High Yield Strategy Fund Market Value
| RYHDX Fund | USD 119.90 0.12 0.10% |
| Symbol | High |
High Yield '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 High Yield'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 High Yield.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in High Yield on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding High Yield Strategy or generate 0.0% return on investment in High Yield over 180 days. High Yield is related to or competes with High Yield, MFS High, Crm All, Mid Cap, Tidal Trust, Dow Jones, and Ontrack E. The investment seeks to provide investment results that correlate, before fees and expenses, to the performance of the h... More
High Yield 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 High Yield'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 High Yield Strategy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 9.26 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.3856 |
High Yield Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for High Yield's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as High Yield's standard deviation. In reality, there are many statistical measures that can use High Yield historical prices to predict the future High Yield's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (1.75) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of High Yield'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.
High Yield Strategy Backtested Returns
High Yield Strategy holds Efficiency (Sharpe) Ratio of -0.1, which attests that the entity had a -0.1 % return per unit of risk over the last 3 months. High Yield Strategy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out High Yield's Risk Adjusted Performance of (0.07), market risk adjusted performance of (1.74), and Standard Deviation of 1.11 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.0689, which attests to not very significant fluctuations relative to the market. As returns on the market increase, High Yield's returns are expected to increase less than the market. However, during the bear market, the loss of holding High Yield is expected to be smaller as well.
Auto-correlation | -0.43 |
Modest reverse predictability
High Yield Strategy has modest reverse predictability. Overlapping area represents the amount of predictability between High Yield time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 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 High Yield Strategy price movement. The serial correlation of -0.43 indicates that just about 43.0% of current High Yield price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 12.05 |
High Yield Strategy lagged returns against current returns
Autocorrelation, which is High Yield 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 High Yield's mutual fund expected returns. We can calculate the autocorrelation of High Yield returns to help us make a trade decision. For example, suppose you find that High Yield 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 |
High Yield 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 High Yield mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if High Yield mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in High Yield mutual fund over time.
Current vs Lagged Prices |
| Timeline |
High Yield Lagged Returns
When evaluating High Yield's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of High Yield mutual fund have on its future price. High Yield 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, High Yield autocorrelation shows the relationship between High Yield mutual fund current value and its past values and can show if there is a momentum factor associated with investing in High Yield 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 High Mutual Fund
High Yield financial ratios help investors to determine whether High 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 High with respect to the benefits of owning High Yield security.
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