Inverse Nasdaq 100 Strategy Fund Market Value
| RYAIX Fund | USD 118.69 1.02 0.87% |
| Symbol | Inverse |
Inverse Nasdaq '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 Nasdaq'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 Nasdaq.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Inverse Nasdaq on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Inverse Nasdaq 100 Strategy or generate 0.0% return on investment in Inverse Nasdaq over 30 days. Inverse Nasdaq is related to or competes with Cb Large, Morningstar Unconstrained, Blackrock Advantage, Qs Large, Income Fund, Fidelity Large, and Jhancock Disciplined. The fund will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in financial in... More
Inverse Nasdaq 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 Nasdaq'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 Nasdaq 100 Strategy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.16 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.05 |
Inverse Nasdaq Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inverse Nasdaq's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inverse Nasdaq's standard deviation. In reality, there are many statistical measures that can use Inverse Nasdaq historical prices to predict the future Inverse Nasdaq's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.224 |
Inverse Nasdaq 100 Backtested Returns
At this stage we consider Inverse Mutual Fund to be very steady. Inverse Nasdaq 100 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-one technical indicators for Inverse Nasdaq 100, which you can use to evaluate the volatility of the entity. Please check out Inverse Nasdaq's Risk Adjusted Performance of (0.01), standard deviation of 1.12, and Market Risk Adjusted Performance of 0.234 to validate if the risk estimate we provide is consistent with the expected return of 8.0E-4%. The fund retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Inverse Nasdaq are expected to decrease at a much lower rate. During the bear market, Inverse Nasdaq is likely to outperform the market.
Auto-correlation | 0.82 |
Very good predictability
Inverse Nasdaq 100 Strategy has very good predictability. Overlapping area represents the amount of predictability between Inverse Nasdaq time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd 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 Inverse Nasdaq 100 price movement. The serial correlation of 0.82 indicates that around 82.0% of current Inverse Nasdaq price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Inverse Nasdaq 100 lagged returns against current returns
Autocorrelation, which is Inverse Nasdaq 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 Nasdaq's mutual fund expected returns. We can calculate the autocorrelation of Inverse Nasdaq returns to help us make a trade decision. For example, suppose you find that Inverse Nasdaq 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 Nasdaq 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 Nasdaq mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inverse Nasdaq 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 Nasdaq mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Inverse Nasdaq Lagged Returns
When evaluating Inverse Nasdaq's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inverse Nasdaq mutual fund have on its future price. Inverse Nasdaq 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 Nasdaq autocorrelation shows the relationship between Inverse Nasdaq mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Inverse Nasdaq 100 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.| JBL | Jabil Circuit | |
| MRK | Merck Company | |
| AMGN | Amgen Inc |
Other Information on Investing in Inverse Mutual Fund
Inverse Nasdaq 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 Nasdaq security.
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