Royce Total Return Fund Market Value
| RYTCX Fund | USD 7.82 0.03 0.38% |
| Symbol | Royce |
Royce Total '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 Royce Total'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 Royce Total.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Royce Total on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Royce Total Return or generate 0.0% return on investment in Royce Total over 90 days. Royce Total is related to or competes with Prudential Jennison, Davis Financial, Financials Ultrasector, Vanguard Financials, John Hancock, and Icon Financial. Normally, the fund invests at least 65 percent of its net assets in dividend-paying equity securities More
Royce Total 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 Royce Total'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 Royce Total Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8384 | |||
| Information Ratio | 0.1608 | |||
| Maximum Drawdown | 16.42 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 2.42 |
Royce Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royce Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royce Total's standard deviation. In reality, there are many statistical measures that can use Royce Total historical prices to predict the future Royce Total's volatility.| Risk Adjusted Performance | 0.1534 | |||
| Jensen Alpha | 0.3831 | |||
| Total Risk Alpha | 0.2377 | |||
| Sortino Ratio | 0.3886 | |||
| Treynor Ratio | (5.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Royce Total'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.
Royce Total February 20, 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 | 0.1534 | |||
| Market Risk Adjusted Performance | (5.42) | |||
| Mean Deviation | 1.03 | |||
| Semi Deviation | 0.2523 | |||
| Downside Deviation | 0.8384 | |||
| Coefficient Of Variation | 520.5 | |||
| Standard Deviation | 2.03 | |||
| Variance | 4.11 | |||
| Information Ratio | 0.1608 | |||
| Jensen Alpha | 0.3831 | |||
| Total Risk Alpha | 0.2377 | |||
| Sortino Ratio | 0.3886 | |||
| Treynor Ratio | (5.43) | |||
| Maximum Drawdown | 16.42 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 2.42 | |||
| Downside Variance | 0.703 | |||
| Semi Variance | 0.0636 | |||
| Expected Short fall | (1.44) | |||
| Skewness | 5.2 | |||
| Kurtosis | 35.31 |
Royce Total Return Backtested Returns
Royce Total appears to be somewhat reliable, given 3 months investment horizon. Royce Total Return maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the entity had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Royce Total Return, which you can use to evaluate the volatility of the fund. Please evaluate Royce Total's Coefficient Of Variation of 520.5, risk adjusted performance of 0.1534, and Semi Deviation of 0.2523 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.0699, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Royce Total are expected to decrease at a much lower rate. During the bear market, Royce Total is likely to outperform the market.
Auto-correlation | 0.47 |
Average predictability
Royce Total Return has average predictability. Overlapping area represents the amount of predictability between Royce Total time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 Royce Total Return price movement. The serial correlation of 0.47 indicates that about 47.0% of current Royce Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Royce Mutual Fund
Royce Total financial ratios help investors to determine whether Royce 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 Royce with respect to the benefits of owning Royce Total security.
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