0.84 | TIAGX | Timothy Aggressive Growth | PairCorr |
| 0.75 | TICIX | Timothy Israel Mon | PairCorr |
| 0.93 | TIICX | Timothy Plan Conservative | PairCorr |
| 0.84 | TIGIX | Timothy Plan Growth | PairCorr |
| 0.94 | TISGX | Timothy Plan Strategic | PairCorr |
| 0.61 | TLGAX | Timothy Plan Large | PairCorr |
| 0.95 | TLVCX | Timothy Largemid Cap | PairCorr |
| 0.95 | TLVAX | TIMOTHY LARGE/MID-CAP | PairCorr |
| 0.94 | TMVIX | TIMOTHY LARGE/MID-CAP | PairCorr |
| 0.75 | TPAIX | Timothy Israel Mon | PairCorr |
| 0.75 | TPDIX | Timothy Plan Defensive | PairCorr |
| 0.76 | TPCIX | Timothy Israel Mon | PairCorr |
| 0.75 | TPDAX | Timothy Plan Defensive | PairCorr |
| 0.75 | TPFIX | Timothy Fixed Income | PairCorr |
| 0.9 | TPICX | Timothy Plan | PairCorr |
| 0.9 | TPIAX | Timothy Plan | PairCorr |
| 0.91 | TPIIX | Timothy Plan | PairCorr |
| 0.89 | TPHAX | Timothy Plan High | PairCorr |
| 0.61 | TPLIX | TIMOTHY LARGE/MIP-CAP | PairCorr |
| 1.0 | TPLNX | Timothy Small Cap | PairCorr |
| 0.84 | TAAGX | Timothy Aggressive Growth | PairCorr |
| 0.94 | TSGCX | Timothy Strategic Growth | PairCorr |
| 0.94 | TSGAX | Timothy Strategic Growth | PairCorr |
| 1.0 | TSVCX | Timothy Plan Small | PairCorr |
| 0.84 | TCAGX | Timothy Aggressive Growth | PairCorr |
Sensitivity To Market
TIMOTHY SMALL-CAP'sTIMOTHY SMALL-CAP systematic risk exposure is reflected in a beta value of 1.06. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.99%.Over the current lookback period, Timothy Small Cap Value shows a very low volatility profile, using downside deviation (0.97%) as a primary reference. Fund volatility can shift after rebalancing or changes in the underlying allocation bands.
3 Months Beta |Analyze Timothy Small Cap Demand TrendCheck current 90 days TIMOTHY SMALL-CAP correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for TIMOTHY 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 | 0.99 |
For TIMOTHY SMALL-CAP 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 TIMOTHY SMALL-CAP's daily returns. Timothy Small Cap Value posted a Downside Deviation of 0.97, a Downside Variance of 0.94, and a Maximum Drawdown of 4.81 for the reported period.
Mutual Fund Volatility Analysis
Volatility describes the degree to which TIMOTHY SMALL-CAP mutual fund price fluctuates in either direction. Highly volatile mutual funds like TIMOTHY SMALL-CAP 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. Timothy Small 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.
TIMOTHY SMALL-CAP Projected Return Density Against Market
Assuming a 90-day horizon the mutual fund has the beta coefficient of 1.0599 . This usually implies Timothy Small Cap Value market returns are sensitive to returns on the market. As the market goes up or down, TIMOTHY SMALL-CAP is expected to follow.Systematic risk links TIMOTHY SMALL-CAP 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. Timothy Small Cap Value posted a Downside Deviation of 0.97, a Mean Deviation of 0.73, and a Semi Deviation of 0.89 for the reported period.
Predicted Return Density |
| Returns |
What Drives a TIMOTHY SMALL-CAP 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.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of TIMOTHY SMALL-CAP is -21499.97. The daily returns are distributed with a variance of 0.97 and standard deviation of 0.99. The mean deviation of Timothy Small Cap Value is currently at 0.7. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.07 | |
β | Beta against Dow Jones | 1.06 | |
σ | Overall volatility | 0.99 | |
Ir | Information ratio | 0.06 |
Mutual Fund Return Volatility
TIMOTHY SMALL-CAP historical daily return volatility represents how much of TIMOTHY SMALL-CAP fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.9869% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.7855% volatility on return distribution over a 90-day 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 TIMOTHY Mutual Fund performing well and TIMOTHY SMALL-CAP 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 TIMOTHY SMALL-CAP'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| WAMFX | 0.66 | 0.10 | 0.15 | 0.11 | 0.60 | 1.35 | 8.33 | |||
| EPVIX | 0.93 | 0.22 | 0.14 | 0.31 | 1.32 | 1.95 | 11.25 | |||
| NWKEX | 1.49 | 0.48 | 0.38 | 0.31 | 0.75 | 2.31 | 36.28 | |||
| ACTIX | 0.13 | -0.02 | 0.00 | -0.26 | 0.00 | 0.31 | 0.84 | |||
| NWGPX | 1.60 | 0.55 | 0.43 | 0.36 | 0.70 | 2.32 | 41.25 | |||
| TGUNX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| DSMLX | 2.10 | -0.90 | 0.00 | -0.35 | 0.00 | 1.64 | 62.01 | |||
| TASCX | 0.72 | 0.12 | 0.17 | 0.11 | 0.65 | 1.89 | 3.97 | |||
| NCBVX | 0.64 | 0.08 | 0.09 | 0.04 | 0.77 | 1.37 | 4.15 | |||
| HOOSX | 1.04 | 0.28 | 0.21 | 0.13 | 0.92 | 1.95 | 19.04 |
Risk Metrics, Assumptions & Methodology
Volatility for TIMOTHY SMALL-CAP reflects NAV dispersion and exposure stability across disclosure periods. Range expansion increases sensitivity to market stress conditions.
Inputs for Timothy Small Cap Value come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsTIMOTHY SMALL-CAP Investment Opportunity
Measured over the selected horizon, Timothy Small Cap Value carries roughly 1.25 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 Timothy Small Cap Value 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 TIMOTHY SMALL-CAP to be traded at $19.82 in 90 days.Poor diversification
Across the chosen horizon, TPVIX and DJI show a correlation of 0.73 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
TIMOTHY SMALL-CAP Additional Risk Indicators
Risk analysis around Timothy Small Cap Value 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 | 0.0252 | |||
| Market Risk Adjusted Performance | 0.0282 | |||
| Mean Deviation | 0.7287 | |||
| Semi Deviation | 0.8947 | |||
| Downside Deviation | 0.9684 | |||
| Coefficient Of Variation | 3440.07 | |||
| Standard Deviation | 1.01 |
TIMOTHY SMALL-CAP Suggested Diversification Pairs
Pair trading with TIMOTHY SMALL-CAP 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 TIMOTHY SMALL-CAP 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. TIMOTHY SMALL-CAP'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, TIMOTHY SMALL-CAP'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 Timothy Small Cap Value.