Retailing Fund Class Fund Market Value
| RYRCX Fund | USD 44.40 0.32 0.72% |
| Symbol | Retailing |
Retailing Fund '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 Retailing Fund'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 Retailing Fund.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in Retailing Fund on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Retailing Fund Class or generate 0.0% return on investment in Retailing Fund over 30 days. Retailing Fund is related to or competes with Prudential Core, Victory Diversified, Aqr Diversified, Manning Napier, Wilmington Diversified, Federated Hermes, and Wells Fargo. Under normal circumstances, the fund invests substantially all of its net assets in equity securities of Retailing Compa... More
Retailing Fund 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 Retailing Fund'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 Retailing Fund Class upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.55 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.3 |
Retailing Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Retailing Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Retailing Fund's standard deviation. In reality, there are many statistical measures that can use Retailing Fund historical prices to predict the future Retailing Fund's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Retailing Fund'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.
Retailing Fund Class Backtested Returns
Retailing Fund Class maintains Sharpe Ratio (i.e., Efficiency) of -0.0338, which implies the entity had a -0.0338 % return per unit of risk over the last 3 months. Retailing Fund Class exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Retailing Fund's Variance of 0.9894, coefficient of variation of (2,958), and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The fund holds a Beta of 0.0908, which implies not very significant fluctuations relative to the market. As returns on the market increase, Retailing Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Retailing Fund is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
Retailing Fund Class has weak predictability. Overlapping area represents the amount of predictability between Retailing Fund time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st 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 Retailing Fund Class price movement. The serial correlation of 0.24 indicates that over 24.0% of current Retailing Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Retailing Fund Class lagged returns against current returns
Autocorrelation, which is Retailing Fund 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 Retailing Fund's mutual fund expected returns. We can calculate the autocorrelation of Retailing Fund returns to help us make a trade decision. For example, suppose you find that Retailing Fund 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 |
Retailing Fund 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 Retailing Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Retailing Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Retailing Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Retailing Fund Lagged Returns
When evaluating Retailing Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Retailing Fund mutual fund have on its future price. Retailing Fund 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, Retailing Fund autocorrelation shows the relationship between Retailing Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Retailing Fund Class.
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 Retailing Mutual Fund
Retailing Fund financial ratios help investors to determine whether Retailing 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 Retailing with respect to the benefits of owning Retailing Fund security.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |