Smallcap World Fund Market Value
| CSPCX Fund | USD 62.22 0.99 1.57% |
| Symbol | Smallcap |
Smallcap World '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 Smallcap World'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 Smallcap World.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Smallcap World on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Smallcap World Fund or generate 0.0% return on investment in Smallcap World over 90 days. Smallcap World is related to or competes with Icon Natural, Energy Fund, Invesco Energy, Firsthand Alternative, and Franklin Natural. Normally the fund invests at least 80 percent of its net assets in growth-oriented common stocks and other equity-type s... More
Smallcap World 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 Smallcap World'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 Smallcap World Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7962 | |||
| Information Ratio | 0.1241 | |||
| Maximum Drawdown | 7.89 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.46 |
Smallcap World Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smallcap World's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smallcap World's standard deviation. In reality, there are many statistical measures that can use Smallcap World historical prices to predict the future Smallcap World's volatility.| Risk Adjusted Performance | 0.13 | |||
| Jensen Alpha | 0.1451 | |||
| Total Risk Alpha | 0.1169 | |||
| Sortino Ratio | 0.1799 | |||
| Treynor Ratio | 0.1968 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Smallcap World's 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.
Smallcap World February 3, 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 | 0.13 | |||
| Market Risk Adjusted Performance | 0.2068 | |||
| Mean Deviation | 0.7914 | |||
| Semi Deviation | 0.5349 | |||
| Downside Deviation | 0.7962 | |||
| Coefficient Of Variation | 580.18 | |||
| Standard Deviation | 1.15 | |||
| Variance | 1.33 | |||
| Information Ratio | 0.1241 | |||
| Jensen Alpha | 0.1451 | |||
| Total Risk Alpha | 0.1169 | |||
| Sortino Ratio | 0.1799 | |||
| Treynor Ratio | 0.1968 | |||
| Maximum Drawdown | 7.89 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.46 | |||
| Downside Variance | 0.634 | |||
| Semi Variance | 0.2861 | |||
| Expected Short fall | (0.96) | |||
| Skewness | 2.4 | |||
| Kurtosis | 12.14 |
Smallcap World Backtested Returns
At this stage we consider Smallcap Mutual Fund to be very steady. Smallcap World owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Smallcap World Fund, which you can use to evaluate the volatility of the fund. Please validate Smallcap World's Semi Deviation of 0.5349, coefficient of variation of 580.18, and Risk Adjusted Performance of 0.13 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The entity has a beta of 0.96, which indicates possible diversification benefits within a given portfolio. Smallcap World returns are very sensitive to returns on the market. As the market goes up or down, Smallcap World is expected to follow.
Auto-correlation | 0.51 |
Modest predictability
Smallcap World Fund has modest predictability. Overlapping area represents the amount of predictability between Smallcap World time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Smallcap World price movement. The serial correlation of 0.51 indicates that about 51.0% of current Smallcap World price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.14 |
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 Smallcap Mutual Fund
Smallcap World financial ratios help investors to determine whether Smallcap 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 Smallcap with respect to the benefits of owning Smallcap World security.
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets |