Russell Inv Long Fund Market Value
| RMHTX Fund | 7.90 0.02 0.25% |
| Symbol | Russell |
Russell Inv '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 Inv'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 Inv.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Russell Inv on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Russell Inv Long or generate 0.0% return on investment in Russell Inv over 90 days. Russell Inv is related to or competes with Ab Bond, Western Asset, Ab Municipal, Aqr Managed, Ab Bond, Ab Bond, and Ab Bond. The fund has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net... More
Russell Inv 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 Inv'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 Inv Long upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 1.5 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.3797 |
Russell Inv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Russell Inv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Russell Inv's standard deviation. In reality, there are many statistical measures that can use Russell Inv historical prices to predict the future Russell Inv's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Russell Inv'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.
Russell Inv February 3, 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 | (0.08) | |||
| Market Risk Adjusted Performance | (0.30) | |||
| Mean Deviation | 0.2712 | |||
| Coefficient Of Variation | (1,065) | |||
| Standard Deviation | 0.3376 | |||
| Variance | 0.114 | |||
| Information Ratio | (0.26) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.31) | |||
| Maximum Drawdown | 1.5 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.3797 | |||
| Skewness | (0.46) | |||
| Kurtosis | (0.18) |
Russell Inv Long Backtested Returns
Russell Inv Long maintains Sharpe Ratio (i.e., Efficiency) of -0.0114, which implies the entity had a -0.0114 % return per unit of risk over the last 3 months. Russell Inv Long exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Russell Inv's Variance of 0.114, risk adjusted performance of (0.08), and Coefficient Of Variation of (1,065) to confirm the risk estimate we provide. The fund holds a Beta of 0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, Russell Inv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Russell Inv is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
Russell Inv Long has modest predictability. Overlapping area represents the amount of predictability between Russell Inv time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Inv Long price movement. The serial correlation of 0.54 indicates that about 54.0% of current Russell Inv price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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 Inv 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 Inv security.
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