Multifactor Equity Fund Market Value
| RTDAX Fund | USD 13.03 0.02 0.15% |
| Symbol | Multifactor |
Multifactor '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 Multifactor'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 Multifactor.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Multifactor on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Multifactor Equity Fund or generate 0.0% return on investment in Multifactor over 90 days. Multifactor is related to or competes with Federated Government, Government Securities, Short-term Government, Morgan Stanley, Us Government, Us Government, and Franklin Adjustable. The fund has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net... More
Multifactor 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 Multifactor'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 Multifactor Equity Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8393 | |||
| Information Ratio | 0.1163 | |||
| Maximum Drawdown | 51.25 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.19 |
Multifactor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multifactor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Multifactor's standard deviation. In reality, there are many statistical measures that can use Multifactor historical prices to predict the future Multifactor's volatility.| Risk Adjusted Performance | 0.1118 | |||
| Jensen Alpha | 0.7634 | |||
| Total Risk Alpha | 0.3168 | |||
| Sortino Ratio | 0.8471 | |||
| Treynor Ratio | 6.11 |
Multifactor February 16, 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 | 0.1118 | |||
| Market Risk Adjusted Performance | 6.12 | |||
| Mean Deviation | 1.57 | |||
| Downside Deviation | 0.8393 | |||
| Coefficient Of Variation | 782.88 | |||
| Standard Deviation | 6.11 | |||
| Variance | 37.38 | |||
| Information Ratio | 0.1163 | |||
| Jensen Alpha | 0.7634 | |||
| Total Risk Alpha | 0.3168 | |||
| Sortino Ratio | 0.8471 | |||
| Treynor Ratio | 6.11 | |||
| Maximum Drawdown | 51.25 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.19 | |||
| Downside Variance | 0.7045 | |||
| Semi Variance | (0.40) | |||
| Expected Short fall | (1.94) | |||
| Skewness | 7.95 | |||
| Kurtosis | 64.1 |
Multifactor Equity Backtested Returns
Multifactor appears to be slightly risky, given 3 months investment horizon. Multifactor Equity has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14 % return per unit of risk over the last 3 months. By analyzing Multifactor's technical indicators, you can evaluate if the expected return of 0.89% is justified by implied risk. Please exercise Multifactor's Mean Deviation of 1.57, coefficient of variation of 782.88, and Risk Adjusted Performance of 0.1118 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Multifactor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Multifactor is expected to be smaller as well.
Auto-correlation | -0.1 |
Very weak reverse predictability
Multifactor Equity Fund has very weak reverse predictability. Overlapping area represents the amount of predictability between Multifactor time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Multifactor Equity price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Multifactor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Multifactor Mutual Fund
Multifactor financial ratios help investors to determine whether Multifactor 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 Multifactor with respect to the benefits of owning Multifactor security.
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