Small Cap Value Fund Net Asset
| ASVGX Fund | USD 9.90 0.06 0.60% |
As of the 12th of February 2026, Small Cap has the Risk Adjusted Performance of 0.1883, coefficient of variation of 434.31, and Semi Deviation of 0.2501. Small Cap technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the fund's future prices.
Small Cap's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Small Cap's valuation are provided below:Small Cap Value does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Small |
Small Cap '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 Small Cap'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 Small Cap.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Small Cap on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Small Cap Value or generate 0.0% return on investment in Small Cap over 90 days. Small Cap is related to or competes with Mid Cap, Equity Growth, Income Growth, Diversified Bond, Emerging Markets, Short Term, and Value Fund. Under normal market conditions, the portfolio managers will invest at least 80 percent of the funds net assets in small ... More
Small Cap 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 Small Cap'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 Small Cap Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8752 | |||
| Information Ratio | 0.1757 | |||
| Maximum Drawdown | 14.65 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 2.66 |
Small Cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Small Cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Small Cap's standard deviation. In reality, there are many statistical measures that can use Small Cap historical prices to predict the future Small Cap's volatility.| Risk Adjusted Performance | 0.1883 | |||
| Jensen Alpha | 0.351 | |||
| Total Risk Alpha | 0.203 | |||
| Sortino Ratio | 0.3803 | |||
| Treynor Ratio | 0.5292 |
Small Cap February 12, 2026 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 | 0.1883 | |||
| Market Risk Adjusted Performance | 0.5392 | |||
| Mean Deviation | 1.04 | |||
| Semi Deviation | 0.2501 | |||
| Downside Deviation | 0.8752 | |||
| Coefficient Of Variation | 434.31 | |||
| Standard Deviation | 1.89 | |||
| Variance | 3.59 | |||
| Information Ratio | 0.1757 | |||
| Jensen Alpha | 0.351 | |||
| Total Risk Alpha | 0.203 | |||
| Sortino Ratio | 0.3803 | |||
| Treynor Ratio | 0.5292 | |||
| Maximum Drawdown | 14.65 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 2.66 | |||
| Downside Variance | 0.766 | |||
| Semi Variance | 0.0626 | |||
| Expected Short fall | (1.38) | |||
| Skewness | 4.36 | |||
| Kurtosis | 27.39 |
Small Cap Value Backtested Returns
Small Cap appears to be not too volatile, given 3 months investment horizon. Small Cap Value owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Small Cap Value, which you can use to evaluate the volatility of the fund. Please review Small Cap's Coefficient Of Variation of 434.31, risk adjusted performance of 0.1883, and Semi Deviation of 0.2501 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.81, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Small Cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Small Cap is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Small Cap Value has very good predictability. Overlapping area represents the amount of predictability between Small Cap time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Small Cap Value price movement. The serial correlation of 0.83 indicates that around 83.0% of current Small Cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Net Asset is the value used in calculating NAV of a fund. NAV (or Net Asset Value) is computed once a day based on the formula that uses closing prices of all positions in the fund's portfolio.
| Competition |
Based on the recorded statements, Small Cap Value has a Net Asset of 1.59 B. This is 10.89% lower than that of the American Century Investments family and significantly higher than that of the Small Value category. The net asset for all United States funds is notably lower than that of the firm.
Small Net Asset Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Small Cap's direct or indirect competition against its Net Asset to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Small Cap could also be used in its relative valuation, which is a method of valuing Small Cap by comparing valuation metrics of similar companies.Small Cap is currently under evaluation in net asset among similar funds.
Small Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Small Cap's current stock value. Our valuation model uses many indicators to compare Small Cap value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Small Cap competition to find correlations between indicators driving Small Cap's intrinsic value. More Info.Small Cap Value is the top fund in annual yield among similar funds. It also is the top fund in year to date return among similar funds creating about 926.43 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Small Cap's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Small Cap
The fund invests 99.14% of asset under management in tradable equity instruments, with the rest of investments concentrated in cash (0.86%) .Asset allocation divides Small Cap's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Small Fundamentals
| Total Asset | 6.27 B | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 11.02 % | ||||
| One Year Return | 3.99 % | ||||
| Three Year Return | 6.14 % | ||||
| Five Year Return | 7.12 % | ||||
| Ten Year Return | 7.32 % | ||||
| Net Asset | 1.59 B | ||||
| Last Dividend Paid | 0.01 | ||||
| Cash Position Weight | 0.86 % | ||||
| Equity Positions Weight | 99.14 % |
About Small Cap Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Small Cap Value's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Small Cap using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Small Cap Value based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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 Small Mutual Fund
Small Cap financial ratios help investors to determine whether Small 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 Small with respect to the benefits of owning Small Cap security.
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