Rare Global Infrastructure Fund Market Value
| RGAVX Fund | USD 14.47 0.11 0.77% |
| Symbol | Rare |
Rare Global '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 Rare Global'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 Rare Global.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Rare Global on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Rare Global Infrastructure or generate 0.0% return on investment in Rare Global over 90 days. Rare Global is related to or competes with Clearbridge Aggressive, Clearbridge Small, Qs International, Clearbridge Appreciation, Legg Mason, Western Asset, and Western Asset. The fund invests at least 80 percent of its net assets, plus the amount of borrowings for investment purposes, if any, i... More
Rare Global 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 Rare Global'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 Rare Global Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6101 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 2.93 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.2 |
Rare Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rare Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rare Global's standard deviation. In reality, there are many statistical measures that can use Rare Global historical prices to predict the future Rare Global's volatility.| Risk Adjusted Performance | 0.1829 | |||
| Jensen Alpha | 0.0996 | |||
| Total Risk Alpha | 0.0292 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.771 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rare Global'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.
Rare Global Infrastr Backtested Returns
At this stage we consider Rare Mutual Fund to be very steady. Rare Global Infrastr maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Rare Global Infrastr, which you can use to evaluate the volatility of the fund. Please check Rare Global's Semi Deviation of 0.4105, coefficient of variation of 498.51, and Risk Adjusted Performance of 0.1829 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The fund holds a Beta of 0.16, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rare Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rare Global is expected to be smaller as well.
Auto-correlation | 0.46 |
Average predictability
Rare Global Infrastructure has average predictability. Overlapping area represents the amount of predictability between Rare Global time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 Rare Global Infrastr price movement. The serial correlation of 0.46 indicates that about 46.0% of current Rare Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Rare Global Infrastr lagged returns against current returns
Autocorrelation, which is Rare Global 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 Rare Global's mutual fund expected returns. We can calculate the autocorrelation of Rare Global returns to help us make a trade decision. For example, suppose you find that Rare Global 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 |
Rare Global 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 Rare Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rare Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rare Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rare Global Lagged Returns
When evaluating Rare Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rare Global mutual fund have on its future price. Rare Global 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, Rare Global autocorrelation shows the relationship between Rare Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rare Global Infrastructure.
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 Rare Mutual Fund
Rare Global financial ratios help investors to determine whether Rare 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 Rare with respect to the benefits of owning Rare Global security.
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