Shenkman Short Duration Fund Key Fundamental Indicators
| SCFIX Fund | USD 9.89 0.01 0.10% |
As of the 16th of February 2026, Shenkman Short has the Risk Adjusted Performance of 0.114, downside deviation of 0.1437, and Standard Deviation of 0.0782. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Shenkman Short Duration, as well as the relationship between them.
Shenkman Short'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 Shenkman Short's valuation are provided below:Shenkman Short Duration 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. Shenkman |
Shenkman Short '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 Shenkman Short'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 Shenkman Short.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Shenkman Short on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Shenkman Short Duration or generate 0.0% return on investment in Shenkman Short over 90 days. Shenkman Short is related to or competes with Touchstone International, Qs International, Fisher Investments, Calamos Global, Balanced Fund, Gmo Global, and Small Cap. Under normal market conditions, the fund will invest at least 80 percent of its net assets in fixed income securities, b... More
Shenkman Short 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 Shenkman Short'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 Shenkman Short Duration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1437 | |||
| Information Ratio | (0.64) | |||
| Maximum Drawdown | 0.4065 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1026 |
Shenkman Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shenkman Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shenkman Short's standard deviation. In reality, there are many statistical measures that can use Shenkman Short historical prices to predict the future Shenkman Short's volatility.| Risk Adjusted Performance | 0.114 | |||
| Jensen Alpha | 0.0068 | |||
| Total Risk Alpha | 0.0043 | |||
| Sortino Ratio | (0.35) | |||
| Treynor Ratio | 0.186 |
Shenkman Short February 16, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.114 | |||
| Market Risk Adjusted Performance | 0.196 | |||
| Mean Deviation | 0.0582 | |||
| Downside Deviation | 0.1437 | |||
| Coefficient Of Variation | 389.56 | |||
| Standard Deviation | 0.0782 | |||
| Variance | 0.0061 | |||
| Information Ratio | (0.64) | |||
| Jensen Alpha | 0.0068 | |||
| Total Risk Alpha | 0.0043 | |||
| Sortino Ratio | (0.35) | |||
| Treynor Ratio | 0.186 | |||
| Maximum Drawdown | 0.4065 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1026 | |||
| Downside Variance | 0.0206 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.11) | |||
| Skewness | (0.35) | |||
| Kurtosis | 1.11 |
Shenkman Short Duration Backtested Returns
At this stage we consider Shenkman Mutual Fund to be very steady. Shenkman Short Duration owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.34, which indicates the fund had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Shenkman Short Duration, which you can use to evaluate the volatility of the fund. Please validate Shenkman Short's Risk Adjusted Performance of 0.114, standard deviation of 0.0782, and Downside Deviation of 0.1437 to confirm if the risk estimate we provide is consistent with the expected return of 0.0251%. The entity has a beta of 0.0542, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shenkman Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shenkman Short is expected to be smaller as well.
Auto-correlation | 0.32 |
Below average predictability
Shenkman Short Duration has below average predictability. Overlapping area represents the amount of predictability between Shenkman Short time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Shenkman Short Duration price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Shenkman Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Small firms, start-ups, or companies with high growth potential typically do not pay out dividends or distribute a lot of their profits. These companies will have small yield. Alternatively, more established companies, ETFs, and funds that invest in bonds will have higher yields.
| Competition |
In accordance with the recently published financial statements, Shenkman Short Duration has an Annual Yield of 0.057%. This is much higher than that of the Shenkman Funds family and significantly higher than that of the High Yield Bond category. The annual yield for all United States funds is notably lower than that of the firm.
Shenkman Short Duration Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Shenkman Short's current stock value. Our valuation model uses many indicators to compare Shenkman Short value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Shenkman Short competition to find correlations between indicators driving Shenkman Short's intrinsic value. More Info.Shenkman Short Duration is rated top fund in annual yield among similar funds. It also is rated top fund in year to date return among similar funds creating about 3.76 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 Shenkman Short's earnings, one of the primary drivers of an investment's value.Shenkman Annual Yield Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Shenkman Short's direct or indirect competition against its Annual Yield to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Shenkman Short could also be used in its relative valuation, which is a method of valuing Shenkman Short by comparing valuation metrics of similar companies.Shenkman Short is currently under evaluation in annual yield among similar funds.
Shenkman Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Shenkman Short's current stock value. Our valuation model uses many indicators to compare Shenkman Short value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Shenkman Short competition to find correlations between indicators driving Shenkman Short's intrinsic value. More Info.Shenkman Short Duration is rated top fund in annual yield among similar funds. It also is rated top fund in year to date return among similar funds creating about 3.76 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 Shenkman Short's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Shenkman Short
The fund invests most of its assets under management in various types of exotic instruments, with the rest of asset invested in bonds and cash equivalents.Asset allocation divides Shenkman Short'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.
Shenkman Fundamentals
| Total Asset | 1.03 B | ||||
| Annual Yield | 0.06 % | ||||
| Year To Date Return | 0.21 % | ||||
| One Year Return | 6.09 % | ||||
| Three Year Return | 6.78 % | ||||
| Five Year Return | 4.39 % | ||||
| Net Asset | 2.01 B | ||||
| Last Dividend Paid | 0.02 | ||||
| Cash Position Weight | 2.61 % | ||||
| Bond Positions Weight | 10.31 % |
About Shenkman Short Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Shenkman Short Duration's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Shenkman Short using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Shenkman Short Duration 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.Under normal market conditions, the fund will invest at least 80 percent of its net assets in fixed income securities, bank loans and other instruments issued by companies that are rated below investment grade. It generally invests in high yield instruments rated CCC or better by SP or Moodys, but retains the discretion to invest in even lower rated instruments. The fixed income securities, bank loans and other instruments in which the fund invests include traditional corporate bonds, U.S. government obligations and bank loans to corporate borrowers, and may have fixed, floating or variable rates.
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 Shenkman Mutual Fund
Shenkman Short financial ratios help investors to determine whether Shenkman 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 Shenkman with respect to the benefits of owning Shenkman Short security.
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