Multifactor Equity Fund Manager Performance Evaluation
| RTDAX Fund | USD 16.13 0.09 0.56% |
The fund secures a Beta (Market Risk) of -0.0913, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Multifactor are expected to decrease at a much lower rate. During the bear market, Multifactor is likely to outperform the market.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Multifactor Equity Fund are ranked lower than 25 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Multifactor showed solid returns over the last few months and may actually be approaching a breakup point.
...more1 | Exclusive Moodys Sounds Alarm on Private Funds for Individuals - WSJ | 06/10/2025 |
| Expense Ratio | 0.8800 |
Multifactor |
Multifactor Relative Risk vs. Return Landscape
If you would invest 1,379 in Multifactor Equity Fund on April 23, 2025 and sell it today you would earn a total of 234.00 from holding Multifactor Equity Fund or generate 16.97% return on investment over 90 days. Multifactor Equity Fund is currently producing 0.2605% returns and takes up 0.8071% volatility of returns over 90 trading days. Put another way, 7% of traded mutual funds are less volatile than Multifactor, and 95% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Multifactor Current Valuation
Overvalued
Today
Please note that Multifactor's price fluctuation is very steady at this time. At this time, the fund appears to be overvalued. Multifactor Equity secures a last-minute Real Value of $15.06 per share. The latest price of the fund is $16.13. We determine the value of Multifactor Equity from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Since Multifactor is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Multifactor Mutual Fund. However, Multifactor'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 16.13 | Real 15.06 | Hype 16.15 | Naive 15.91 |
The intrinsic value of Multifactor'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 Multifactor'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 Multifactor Equity Fund helps investors to forecast how Multifactor 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 Multifactor more accurately as focusing exclusively on Multifactor's fundamentals will not take into account other important factors: Multifactor Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multifactor's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Multifactor Equity Fund, and traders can use it to determine the average amount a Multifactor'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 = 0.3227
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | RTDAX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.81 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.26 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.32 actual daily | 25 75% of assets perform better |
Based on monthly moving average Multifactor is performing at about 25% of its full potential. 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 Multifactor by adding it to a well-diversified portfolio.
Multifactor Fundamentals Growth
Multifactor Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Multifactor, and Multifactor 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 Multifactor Mutual Fund performance.
| Total Asset | 607.45 M | ||||
About Multifactor Performance
Evaluating Multifactor's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Multifactor 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 Multifactor 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 has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net assets plus borrowings for investment purposes in equity securities economically tied to the U.S. It invests principally in common stocks of large and medium capitalization U.S. companies but may also invest in small capitalization U.S. companies. The manager defines large and medium capitalization companies as those companies represented by the Russell 1000 Index or with market capitalization within the capitalization range of the Russell 1000 Index.Things to note about Multifactor Equity performance evaluation
Checking the ongoing alerts about Multifactor for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Multifactor Equity help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Multifactor's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Multifactor's mutual fund performance include:- Analyzing Multifactor'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 Multifactor's stock is overvalued or undervalued compared to its peers.
- Examining Multifactor'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 Multifactor's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Multifactor's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Multifactor's mutual fund. These opinions can provide insight into Multifactor's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Multifactor Mutual Fund
Multifactor financial ratios help investors to determine whether Multifactor 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 Multifactor with respect to the benefits of owning Multifactor security.
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