Rationalrgn Hedged Equity Fund Market Value
| RNEAX Fund | 10.60 0.02 0.19% |
| Symbol | Rationalrgn |
Rationalrgn Hedged 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Rationalrgn Hedged's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Rationalrgn Hedged.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Rationalrgn Hedged on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Rationalrgn Hedged Equity or generate 0.0% return on investment in Rationalrgn Hedged over 90 days. Rationalrgn Hedged is related to or competes with Pax High, Msift High, Strategic Advisers, Barings Us, Lord Abbett, Jpmorgan High, and Blackrock High. The fund aims to provide a higher return, lower-risk alternative with minimal tracking error to a long-only SP 500 Index More
Rationalrgn Hedged Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Rationalrgn Hedged's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Rationalrgn Hedged Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.0254 | |||
| Maximum Drawdown | 4.49 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.8 |
Rationalrgn Hedged Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rationalrgn Hedged's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rationalrgn Hedged's standard deviation. In reality, there are many statistical measures that can use Rationalrgn Hedged historical prices to predict the future Rationalrgn Hedged's volatility.| Risk Adjusted Performance | 0.1631 | |||
| Jensen Alpha | 0.1718 | |||
| Total Risk Alpha | 0.018 | |||
| Sortino Ratio | 0.0239 | |||
| Treynor Ratio | (2.00) |
Rationalrgn Hedged Equity Backtested Returns
Rationalrgn Hedged appears to be very steady, given 3 months investment horizon. Rationalrgn Hedged Equity maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Rationalrgn Hedged Equity, which you can use to evaluate the volatility of the fund. Please evaluate Rationalrgn Hedged's Semi Deviation of 0.7807, coefficient of variation of 573.12, and Risk Adjusted Performance of 0.1631 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.0803, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rationalrgn Hedged are expected to decrease at a much lower rate. During the bear market, Rationalrgn Hedged is likely to outperform the market.
Auto-correlation | 0.69 |
Good predictability
Rationalrgn Hedged Equity has good predictability. Overlapping area represents the amount of predictability between Rationalrgn Hedged time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rationalrgn Hedged Equity price movement. The serial correlation of 0.69 indicates that around 69.0% of current Rationalrgn Hedged price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Rationalrgn Hedged Equity lagged returns against current returns
Autocorrelation, which is Rationalrgn Hedged mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Rationalrgn Hedged's mutual fund expected returns. We can calculate the autocorrelation of Rationalrgn Hedged returns to help us make a trade decision. For example, suppose you find that Rationalrgn Hedged has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Rationalrgn Hedged regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Rationalrgn Hedged mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rationalrgn Hedged mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rationalrgn Hedged mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rationalrgn Hedged Lagged Returns
When evaluating Rationalrgn Hedged's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rationalrgn Hedged mutual fund have on its future price. Rationalrgn Hedged autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Rationalrgn Hedged autocorrelation shows the relationship between Rationalrgn Hedged mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rationalrgn Hedged Equity.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Rationalrgn Mutual Fund
Rationalrgn Hedged financial ratios help investors to determine whether Rationalrgn 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 Rationalrgn with respect to the benefits of owning Rationalrgn Hedged security.
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