Tax Managed International Equity Fund Market Value
| RTIUX Fund | USD 12.87 0.03 0.23% |
| Symbol | Tax-managed |
Tax-managed International '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 Tax-managed International'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 Tax-managed International.
| 02/21/2025 |
| 05/22/2025 |
If you would invest 0.00 in Tax-managed International on February 21, 2025 and sell it all today you would earn a total of 0.00 from holding Tax Managed International Equity or generate 0.0% return on investment in Tax-managed International over 90 days. Tax-managed International is related to or competes with Vanguard Reit, Cohen Steers, Fidelity Real, Nomura Real, Dfa Real, and Real Estate. The fund has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net... More
Tax-managed International 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 Tax-managed International'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 Tax Managed International Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.62 | |||
| Information Ratio | 0.1365 | |||
| Maximum Drawdown | 8.52 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 1.71 |
Tax-managed International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tax-managed International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tax-managed International's standard deviation. In reality, there are many statistical measures that can use Tax-managed International historical prices to predict the future Tax-managed International's volatility.| Risk Adjusted Performance | 0.126 | |||
| Jensen Alpha | 0.0892 | |||
| Total Risk Alpha | 0.1594 | |||
| Sortino Ratio | 0.111 | |||
| Treynor Ratio | (19.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tax-managed International'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.
Tax-managed International Backtested Returns
At this stage we consider Tax-managed Mutual Fund to be very steady. Tax-managed International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0767, which indicates the fund had a 0.0767 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tax Managed International Equity, which you can use to evaluate the volatility of the fund. Please validate Tax-managed International's Coefficient Of Variation of 1322.73, risk adjusted performance of 0.126, and Semi Deviation of 1.38 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. The entity has a beta of -0.0046, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tax-managed International are expected to decrease at a much lower rate. During the bear market, Tax-managed International is likely to outperform the market.
Auto-correlation | -0.25 |
Weak reverse predictability
Tax Managed International Equity has weak reverse predictability. Overlapping area represents the amount of predictability between Tax-managed International time series from 21st of February 2025 to 7th of April 2025 and 7th of April 2025 to 22nd of May 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 Tax-managed International price movement. The serial correlation of -0.25 indicates that over 25.0% of current Tax-managed International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Tax-managed International lagged returns against current returns
Autocorrelation, which is Tax-managed International 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 Tax-managed International's mutual fund expected returns. We can calculate the autocorrelation of Tax-managed International returns to help us make a trade decision. For example, suppose you find that Tax-managed International 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 |
Tax-managed International 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 Tax-managed International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tax-managed International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tax-managed International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tax-managed International Lagged Returns
When evaluating Tax-managed International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tax-managed International mutual fund have on its future price. Tax-managed International 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, Tax-managed International autocorrelation shows the relationship between Tax-managed International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tax Managed International Equity.
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 Tax-managed Mutual Fund
Tax-managed International financial ratios help investors to determine whether Tax-managed 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 Tax-managed with respect to the benefits of owning Tax-managed International security.
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