Moderate Strategy Fund Market Value
| RMLSX Fund | USD 10.55 0.01 0.09% |
| Symbol | Moderate |
Moderate Strategy '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 Moderate Strategy'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 Moderate Strategy.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Moderate Strategy on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Moderate Strategy Fund or generate 0.0% return on investment in Moderate Strategy over 90 days. Moderate Strategy is related to or competes with Massmutual Premier, Ancora/thelen Small-mid, Omni Small-cap, Qs Us, and Ab Small. The fund is a fund of funds, which seeks to achieve its objective by investing in a combination of several other Russell... More
Moderate Strategy 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 Moderate Strategy'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 Moderate Strategy Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3382 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 1.45 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.4907 |
Moderate Strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderate Strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderate Strategy's standard deviation. In reality, there are many statistical measures that can use Moderate Strategy historical prices to predict the future Moderate Strategy's volatility.| Risk Adjusted Performance | 0.0855 | |||
| Jensen Alpha | 0.0133 | |||
| Total Risk Alpha | 0.0087 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0951 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Moderate Strategy'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.
Moderate Strategy February 5, 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 | 0.0855 | |||
| Market Risk Adjusted Performance | 0.1051 | |||
| Mean Deviation | 0.2398 | |||
| Semi Deviation | 0.2081 | |||
| Downside Deviation | 0.3382 | |||
| Coefficient Of Variation | 737.67 | |||
| Standard Deviation | 0.3041 | |||
| Variance | 0.0925 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | 0.0133 | |||
| Total Risk Alpha | 0.0087 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0951 | |||
| Maximum Drawdown | 1.45 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.4907 | |||
| Downside Variance | 0.1144 | |||
| Semi Variance | 0.0433 | |||
| Expected Short fall | (0.28) | |||
| Skewness | (0.46) | |||
| Kurtosis | 0.3335 |
Moderate Strategy Backtested Returns
At this stage we consider Moderate Mutual Fund to be very steady. Moderate Strategy has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Moderate Strategy, which you can use to evaluate the volatility of the fund. Please verify Moderate Strategy's Downside Deviation of 0.3382, mean deviation of 0.2398, and Risk Adjusted Performance of 0.0855 to check out if the risk estimate we provide is consistent with the expected return of 0.0502%. The fund secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moderate Strategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moderate Strategy is expected to be smaller as well.
Auto-correlation | 0.58 |
Modest predictability
Moderate Strategy Fund has modest predictability. Overlapping area represents the amount of predictability between Moderate Strategy time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Moderate Strategy price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Moderate Strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Moderate Mutual Fund
Moderate Strategy financial ratios help investors to determine whether Moderate 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 Moderate with respect to the benefits of owning Moderate Strategy security.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |