Icm Small Pany Fund Market Value
| ICSCX Fund | USD 32.92 0.34 1.04% |
| Symbol | Icm |
Icm Small '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 Icm Small'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 Icm Small.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Icm Small on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Icm Small Pany or generate 0.0% return on investment in Icm Small over 90 days. Icm Small is related to or competes with William Blair, William Blair, Small Cap, Queens Road, Blackrock Small/mid, Heartland Value, and Prudential Balanced. Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities of small cap... More
Icm Small 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 Icm Small'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 Icm Small Pany upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8641 | |||
| Information Ratio | 0.1795 | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.14 |
Icm Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Icm Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Icm Small's standard deviation. In reality, there are many statistical measures that can use Icm Small historical prices to predict the future Icm Small's volatility.| Risk Adjusted Performance | 0.1872 | |||
| Jensen Alpha | 0.2119 | |||
| Total Risk Alpha | 0.1673 | |||
| Sortino Ratio | 0.2059 | |||
| Treynor Ratio | 1.04 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Icm Small'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.
Icm Small February 18, 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 | 0.1872 | |||
| Market Risk Adjusted Performance | 1.05 | |||
| Mean Deviation | 0.7339 | |||
| Semi Deviation | 0.5388 | |||
| Downside Deviation | 0.8641 | |||
| Coefficient Of Variation | 429.09 | |||
| Standard Deviation | 0.9911 | |||
| Variance | 0.9823 | |||
| Information Ratio | 0.1795 | |||
| Jensen Alpha | 0.2119 | |||
| Total Risk Alpha | 0.1673 | |||
| Sortino Ratio | 0.2059 | |||
| Treynor Ratio | 1.04 | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.14 | |||
| Downside Variance | 0.7466 | |||
| Semi Variance | 0.2903 | |||
| Expected Short fall | (0.88) | |||
| Skewness | 0.2687 | |||
| Kurtosis | 0.7256 |
Icm Small Pany Backtested Returns
Icm Small appears to be very steady, given 3 months investment horizon. Icm Small Pany holds Efficiency (Sharpe) Ratio of 0.34, which attests that the entity had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Icm Small Pany, which you can use to evaluate the volatility of the entity. Please utilize Icm Small's Downside Deviation of 0.8641, market risk adjusted performance of 1.05, and Risk Adjusted Performance of 0.1872 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Icm Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Icm Small is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Icm Small Pany has very good predictability. Overlapping area represents the amount of predictability between Icm Small time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Icm Small Pany price movement. The serial correlation of 0.81 indicates that around 81.0% of current Icm Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
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 Icm Mutual Fund
Icm Small financial ratios help investors to determine whether Icm 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 Icm with respect to the benefits of owning Icm Small security.
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