Inverse Russell 2000 Fund Market Value
| RYAFX Fund | USD 153.28 3.83 2.56% |
| Symbol | Inverse |
Inverse Russell '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 Inverse Russell'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 Inverse Russell.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Inverse Russell on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Inverse Russell 2000 or generate 0.0% return on investment in Inverse Russell over 90 days. Inverse Russell is related to or competes with Live Oak, Health Care, Highland Long/short, The Hartford, Invesco Global, and Delaware Healthcare. The fund will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in financial in... More
Inverse Russell 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 Inverse Russell'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 Inverse Russell 2000 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8988 | |||
| Information Ratio | 0.3402 | |||
| Maximum Drawdown | 7.96 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 2.83 |
Inverse Russell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inverse Russell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inverse Russell's standard deviation. In reality, there are many statistical measures that can use Inverse Russell historical prices to predict the future Inverse Russell's volatility.| Risk Adjusted Performance | 0.237 | |||
| Jensen Alpha | 0.3755 | |||
| Total Risk Alpha | 0.53 | |||
| Sortino Ratio | 0.5197 | |||
| Treynor Ratio | 2.24 |
Inverse Russell 2000 Backtested Returns
Inverse Russell appears to be very steady, given 3 months investment horizon. Inverse Russell 2000 holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Inverse Russell 2000, which you can use to evaluate the volatility of the entity. Please utilize Inverse Russell's Market Risk Adjusted Performance of 2.25, downside deviation of 0.8988, and Risk Adjusted Performance of 0.237 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inverse Russell's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inverse Russell is expected to be smaller as well.
Auto-correlation | -0.26 |
Weak reverse predictability
Inverse Russell 2000 has weak reverse predictability. Overlapping area represents the amount of predictability between Inverse Russell time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Inverse Russell 2000 price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Inverse Russell price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 46.22 |
Inverse Russell 2000 lagged returns against current returns
Autocorrelation, which is Inverse Russell 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 Inverse Russell's mutual fund expected returns. We can calculate the autocorrelation of Inverse Russell returns to help us make a trade decision. For example, suppose you find that Inverse Russell 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 |
Inverse Russell 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 Inverse Russell mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inverse Russell mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inverse Russell mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Inverse Russell Lagged Returns
When evaluating Inverse Russell's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inverse Russell mutual fund have on its future price. Inverse Russell 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, Inverse Russell autocorrelation shows the relationship between Inverse Russell mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Inverse Russell 2000.
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 Inverse Mutual Fund
Inverse Russell financial ratios help investors to determine whether Inverse 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 Inverse with respect to the benefits of owning Inverse Russell security.
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