Rationalrgn Hedged Equity Fund Market Value
| RNEAX Fund | 10.52 0.05 0.47% |
| Symbol | Rational/rgn |
Rational/rgn 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 Rational/rgn 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 Rational/rgn Hedged.
| 05/25/2025 |
| 08/23/2025 |
If you would invest 0.00 in Rational/rgn Hedged on May 25, 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 Rational/rgn Hedged over 90 days. Rational/rgn Hedged is related to or competes with Ab Bond, Short Duration, Vy(r) Blackrock, Ab Bond, Lord Abbett, and Ab Bond. The fund aims to provide a higher return, lower-risk alternative with minimal tracking error to a long-only SP 500 Index More
Rational/rgn 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 Rational/rgn 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 | 0.877 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.16 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.28 |
Rational/rgn Hedged Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rational/rgn Hedged's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rational/rgn Hedged's standard deviation. In reality, there are many statistical measures that can use Rational/rgn Hedged historical prices to predict the future Rational/rgn Hedged's volatility.| Risk Adjusted Performance | 0.0289 | |||
| Jensen Alpha | 0.0434 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.09) |
Rationalrgn Hedged Equity Backtested Returns
At this stage we consider Rational/rgn Mutual Fund to be very steady. Rationalrgn Hedged Equity maintains Sharpe Ratio (i.e., Efficiency) of 0.0724, which implies the entity had a 0.0724 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Rationalrgn Hedged Equity, which you can use to evaluate the volatility of the fund. Please check Rational/rgn Hedged's Risk Adjusted Performance of 0.0289, semi deviation of 0.7756, and Coefficient Of Variation of 2646.31 to confirm if the risk estimate we provide is consistent with the expected return of 0.0559%. The fund holds a Beta of -0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rational/rgn Hedged are expected to decrease at a much lower rate. During the bear market, Rational/rgn Hedged is likely to outperform the market.
Auto-correlation | 0.70 |
Good predictability
Rationalrgn Hedged Equity has good predictability. Overlapping area represents the amount of predictability between Rational/rgn Hedged time series from 25th of May 2025 to 9th of July 2025 and 9th of July 2025 to 23rd of August 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 0.7 indicates that around 70.0% of current Rational/rgn Hedged price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Rationalrgn Hedged Equity lagged returns against current returns
Autocorrelation, which is Rational/rgn 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 Rational/rgn Hedged's mutual fund expected returns. We can calculate the autocorrelation of Rational/rgn Hedged returns to help us make a trade decision. For example, suppose you find that Rational/rgn 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 |
Rational/rgn 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 Rational/rgn Hedged mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rational/rgn 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 Rational/rgn Hedged mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rational/rgn Hedged Lagged Returns
When evaluating Rational/rgn Hedged's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rational/rgn Hedged mutual fund have on its future price. Rational/rgn 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, Rational/rgn Hedged autocorrelation shows the relationship between Rational/rgn 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 Rational/rgn Mutual Fund
Rational/rgn Hedged financial ratios help investors to determine whether Rational/rgn 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 Rational/rgn with respect to the benefits of owning Rational/rgn Hedged security.
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