Tax Managed Mid Small Fund Market Value
| RTOUX Fund | USD 47.02 0.44 0.94% |
| Symbol | Tax-managed |
Tax-managed '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-managed'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-managed.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Tax-managed on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Tax Managed Mid Small or generate 0.0% return on investment in Tax-managed over 90 days. Tax-managed is related to or competes with Artisan Emerging, Angel Oak, T Rowe, Black Oak, Ab Conservative, Payden Emerging, and Goldman Sachs. The fund has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net... More
Tax-managed 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-managed'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 Managed Mid Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9523 | |||
| Information Ratio | 0.0831 | |||
| Maximum Drawdown | 4.52 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 2.08 |
Tax-managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tax-managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tax-managed's standard deviation. In reality, there are many statistical measures that can use Tax-managed historical prices to predict the future Tax-managed's volatility.| Risk Adjusted Performance | 0.1243 | |||
| Jensen Alpha | 0.081 | |||
| Total Risk Alpha | 0.069 | |||
| Sortino Ratio | 0.0895 | |||
| Treynor Ratio | 0.1355 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tax-managed'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.
Tax-managed February 15, 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 | 0.1243 | |||
| Market Risk Adjusted Performance | 0.1455 | |||
| Mean Deviation | 0.762 | |||
| Semi Deviation | 0.6927 | |||
| Downside Deviation | 0.9523 | |||
| Coefficient Of Variation | 660.72 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.05 | |||
| Information Ratio | 0.0831 | |||
| Jensen Alpha | 0.081 | |||
| Total Risk Alpha | 0.069 | |||
| Sortino Ratio | 0.0895 | |||
| Treynor Ratio | 0.1355 | |||
| Maximum Drawdown | 4.52 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 2.08 | |||
| Downside Variance | 0.9069 | |||
| Semi Variance | 0.4798 | |||
| Expected Short fall | (0.82) | |||
| Skewness | 0.3807 | |||
| Kurtosis | 0.4209 |
Tax Managed Mid Backtested Returns
Tax-managed appears to be very steady, given 3 months investment horizon. Tax Managed Mid owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tax Managed Mid Small, which you can use to evaluate the volatility of the fund. Please review Tax-managed's Coefficient Of Variation of 660.72, semi deviation of 0.6927, and Risk Adjusted Performance of 0.1243 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.07, which indicates a somewhat significant risk relative to the market. Tax-managed returns are very sensitive to returns on the market. As the market goes up or down, Tax-managed is expected to follow.
Auto-correlation | 0.77 |
Good predictability
Tax Managed Mid Small has good predictability. Overlapping area represents the amount of predictability between Tax-managed time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Tax Managed Mid price movement. The serial correlation of 0.77 indicates that around 77.0% of current Tax-managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
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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 Tax-managed Mutual Fund
Tax-managed financial ratios help investors to determine whether Tax-managed 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-managed with respect to the benefits of owning Tax-managed security.
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