Macroaxis considers Custom Markets to be unknown risk. Custom Markets Credit secures Sharpe Ratio (or Efficiency) of -0.6521 which signifies that the fund had -0.6521% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Custom Markets Credit Suisse GAINS L exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Custom Markets Credit Mean Deviation of 0.6356 and Risk Adjusted Performance of
(0.21) to double-check risk estimate we provide.
|Horizon||30 Days Login to change|
Custom Markets Market Sensitivity
|As returns on market increase, returns on owning Custom Markets are expected to decrease at a much smaller rate. During bear market, Custom Markets is likely to outperform the market. 2 Months Beta |Analyze Custom Markets Credit Demand TrendCheck current 30 days Custom Markets correlation with market (DOW)|
β = -0.061
Custom Markets Central Daily Price Deviation
Custom Markets Credit Technical Analysis
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Custom Markets Projected Return Density Against MarketAssuming 30 trading days horizon, Custom Markets Credit Suisse GAINS L has beta of -0.061 suggesting as returns on benchmark increase, returns on holding Custom Markets are expected to decrease at a much smaller rate. During bear market, however, Custom Markets Credit Suisse GAINS L is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Custom Markets Credit is significantly underperforming DOW.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Custom Markets is -153.34. The daily returns are destributed with a variance of 3.18 and standard deviation of 1.78. The mean deviation of Custom Markets Credit Suisse GAINS L is currently at 1.3. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
|Alpha over DOW||=||0.15|
|Beta against DOW||=||0.06|
Custom Markets Return Volatilitythe fund accepts 1.7844% volatility on return distribution over the 30 days horizon. the entity inherits 1.9737% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.97 and is 1.11 times more volatile than Custom Markets Credit Suisse GAINS L. 16% of all equities and portfolios are less risky than Custom Markets. Compared to the overall equity markets, volatility of historical daily returns of Custom Markets Credit Suisse GAINS L is lower than 16 (%) of all global equities and portfolios over the last 30 days. Use Custom Markets Credit Suisse GAINS L to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Custom Markets to be traded at p;5945.94 in 30 days. . As returns on market increase, returns on owning Custom Markets are expected to decrease at a much smaller rate. During bear market, Custom Markets is likely to outperform the market.
Custom Markets correlation with market