Rational Real Strategies Fund Market Value
| HRSTX Fund | USD 17.41 0.01 0.06% |
| Symbol | Rational |
Rational Real '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 Real'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 Real.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Rational Real on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Rational Real Strategies or generate 0.0% return on investment in Rational Real over 30 days. Rational Real is related to or competes with Rational Dynamic, Rational Dynamic, Rational Dynamic, Rational Special, Rational Special, Rational Special, and Rational Strategic. The fund invests primarily in long and short call and put options on futures contracts on the Standard Poors 500 Index, ... More
Rational Real 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 Real'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 Rational Real Strategies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0724 | |||
| Information Ratio | (2.36) | |||
| Maximum Drawdown | 0.2307 | |||
| Value At Risk | (0.06) | |||
| Potential Upside | 0.0581 |
Rational Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rational Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rational Real's standard deviation. In reality, there are many statistical measures that can use Rational Real historical prices to predict the future Rational Real's volatility.| Risk Adjusted Performance | 0.145 | |||
| Jensen Alpha | 0.006 | |||
| Total Risk Alpha | 9.0E-4 | |||
| Sortino Ratio | (1.55) | |||
| Treynor Ratio | 0.4242 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rational Real's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Rational Real Strategies Backtested Returns
At this stage we consider Rational Mutual Fund to be very steady. Rational Real Strategies maintains Sharpe Ratio (i.e., Efficiency) of 0.39, which implies the entity had a 0.39% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Rational Real Strategies, which you can use to evaluate the volatility of the fund. Please check Rational Real's Standard Deviation of 0.0477, downside deviation of 0.0724, and Risk Adjusted Performance of 0.145 to confirm if the risk estimate we provide is consistent with the expected return of 0.0184%. The fund holds a Beta of 0.0198, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rational Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rational Real is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
Rational Real Strategies has very good predictability. Overlapping area represents the amount of predictability between Rational Real time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rational Real Strategies price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Rational Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rational Real Strategies lagged returns against current returns
Autocorrelation, which is Rational Real 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 Real's mutual fund expected returns. We can calculate the autocorrelation of Rational Real returns to help us make a trade decision. For example, suppose you find that Rational Real 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 Real 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 Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rational Real 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 Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rational Real Lagged Returns
When evaluating Rational Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rational Real mutual fund have on its future price. Rational Real 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 Real autocorrelation shows the relationship between Rational Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rational Real Strategies.
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 Mutual Fund
Rational Real financial ratios help investors to determine whether Rational 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 with respect to the benefits of owning Rational Real security.
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