Inverse Mid Cap Strategy Fund Market Value
| RYAGX Fund | USD 37.88 0.43 1.12% |
| Symbol | Inverse |
Inverse Mid-cap '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 Inverse Mid-cap'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 Inverse Mid-cap.
| 11/01/2024 |
| 01/30/2025 |
If you would invest 0.00 in Inverse Mid-cap on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Inverse Mid Cap Strategy or generate 0.0% return on investment in Inverse Mid-cap over 90 days. Inverse Mid-cap is related to or competes with Neuberger Berman, Tiaa-cref Real, Vy(r) Clarion, Prudential Real, Short Real, Fidelity Real, and Voya Real. The fund will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in financial in... More
Inverse Mid-cap 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 Inverse Mid-cap'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 Inverse Mid Cap Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.08 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 39.49 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.31 |
Inverse Mid-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inverse Mid-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inverse Mid-cap's standard deviation. In reality, there are many statistical measures that can use Inverse Mid-cap historical prices to predict the future Inverse Mid-cap's volatility.| Risk Adjusted Performance | 0.0148 | |||
| Jensen Alpha | 0.0448 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.08) |
Inverse Mid Cap Backtested Returns
At this stage we consider Inverse Mutual Fund to be very steady. Inverse Mid Cap holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Inverse Mid Cap, which you can use to evaluate the volatility of the entity. Please check out Inverse Mid-cap's Market Risk Adjusted Performance of (0.07), downside deviation of 3.08, and Risk Adjusted Performance of 0.0148 to validate if the risk estimate we provide is consistent with the expected return of 0.0011%. The fund retains a Market Volatility (i.e., Beta) of -0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Inverse Mid-cap are expected to decrease at a much lower rate. During the bear market, Inverse Mid-cap is likely to outperform the market.
Auto-correlation | 0.02 |
Virtually no predictability
Inverse Mid Cap Strategy has virtually no predictability. Overlapping area represents the amount of predictability between Inverse Mid-cap time series from 1st of November 2024 to 16th of December 2024 and 16th of December 2024 to 30th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Inverse Mid Cap price movement. The serial correlation of 0.02 indicates that only 2.0% of current Inverse Mid-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 1.95 |
Inverse Mid Cap lagged returns against current returns
Autocorrelation, which is Inverse Mid-cap mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Inverse Mid-cap's mutual fund expected returns. We can calculate the autocorrelation of Inverse Mid-cap returns to help us make a trade decision. For example, suppose you find that Inverse Mid-cap has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Inverse Mid-cap regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Inverse Mid-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inverse Mid-cap mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inverse Mid-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Inverse Mid-cap Lagged Returns
When evaluating Inverse Mid-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inverse Mid-cap mutual fund have on its future price. Inverse Mid-cap autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Inverse Mid-cap autocorrelation shows the relationship between Inverse Mid-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Inverse Mid Cap Strategy.
Regressed Prices |
| Timeline |
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 Inverse Mutual Fund
Inverse Mid-cap financial ratios help investors to determine whether Inverse 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 Inverse with respect to the benefits of owning Inverse Mid-cap security.
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