Redwood Managed Volatility Fund Market Value
| RWDIX Fund | USD 11.25 0.01 0.09% |
| Symbol | Redwood |
Redwood 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 Redwood 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 Redwood Managed.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Redwood Managed on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Redwood Managed Volatility or generate 0.0% return on investment in Redwood Managed over 90 days. Redwood Managed is related to or competes with IShares Trust, Perkins Select, Consumer Finance, Perkins Select, Saat Tax-managed, Eventide Exponential, and Loomis Sayles. The fund uses a trend-following strategy that seeks to identify the critical turning points in the markets for high yiel... More
Redwood 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 Redwood 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 Redwood Managed Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1196 | |||
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 0.3611 | |||
| Value At Risk | (0.09) | |||
| Potential Upside | 0.1799 |
Redwood Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Redwood Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Redwood Managed's standard deviation. In reality, there are many statistical measures that can use Redwood Managed historical prices to predict the future Redwood Managed's volatility.| Risk Adjusted Performance | 0.1611 | |||
| Jensen Alpha | 0.0163 | |||
| Total Risk Alpha | 0.0135 | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.4946 |
Redwood Managed February 1, 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 | 0.1611 | |||
| Market Risk Adjusted Performance | 0.5046 | |||
| Mean Deviation | 0.0676 | |||
| Downside Deviation | 0.1196 | |||
| Coefficient Of Variation | 304.72 | |||
| Standard Deviation | 0.0838 | |||
| Variance | 0.007 | |||
| Information Ratio | (0.21) | |||
| Jensen Alpha | 0.0163 | |||
| Total Risk Alpha | 0.0135 | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.4946 | |||
| Maximum Drawdown | 0.3611 | |||
| Value At Risk | (0.09) | |||
| Potential Upside | 0.1799 | |||
| Downside Variance | 0.0143 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.11) | |||
| Skewness | (0.15) | |||
| Kurtosis | 0.0313 |
Redwood Managed Vola Backtested Returns
At this stage we consider Redwood Mutual Fund to be very steady. Redwood Managed Vola maintains Sharpe Ratio (i.e., Efficiency) of 0.33, which implies the entity had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Redwood Managed Vola, which you can use to evaluate the volatility of the fund. Please check Redwood Managed's Risk Adjusted Performance of 0.1611, standard deviation of 0.0838, and Downside Deviation of 0.1196 to confirm if the risk estimate we provide is consistent with the expected return of 0.0275%. The fund holds a Beta of 0.0354, which implies not very significant fluctuations relative to the market. As returns on the market increase, Redwood Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Redwood Managed is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Redwood Managed Volatility has very good predictability. Overlapping area represents the amount of predictability between Redwood Managed time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st 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 Redwood Managed Vola price movement. The serial correlation of 0.8 indicates that around 80.0% of current Redwood Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.86 | |
| 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 Redwood Mutual Fund
Redwood Managed financial ratios help investors to determine whether Redwood 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 Redwood with respect to the benefits of owning Redwood Managed security.
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