Catalystmillburn Dynamic Commodity Fund Manager Performance Evaluation
| DCXAX Fund | USD 8.83 0.03 0.34% |
The fund shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Catalystmillburn's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalystmillburn is expected to be smaller as well.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Catalystmillburn Dynamic Commodity has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...moreCatalystmillburn |
Catalystmillburn Relative Risk vs. Return Landscape
If you would invest 971.00 in Catalystmillburn Dynamic Commodity on September 29, 2024 and sell it today you would lose (88.00) from holding Catalystmillburn Dynamic Commodity or give up 9.06% of portfolio value over 90 days. Catalystmillburn Dynamic Commodity is currently producing negative expected returns and takes up 1.0181% volatility of returns over 90 trading days. Put another way, 9% of traded mutual funds are less volatile than Catalystmillburn, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Catalystmillburn Current Valuation
Fairly Valued
Today
Please note that Catalystmillburn's price fluctuation is not too volatile at this time. At this time, the entity appears to be fairly valued. Catalystmillburn Dyn shows a prevailing Real Value of $8.94 per share. The current price of the fund is $8.83. We determine the value of Catalystmillburn Dyn from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Catalystmillburn is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Catalystmillburn Mutual Fund. However, Catalystmillburn's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 8.83 | Real 8.94 | Hype 8.83 |
The intrinsic value of Catalystmillburn's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Catalystmillburn's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Catalystmillburn Dynamic Commodity helps investors to forecast how Catalystmillburn mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Catalystmillburn more accurately as focusing exclusively on Catalystmillburn's fundamentals will not take into account other important factors: Catalystmillburn Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalystmillburn's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Catalystmillburn Dynamic Commodity, and traders can use it to determine the average amount a Catalystmillburn's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1429
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| Negative Returns | DCXAX |
Estimated Market Risk
| 1.02 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Catalystmillburn is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Catalystmillburn by adding Catalystmillburn to a well-diversified portfolio.
Catalystmillburn Fundamentals Growth
Catalystmillburn Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Catalystmillburn, and Catalystmillburn fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Catalystmillburn Mutual Fund performance.
| Total Asset | 19.14 M | ||||
About Catalystmillburn Performance
Evaluating Catalystmillburn's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Catalystmillburn has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Catalystmillburn has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks to achieve its investment objective by investing in a portfolio comprised of exposures to futures and options on futures and Common stocks . The fund invests up to 60 percent of its assets in the Futures Component. The fund invests up to 60 percent of its assets in the Equity Component.Things to note about Catalystmillburn Dyn performance evaluation
Checking the ongoing alerts about Catalystmillburn for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Catalystmillburn Dyn help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Catalystmillburn Dyn generated a negative expected return over the last 90 days | |
| The fund retains about 25.39% of its assets under management (AUM) in cash |
- Analyzing Catalystmillburn's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Catalystmillburn's stock is overvalued or undervalued compared to its peers.
- Examining Catalystmillburn's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Catalystmillburn's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Catalystmillburn's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Catalystmillburn's mutual fund. These opinions can provide insight into Catalystmillburn's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Catalystmillburn Mutual Fund
Catalystmillburn financial ratios help investors to determine whether Catalystmillburn Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Catalystmillburn with respect to the benefits of owning Catalystmillburn security.
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