Simt Managed Volatility Fund Market Value
| SUSYX Fund | USD 14.20 0.18 1.28% |
| Symbol | Simt |
Simt Us '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 Simt Us' 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 Simt Us.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Simt Us on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Simt Managed Volatility or generate 0.0% return on investment in Simt Us over 90 days. Simt Us is related to or competes with Victory Trivalent, Mfs Research, The Hartford, Mfs International, and Brown Advisory. The fund will invest at least 80 percent of its net assets in securities of U.S More
Simt Us 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 Simt Us' 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 Simt Managed Volatility upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 13.41 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.04 |
Simt Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Us' standard deviation. In reality, there are many statistical measures that can use Simt Us historical prices to predict the future Simt Us' volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | 0.0046 | |||
| Treynor Ratio | (0.82) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simt Us' 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.
Simt Managed Volatility Backtested Returns
Simt Managed Volatility owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the fund had a -0.12 % return per unit of risk over the last 3 months. Simt Managed Volatility exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Simt Us' Risk Adjusted Performance of (0.1), variance of 3.46, and Coefficient Of Variation of (851.95) to confirm the risk estimate we provide. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simt Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Us is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Simt Managed Volatility has insignificant reverse predictability. Overlapping area represents the amount of predictability between Simt Us time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Simt Managed Volatility price movement. The serial correlation of -0.18 indicates that over 18.0% of current Simt Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Simt Managed Volatility lagged returns against current returns
Autocorrelation, which is Simt Us 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 Simt Us' mutual fund expected returns. We can calculate the autocorrelation of Simt Us returns to help us make a trade decision. For example, suppose you find that Simt Us 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 |
Simt Us 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 Simt Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simt Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simt Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Simt Us Lagged Returns
When evaluating Simt Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simt Us mutual fund have on its future price. Simt Us 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, Simt Us autocorrelation shows the relationship between Simt Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Simt Managed Volatility.
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 Simt Mutual Fund
Simt Us financial ratios help investors to determine whether Simt 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 Simt with respect to the benefits of owning Simt Us security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |