Russell 2000 Fund Key Fundamental Indicators
| RYROX Fund | USD 52.15 0.62 1.20% |
As of the 14th of February 2026, Russell 2000 holds the Coefficient Of Variation of 1043.88, risk adjusted performance of 0.0806, and Semi Deviation of 1.04. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Russell 2000, as well as the relationship between them.
Russell 2000's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Russell 2000's valuation are provided below:Russell 2000 Fund does not presently have any trending fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Russell |
Russell 2000 '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 Russell 2000'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 Russell 2000.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Russell 2000 on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Russell 2000 Fund or generate 0.0% return on investment in Russell 2000 over 90 days. Russell 2000 is related to or competes with Basic Materials, Basic Materials, Banking Fund, Basic Materials, Sp Midcap, Basic Materials, and Biotechnology Fund. The fund will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in securities o... More
Russell 2000 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 Russell 2000'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 Russell 2000 Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.0378 | |||
| Maximum Drawdown | 5.62 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.97 |
Russell 2000 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Russell 2000's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Russell 2000's standard deviation. In reality, there are many statistical measures that can use Russell 2000 historical prices to predict the future Russell 2000's volatility.| Risk Adjusted Performance | 0.0806 | |||
| Jensen Alpha | 0.0364 | |||
| Total Risk Alpha | 0.016 | |||
| Sortino Ratio | 0.0376 | |||
| Treynor Ratio | 0.0915 |
Russell 2000 February 14, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0806 | |||
| Market Risk Adjusted Performance | 0.1015 | |||
| Mean Deviation | 0.9339 | |||
| Semi Deviation | 1.04 | |||
| Downside Deviation | 1.21 | |||
| Coefficient Of Variation | 1043.88 | |||
| Standard Deviation | 1.21 | |||
| Variance | 1.46 | |||
| Information Ratio | 0.0378 | |||
| Jensen Alpha | 0.0364 | |||
| Total Risk Alpha | 0.016 | |||
| Sortino Ratio | 0.0376 | |||
| Treynor Ratio | 0.0915 | |||
| Maximum Drawdown | 5.62 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.97 | |||
| Downside Variance | 1.47 | |||
| Semi Variance | 1.09 | |||
| Expected Short fall | (0.99) | |||
| Skewness | 0.1368 | |||
| Kurtosis | 0.3767 |
Russell 2000 Backtested Returns
Russell 2000 appears to be very steady, given 3 months investment horizon. Russell 2000 maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Russell 2000, which you can use to evaluate the volatility of the fund. Please evaluate Russell 2000's Semi Deviation of 1.04, coefficient of variation of 1043.88, and Risk Adjusted Performance of 0.0806 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 1.15, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Russell 2000 will likely underperform.
Auto-correlation | 0.75 |
Good predictability
Russell 2000 Fund has good predictability. Overlapping area represents the amount of predictability between Russell 2000 time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Russell 2000 price movement. The serial correlation of 0.75 indicates that around 75.0% of current Russell 2000 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, Russell 2000 Fund has a Price To Earning of 19.21 times. This is much higher than that of the Rydex Funds family and significantly higher than that of the Small Blend category. The price to earning for all United States funds is notably lower than that of the firm.
Russell 2000 Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Russell 2000's current stock value. Our valuation model uses many indicators to compare Russell 2000 value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Russell 2000 competition to find correlations between indicators driving Russell 2000's intrinsic value. More Info.Russell 2000 Fund is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.09 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Russell 2000 Fund is roughly 10.98 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Russell 2000's earnings, one of the primary drivers of an investment's value.Russell Price To Earning Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Russell 2000's direct or indirect competition against its Price To Earning to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Russell 2000 could also be used in its relative valuation, which is a method of valuing Russell 2000 by comparing valuation metrics of similar companies.Russell 2000 is currently under evaluation in price to earning among similar funds.
Russell Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Russell 2000's current stock value. Our valuation model uses many indicators to compare Russell 2000 value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Russell 2000 competition to find correlations between indicators driving Russell 2000's intrinsic value. More Info.Russell 2000 Fund is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.09 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Russell 2000 Fund is roughly 10.98 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Russell 2000's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Russell 2000
The fund consists of 76.43% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Russell 2000's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Russell Fundamentals
| Price To Earning | 19.21 X | ||||
| Price To Book | 1.75 X | ||||
| Price To Sales | 1.04 X | ||||
| Total Asset | 930 K | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 7.78 % | ||||
| One Year Return | 15.82 % | ||||
| Three Year Return | 10.73 % | ||||
| Five Year Return | 2.20 % | ||||
| Ten Year Return | 6.65 % | ||||
| Net Asset | 16.03 M | ||||
| Last Dividend Paid | 0.01 | ||||
| Cash Position Weight | 29.88 % | ||||
| Equity Positions Weight | 76.43 % |
About Russell 2000 Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Russell 2000 Fund's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Russell 2000 using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Russell 2000 Fund based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in securities of companies in the underlying index and derivatives and other instruments whose performance is expected to correspond to that of the underlying index. The index is composed of the 2,000 smallest companies in the Russell 3000 Index. The fund is non-diversified.
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 Russell Mutual Fund
Russell 2000 financial ratios help investors to determine whether Russell 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 Russell with respect to the benefits of owning Russell 2000 security.
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