Smallcap Sp 600 Fund Market Value
| PSPIX Fund | USD 26.24 0.19 0.72% |
| Symbol | Smallcap |
Smallcap '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'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.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Smallcap on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Smallcap Sp 600 or generate 0.0% return on investment in Smallcap over 90 days. Smallcap is related to or competes with Angel Oak, Ultra-short Fixed, Locorr Long/short, Siit Ultra, Goldman Sachs, and Barings Active. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Smallcap 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'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 Sp 600 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9579 | |||
| Information Ratio | 0.1505 | |||
| Maximum Drawdown | 12.29 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 2.59 |
Smallcap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smallcap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smallcap's standard deviation. In reality, there are many statistical measures that can use Smallcap historical prices to predict the future Smallcap's volatility.| Risk Adjusted Performance | 0.1388 | |||
| Jensen Alpha | 0.2458 | |||
| Total Risk Alpha | 0.2097 | |||
| Sortino Ratio | 0.2642 | |||
| Treynor Ratio | 0.2384 |
Smallcap February 6, 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 | 0.1388 | |||
| Market Risk Adjusted Performance | 0.2484 | |||
| Mean Deviation | 1.02 | |||
| Semi Deviation | 0.6547 | |||
| Downside Deviation | 0.9579 | |||
| Coefficient Of Variation | 564.06 | |||
| Standard Deviation | 1.68 | |||
| Variance | 2.83 | |||
| Information Ratio | 0.1505 | |||
| Jensen Alpha | 0.2458 | |||
| Total Risk Alpha | 0.2097 | |||
| Sortino Ratio | 0.2642 | |||
| Treynor Ratio | 0.2384 | |||
| Maximum Drawdown | 12.29 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 2.59 | |||
| Downside Variance | 0.9175 | |||
| Semi Variance | 0.4286 | |||
| Expected Short fall | (1.32) | |||
| Skewness | 3.5 | |||
| Kurtosis | 20.25 |
Smallcap Sp 600 Backtested Returns
Smallcap appears to be very steady, given 3 months investment horizon. Smallcap Sp 600 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-six technical indicators for Smallcap Sp 600, which you can use to evaluate the volatility of the fund. Please review Smallcap's Semi Deviation of 0.6547, risk adjusted performance of 0.1388, and Coefficient Of Variation of 564.06 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.21, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Smallcap will likely underperform.
Auto-correlation | 0.65 |
Good predictability
Smallcap Sp 600 has good predictability. Overlapping area represents the amount of predictability between Smallcap time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Sp 600 price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Smallcap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
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 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 security.
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