Rbb Fund Trust Fund Market Value
| PEIEX Fund | 10.89 0.03 0.28% |
| Symbol | Rbb |
Rbb 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 Rbb 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 Rbb Fund.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Rbb Fund on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Rbb Fund Trust or generate 0.0% return on investment in Rbb Fund over 90 days. Rbb Fund is related to or competes with Calvert High, Aam Select, Locorr Hedged, Mfs Total, Lord Abbett, Growth Fund, and Causeway International. The Adviser seeks to achieve the funds investment objective primarily by investing in exchange-traded futures, including... More
Rbb 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 Rbb 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 Rbb Fund Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.0955 | |||
| Maximum Drawdown | 16.75 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.49 |
Rbb Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rbb Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rbb Fund's standard deviation. In reality, there are many statistical measures that can use Rbb Fund historical prices to predict the future Rbb Fund's volatility.| Risk Adjusted Performance | 0.1131 | |||
| Jensen Alpha | 0.2 | |||
| Total Risk Alpha | 0.0993 | |||
| Sortino Ratio | 0.1755 | |||
| Treynor Ratio | 0.382 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rbb 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.
Rbb Fund February 14, 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 | 0.1131 | |||
| Market Risk Adjusted Performance | 0.392 | |||
| Mean Deviation | 0.8468 | |||
| Semi Deviation | 0.649 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 750.99 | |||
| Standard Deviation | 1.86 | |||
| Variance | 3.45 | |||
| Information Ratio | 0.0955 | |||
| Jensen Alpha | 0.2 | |||
| Total Risk Alpha | 0.0993 | |||
| Sortino Ratio | 0.1755 | |||
| Treynor Ratio | 0.382 | |||
| Maximum Drawdown | 16.75 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.49 | |||
| Downside Variance | 1.02 | |||
| Semi Variance | 0.4212 | |||
| Expected Short fall | (1.05) | |||
| Skewness | 5.54 | |||
| Kurtosis | 40.14 |
Rbb Fund Trust Backtested Returns
Rbb Fund appears to be not too volatile, given 3 months investment horizon. Rbb Fund Trust maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Rbb Fund Trust, which you can use to evaluate the volatility of the fund. Please evaluate Rbb Fund's Coefficient Of Variation of 750.99, semi deviation of 0.649, and Risk Adjusted Performance of 0.1131 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.62, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rbb Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rbb Fund is expected to be smaller as well.
Auto-correlation | -0.41 |
Modest reverse predictability
Rbb Fund Trust has modest reverse predictability. Overlapping area represents the amount of predictability between Rbb Fund time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 Rbb Fund Trust price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Rbb Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 Rbb Mutual Fund
Rbb Fund financial ratios help investors to determine whether Rbb 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 Rbb with respect to the benefits of owning Rbb Fund security.
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