Tax Exempt High Yield Fund Market Value
| RTHAX Fund | USD 9.76 0.01 0.10% |
| Symbol | Tax-exempt |
Tax-exempt High '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 Tax-exempt High'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 Tax-exempt High.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Tax-exempt High on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Tax Exempt High Yield or generate 0.0% return on investment in Tax-exempt High over 90 days. Tax-exempt High is related to or competes with Blackrock Global, Transam Short-term, Siit Ultra, Western Asset, Barings Active, Alpine Ultra, and Virtus Multi-sector. The fund invests at least 80 percent of the value of its net assets plus borrowings for investment purposes in fixed inc... More
Tax-exempt High 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 Tax-exempt High'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 Tax Exempt High Yield upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2088 | |||
| Information Ratio | (0.65) | |||
| Maximum Drawdown | 0.7169 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1033 |
Tax-exempt High Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tax-exempt High's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tax-exempt High's standard deviation. In reality, there are many statistical measures that can use Tax-exempt High historical prices to predict the future Tax-exempt High's volatility.| Risk Adjusted Performance | 0.0292 | |||
| Jensen Alpha | 0.0036 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | (0.15) |
Tax-exempt High January 29, 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 | 0.0292 | |||
| Market Risk Adjusted Performance | (0.14) | |||
| Mean Deviation | 0.0587 | |||
| Downside Deviation | 0.2088 | |||
| Coefficient Of Variation | 768.83 | |||
| Standard Deviation | 0.0962 | |||
| Variance | 0.0093 | |||
| Information Ratio | (0.65) | |||
| Jensen Alpha | 0.0036 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | (0.15) | |||
| Maximum Drawdown | 0.7169 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1033 | |||
| Downside Variance | 0.0436 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.12) | |||
| Skewness | (1.04) | |||
| Kurtosis | 6.11 |
Tax Exempt High Backtested Returns
At this stage we consider Tax-exempt Mutual Fund to be very steady. Tax Exempt High owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tax Exempt High Yield, which you can use to evaluate the volatility of the fund. Please validate Tax-exempt High's Standard Deviation of 0.0962, downside deviation of 0.2088, and Risk Adjusted Performance of 0.0292 to confirm if the risk estimate we provide is consistent with the expected return of 0.0138%. The entity has a beta of -0.0168, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tax-exempt High are expected to decrease at a much lower rate. During the bear market, Tax-exempt High is likely to outperform the market.
Auto-correlation | -0.35 |
Poor reverse predictability
Tax Exempt High Yield has poor reverse predictability. Overlapping area represents the amount of predictability between Tax-exempt High time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 Tax Exempt High price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Tax-exempt High price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.05 | |
| 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 Tax-exempt Mutual Fund
Tax-exempt High financial ratios help investors to determine whether Tax-exempt 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 Tax-exempt with respect to the benefits of owning Tax-exempt High security.
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