Russell 2000 Fund Market Value
| RYROX Fund | USD 52.15 0.62 1.20% |
| Symbol | Russell |
Russell 2000 '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 Russell 2000'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 Russell 2000.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Russell 2000 on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Russell 2000 Fund or generate 0.0% return on investment in Russell 2000 over 90 days. Russell 2000 is related to or competes with Basic Materials, Basic Materials, Banking Fund, Basic Materials, Sp Midcap, Basic Materials, and Biotechnology Fund. The fund will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in securities o... More
Russell 2000 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 Russell 2000'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 Russell 2000 Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.0378 | |||
| Maximum Drawdown | 5.62 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.97 |
Russell 2000 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Russell 2000's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Russell 2000's standard deviation. In reality, there are many statistical measures that can use Russell 2000 historical prices to predict the future Russell 2000's volatility.| Risk Adjusted Performance | 0.0806 | |||
| Jensen Alpha | 0.0364 | |||
| Total Risk Alpha | 0.016 | |||
| Sortino Ratio | 0.0376 | |||
| Treynor Ratio | 0.0915 |
Russell 2000 February 15, 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 | 0.0806 | |||
| Market Risk Adjusted Performance | 0.1015 | |||
| Mean Deviation | 0.9339 | |||
| Semi Deviation | 1.04 | |||
| Downside Deviation | 1.21 | |||
| Coefficient Of Variation | 1043.88 | |||
| Standard Deviation | 1.21 | |||
| Variance | 1.46 | |||
| Information Ratio | 0.0378 | |||
| Jensen Alpha | 0.0364 | |||
| Total Risk Alpha | 0.016 | |||
| Sortino Ratio | 0.0376 | |||
| Treynor Ratio | 0.0915 | |||
| Maximum Drawdown | 5.62 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.97 | |||
| Downside Variance | 1.47 | |||
| Semi Variance | 1.09 | |||
| Expected Short fall | (0.99) | |||
| Skewness | 0.1368 | |||
| Kurtosis | 0.3767 |
Russell 2000 Backtested Returns
Russell 2000 appears to be very steady, given 3 months investment horizon. Russell 2000 maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Russell 2000, which you can use to evaluate the volatility of the fund. Please evaluate Russell 2000's Coefficient Of Variation of 1043.88, semi deviation of 1.04, and Risk Adjusted Performance of 0.0806 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 1.15, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Russell 2000 will likely underperform.
Auto-correlation | 0.72 |
Good predictability
Russell 2000 Fund has good predictability. Overlapping area represents the amount of predictability between Russell 2000 time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Russell 2000 price movement. The serial correlation of 0.72 indicates that around 72.0% of current Russell 2000 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.74 |
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 Russell Mutual Fund
Russell 2000 financial ratios help investors to determine whether Russell 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 Russell with respect to the benefits of owning Russell 2000 security.
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