Smallcap Fund Fka Fund Market Value
| PLLAX Fund | USD 29.28 0.23 0.78% |
| Symbol | Smallcap |
Smallcap Fund '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 Fund'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 Fund.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Smallcap Fund on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Smallcap Fund Fka or generate 0.0% return on investment in Smallcap Fund over 90 days. Smallcap Fund is related to or competes with Ab Select, Materials Portfolio, and Volumetric Fund. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Smallcap Fund 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 Fund'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 Fund Fka upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.115 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.81 |
Smallcap Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smallcap Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smallcap Fund's standard deviation. In reality, there are many statistical measures that can use Smallcap Fund historical prices to predict the future Smallcap Fund's volatility.| Risk Adjusted Performance | 0.1238 | |||
| Jensen Alpha | 0.177 | |||
| Total Risk Alpha | 0.1058 | |||
| Sortino Ratio | 0.1317 | |||
| Treynor Ratio | 0.6272 |
Smallcap Fund January 31, 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 | 0.1238 | |||
| Market Risk Adjusted Performance | 0.6372 | |||
| Mean Deviation | 0.8426 | |||
| Semi Deviation | 0.7877 | |||
| Downside Deviation | 1.07 | |||
| Coefficient Of Variation | 606.69 | |||
| Standard Deviation | 1.23 | |||
| Variance | 1.51 | |||
| Information Ratio | 0.115 | |||
| Jensen Alpha | 0.177 | |||
| Total Risk Alpha | 0.1058 | |||
| Sortino Ratio | 0.1317 | |||
| Treynor Ratio | 0.6272 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.81 | |||
| Downside Variance | 1.15 | |||
| Semi Variance | 0.6205 | |||
| Expected Short fall | (0.94) | |||
| Skewness | 1.49 | |||
| Kurtosis | 7.77 |
Smallcap Fund Fka Backtested Returns
Smallcap Fund appears to be somewhat reliable, given 3 months investment horizon. Smallcap Fund Fka owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Smallcap Fund Fka, which you can use to evaluate the volatility of the fund. Please review Smallcap Fund's Semi Deviation of 0.7877, risk adjusted performance of 0.1238, and Coefficient Of Variation of 606.69 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Smallcap Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Smallcap Fund is expected to be smaller as well.
Auto-correlation | 0.73 |
Good predictability
Smallcap Fund Fka has good predictability. Overlapping area represents the amount of predictability between Smallcap Fund time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Smallcap Fund Fka price movement. The serial correlation of 0.73 indicates that around 73.0% of current Smallcap Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
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 Fund 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 Fund security.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing |