Sit Global Dividend Fund Market Value
| GDGSX Fund | USD 32.56 0.13 0.40% |
| Symbol | Sit |
Sit Global '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 Sit Global'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 Sit Global.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Sit Global on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Sit Global Dividend or generate 0.0% return on investment in Sit Global over 90 days. Sit Global is related to or competes with Artisan High, Ab Bond, Ambrus Core, Maryland Tax-free, T Rowe, Ab Bond, and Doubleline Total. The fund invests at least 80 percent of its net assets in dividend-paying common stocks issued by U.S More
Sit Global 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 Sit Global'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 Sit Global Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8684 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.02 |
Sit Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sit Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sit Global's standard deviation. In reality, there are many statistical measures that can use Sit Global historical prices to predict the future Sit Global's volatility.| Risk Adjusted Performance | 0.0532 | |||
| Jensen Alpha | 0.007 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0617 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sit Global'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.
Sit Global January 30, 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 | 0.0532 | |||
| Market Risk Adjusted Performance | 0.0717 | |||
| Mean Deviation | 0.5306 | |||
| Semi Deviation | 0.7524 | |||
| Downside Deviation | 0.8684 | |||
| Coefficient Of Variation | 1355.15 | |||
| Standard Deviation | 0.6994 | |||
| Variance | 0.4892 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.007 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0617 | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.02 | |||
| Downside Variance | 0.7541 | |||
| Semi Variance | 0.566 | |||
| Expected Short fall | (0.50) | |||
| Skewness | (0.71) | |||
| Kurtosis | 0.8385 |
Sit Global Dividend Backtested Returns
At this stage we consider Sit Mutual Fund to be very steady. Sit Global Dividend owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.075, which indicates the fund had a 0.075 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sit Global Dividend, which you can use to evaluate the volatility of the fund. Please validate Sit Global's Coefficient Of Variation of 1355.15, risk adjusted performance of 0.0532, and Semi Deviation of 0.7524 to confirm if the risk estimate we provide is consistent with the expected return of 0.0535%. The entity has a beta of 0.67, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sit Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sit Global is expected to be smaller as well.
Auto-correlation | 0.36 |
Below average predictability
Sit Global Dividend has below average predictability. Overlapping area represents the amount of predictability between Sit Global time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 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 Sit Global Dividend price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Sit Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
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Other Information on Investing in Sit Mutual Fund
Sit Global financial ratios help investors to determine whether Sit 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 Sit with respect to the benefits of owning Sit Global security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |