Redwood Systematic Macro Fund Market Value
| RWSIX Fund | USD 16.54 0.09 0.55% |
| Symbol | Redwood |
Redwood Systematic '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 Systematic'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 Systematic.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Redwood Systematic on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Redwood Systematic Macro or generate 0.0% return on investment in Redwood Systematic over 90 days. Redwood Systematic is related to or competes with Redwood Managed, Redwood Managed, Redwood Managed, Redwood Alphafactor, and Redwood Managed. Utilizing a quantitative and tactical approach, the fund implements an investment strategy that seeks to hold a diversified portfolio of securities, ETFs, open-end investment companies andor closed-end investment companies, including tender offer and interval funds within any of the following asset classes when, in the view of the Adviser, various risk measurements show the potential to produce positive returns domestic and international small-cap equities growth and income equities preferred securities convertible bonds high yield bonds and leveraged loans. More
Redwood Systematic 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 Systematic'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 Systematic Macro upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.758 | |||
| Information Ratio | 0.0871 | |||
| Maximum Drawdown | 2.34 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 0.8701 |
Redwood Systematic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Redwood Systematic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Redwood Systematic's standard deviation. In reality, there are many statistical measures that can use Redwood Systematic historical prices to predict the future Redwood Systematic's volatility.| Risk Adjusted Performance | 0.1206 | |||
| Jensen Alpha | 0.0891 | |||
| Total Risk Alpha | 0.0579 | |||
| Sortino Ratio | 0.0654 | |||
| Treynor Ratio | (0.53) |
Redwood Systematic March 4, 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 | 0.1206 | |||
| Market Risk Adjusted Performance | (0.52) | |||
| Mean Deviation | 0.4238 | |||
| Semi Deviation | 0.5547 | |||
| Downside Deviation | 0.758 | |||
| Coefficient Of Variation | 607.26 | |||
| Standard Deviation | 0.5692 | |||
| Variance | 0.324 | |||
| Information Ratio | 0.0871 | |||
| Jensen Alpha | 0.0891 | |||
| Total Risk Alpha | 0.0579 | |||
| Sortino Ratio | 0.0654 | |||
| Treynor Ratio | (0.53) | |||
| Maximum Drawdown | 2.34 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 0.8701 | |||
| Downside Variance | 0.5746 | |||
| Semi Variance | 0.3077 | |||
| Expected Short fall | (0.42) | |||
| Skewness | (1.02) | |||
| Kurtosis | 1.9 |
Redwood Systematic Macro Backtested Returns
At this stage we consider Redwood Mutual Fund to be very steady. Redwood Systematic Macro maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Redwood Systematic Macro, which you can use to evaluate the volatility of the fund. Please check Redwood Systematic's Coefficient Of Variation of 607.26, semi deviation of 0.5547, and Risk Adjusted Performance of 0.1206 to confirm if the risk estimate we provide is consistent with the expected return of 0.0871%. The fund holds a Beta of -0.16, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Redwood Systematic are expected to decrease at a much lower rate. During the bear market, Redwood Systematic is likely to outperform the market.
Auto-correlation | 0.64 |
Good predictability
Redwood Systematic Macro has good predictability. Overlapping area represents the amount of predictability between Redwood Systematic time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 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 Systematic Macro price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Redwood Systematic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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 Systematic 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 Systematic security.
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