Multifactor Equity Fund Technical Analysis
| RTDAX Fund | USD 12.70 -0.20 -1.55% |
As of the 14th of March 2026, MULTIFACTOR trades at 12.70 per share. Key technical indicators include Mean Deviation of 1.53, risk adjusted performance of 0.1033, and Coefficient Of Variation of 840.66. The technical model evaluates historical price movement, trading volume, and volatility patterns to quantify trend strength. Current values are evaluated relative to sector peers and historical ranges.
MULTIFACTOR Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as MULTIFACTOR, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MULTIFACTORMULTIFACTOR |
What if' Analysis
Running a what-if backtest on Multifactor Equity Fund gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether MULTIFACTOR's historical reward profile was stable enough to support the current thesis.
| 12/14/2025 |
| 03/14/2026 |
If you invested 0.00 in MULTIFACTOR on December 14, 2025 and closed the position today, you would earn 0.00 in total gains. That corresponds to a 0.0% return on investment in MULTIFACTOR overall over 90 days. MULTIFACTOR is related to or competes with BUFFALO HIGH, T ROWE, VICTORY HIGH, FRANKLIN HIGH, NUVEEN HIGH, SHENKMAN SHORT, and AIM TaxExempt. Peer context helps frame relative positioning. The fund has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net... More
MULTIFACTOR Upside and Downside Indicators Overview
Upside and downside indicators for MULTIFACTOR summarize momentum balance and potential range context for the fund. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 0.8043 | |||
| Information Ratio | 0.1246 | |||
| Maximum Drawdown | 51.25 | |||
| Value At Risk | -1.38 | |||
| Potential Upside | 0.8547 |
MULTIFACTOR Market Risk Indicators Overview
Market risk indicators summarize volatility and return dispersion for MULTIFACTOR. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.1033 | |||
| Jensen Alpha | 0.7199 | |||
| Total Risk Alpha | 1.06 | |||
| Sortino Ratio | 0.9483 | |||
| Treynor Ratio | 15.37 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MULTIFACTOR's price to converge to an average value over time is called mean reversion.
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 | 0.1033 | |||
| Market Risk Adjusted Performance | 15.38 | |||
| Mean Deviation | 1.53 | |||
| Downside Deviation | 0.8043 | |||
| Coefficient Of Variation | 840.66 | |||
| Standard Deviation | 6.12 | |||
| Variance | 37.44 | |||
| Information Ratio | 0.1246 | |||
| Jensen Alpha | 0.7199 | |||
| Total Risk Alpha | 1.06 | |||
| Sortino Ratio | 0.9483 | |||
| Treynor Ratio | 15.37 | |||
| Maximum Drawdown | 51.25 | |||
| Value At Risk | -1.38 | |||
| Potential Upside | 0.8547 | |||
| Downside Variance | 0.6469 | |||
| Semi Variance | -0.32 | |||
| Expected Short fall | -2.13 | |||
| Skewness | 7.96 | |||
| Kurtosis | 64.17 |
Multifactor Equity Backtested Returns
MULTIFACTOR appears to exhibit a slightly elevated risk exposure over the selected 3 months investment horizon. It maintains a Sharpe Ratio of 0.13, illustrating dispersion-adjusted performance. We identified twenty-five technical indicators influencing the company's volatility profile. Please review metrics such as risk-adjusted performance of 0.1033, coefficient of variation of 840.66, and mean deviation of 1.53 to confirm whether our risk estimates align with your expectations. The fund has a beta of 0.0467, which means relatively modest fluctuations relative to the market. As returns on the market increase, MULTIFACTOR's returns are expected to increase less than the market. However, during a bear market, the loss from holding MULTIFACTOR is expected to be smaller as well.
Auto-correlation | -0.3 |
Weak reverse predictability
Serial correlation analysis for Multifactor Equity Fund reveals weak reverse predictability across the intervals from 14th of December 2025 to 28th of January 2026 and from 28th of January 2026 to 14th of March 2026. The degree of alignment between past and current intervals shapes expectations about Multifactor Equity's price persistence. At -0.3, nearly 30.0% of current MULTIFACTOR price movement aligns with historical price trajectory. Given that Multifactor Equity Fund has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
MULTIFACTOR technical mutual fund analysis uses price and volume transformations to study behavior. Typical tools include moving averages, relative strength index, regressions, and price correlations.
Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Multifactor Equity volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of MULTIFACTOR focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Trend persistence provides context for directional stability. Certain defensive traits may reduce sensitivity to broader macroeconomic fluctuations.
Unless otherwise specified, data for Multifactor Equity Fund is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardMULTIFACTOR Technical Indicators
A technical review of Multifactor Equity Fund can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1033 | |||
| Market Risk Adjusted Performance | 15.38 | |||
| Mean Deviation | 1.53 | |||
| Downside Deviation | 0.8043 | |||
| Coefficient Of Variation | 840.66 | |||
| Standard Deviation | 6.12 | |||
| Variance | 37.44 | |||
| Information Ratio | 0.1246 | |||
| Jensen Alpha | 0.7199 | |||
| Total Risk Alpha | 1.06 | |||
| Sortino Ratio | 0.9483 | |||
| Treynor Ratio | 15.37 | |||
| Maximum Drawdown | 51.25 | |||
| Value At Risk | -1.38 | |||
| Potential Upside | 0.8547 | |||
| Downside Variance | 0.6469 | |||
| Semi Variance | -0.32 | |||
| Expected Short fall | -2.13 | |||
| Skewness | 7.96 | |||
| Kurtosis | 64.17 |
Multifactor Equity One Year Return
Based on the recorded statements, Multifactor Equity Fund has an One Year Return of 20.9375%. This is 2684.88% lower than that of the Russell family and significantly higher than that of the Large Blend category. The one year return for all United States funds is notably lower than that of the fund.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.March 14, 2026 Daily Trend Indicators
A technical review of Multifactor Equity Fund can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 12.70 | ||
| Day Typical Price | 12.70 | ||
| Price Action Indicator | -0.10 |