Tax Managed Mid Small Fund Technical Analysis
| RTOUX Fund | USD 43.97 0.15 0.34% |
As of the 20th of March, TAX-MANAGED trades around 43.97 per share. Indicator dispersion currently includes Coefficient Of Variation of -8,283, risk adjusted performance of -0.01, and Variance of 1.01. The evaluation incorporates historical dispersion and relative strength measures. Normalized comparisons highlight positioning versus competitors.
TAX-MANAGED Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as TAX-MANAGED, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to TAX-MANAGEDTAX-MANAGED |
What if' Analysis
What-if analysis for Tax Managed Mid Small is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. The real value is perspective: it shows whether the thesis would have remained investable across different historical windows or depended too heavily on one favorable stretch.
| 12/20/2025 |
| 03/20/2026 |
Placing 0.00 into TAX-MANAGED on December 20, 2025 with a hold through today would record 0.00 in cumulative gains. In total, that is a 0.0% total return in TAX-MANAGED for the period across 90 days. Values are drawn from observed market activity across periods. The competitive set for TAX-MANAGED includes T ROWE, GMO Global, Morgan Stanley, Kinetics Global, Artisan Global, and RBB Fund. Relative positioning is informed by peer group composition. 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 Upside and Downside Indicators Snapshot
Directional momentum for TAX-MANAGED is captured through indicators that track upside and downside price ranges. This context describes price behavior relative to short-term momentum benchmarks.
| Information Ratio | 0.0625 | |||
| Maximum Drawdown | 5.35 | |||
| Value At Risk | -1.74 | |||
| Potential Upside | 1.33 |
TAX-MANAGED Market Risk Indicators Snapshot
These indicators track TAX-MANAGED's volatility and return range dynamics. The indicators highlight how volatility has behaved across recent periods. The data captures price, volume, and timing inputs from exchange activity. The content reflects structured data inputs rather than subjective analysis.| Risk Adjusted Performance | -0.01 | |||
| Jensen Alpha | 0.0733 | |||
| Total Risk Alpha | 0.0854 | |||
| Treynor Ratio | -0.02 |
Mean reversion in TAX-MANAGED is distinct from trend following. Where trend followers ride price momentum, mean reversion investors bet that extended moves will reverse once the underlying driver runs out of fuel.
Technical Indicators
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 0.7572 | |||
| Coefficient Of Variation | -8,283 | |||
| Standard Deviation | 1.01 | |||
| Variance | 1.01 | |||
| Information Ratio | 0.0625 | |||
| Jensen Alpha | 0.0733 | |||
| Total Risk Alpha | 0.0854 | |||
| Treynor Ratio | -0.02 | |||
| Maximum Drawdown | 5.35 | |||
| Value At Risk | -1.74 | |||
| Potential Upside | 1.33 | |||
| Skewness | -0.16 | |||
| Kurtosis | 0.6316 |
Tax Managed Mid Backtested Returns
TAX-MANAGED indicates a very low volatility profile under the selected horizon. It exhibits a Sharpe Ratio (Efficiency) of -0.013, indicating negative risk-adjusted returns over the last 3 months. Technical screening detected twenty-one indicators influencing risk dynamics. Please analyze metrics such as Coefficient Of Variation of -8,283, risk-adjusted performance of -0.01, and Variance of 1.01 to confirm variance-based stability. The fund shows a Beta (market volatility) of 1.12, which signifies a somewhat significant risk relative to the market. TAX-MANAGED tracks the broader market closely, rising and falling roughly in step with the benchmark.
Auto-correlation | -0.46 |
Modest reverse predictability
Comparing TAX-MANAGED's price behavior from 20th of December 2025 to 3rd of February 2026 with the period from 3rd of February 2026 to 20th of March 2026 produces modest reverse predictability. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Tax Managed Mid may be projected. The coefficient of -0.46 links about 46.0% of TAX-MANAGED's present price action to its own historical movements. Given that Tax Managed Mid Small has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 1.46 |
Price behavior for TAX-MANAGED is studied within a technical framework. The model references indicators tied to price trends and momentum. This view uses observed price and volume data across periods.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. 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 Tax Managed Mid volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of TAX-MANAGED focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Mean-reversion patterns can emerge after volatility spikes.
Data shown for Tax Managed Mid Small is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsTAX-MANAGED Technical Indicators
Investors following Tax Managed Mid Small often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 0.7572 | |||
| Coefficient Of Variation | -8,283 | |||
| Standard Deviation | 1.01 | |||
| Variance | 1.01 | |||
| Information Ratio | 0.0625 | |||
| Jensen Alpha | 0.0733 | |||
| Total Risk Alpha | 0.0854 | |||
| Treynor Ratio | -0.02 | |||
| Maximum Drawdown | 5.35 | |||
| Value At Risk | -1.74 | |||
| Potential Upside | 1.33 | |||
| Skewness | -0.16 | |||
| Kurtosis | 0.6316 |
Tax Managed Mid One Year Return
Based on the recorded statements, Tax Managed Mid Small has an One Year Return of 17.8396%. This is 2302.42% lower than that of the Russell family and about the same as Small Blend (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
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 20, 2026 Daily Trend Indicators
Investors following Tax Managed Mid Small often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 43.97 | ||
| Day Typical Price | 43.97 | ||
| Price Action Indicator | 0.07 |