Salient Alternative Beta Fund Market Value
| SABAX Fund | USD 12.18 0.15 1.22% |
| Symbol | Salient |
Salient Alternative '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 Salient Alternative'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 Salient Alternative.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Salient Alternative on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Salient Alternative Beta or generate 0.0% return on investment in Salient Alternative over 90 days. Salient Alternative is related to or competes with Massmutual Premier, Blackrock Conservative, Aqr Diversified, Adams Diversified, Jpmorgan Diversified, and Huber Capital. The Portfolios main investment strategy is to invest in other Saratoga Advantage Trust mutual funds andor unaffiliated r... More
Salient Alternative 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 Salient Alternative'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 Salient Alternative Beta upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6496 | |||
| Information Ratio | 0.0649 | |||
| Maximum Drawdown | 10.09 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.1 |
Salient Alternative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Salient Alternative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Salient Alternative's standard deviation. In reality, there are many statistical measures that can use Salient Alternative historical prices to predict the future Salient Alternative's volatility.| Risk Adjusted Performance | 0.1012 | |||
| Jensen Alpha | 0.0903 | |||
| Total Risk Alpha | 0.0483 | |||
| Sortino Ratio | 0.1245 | |||
| Treynor Ratio | 0.1672 |
Salient Alternative February 17, 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 | 0.1012 | |||
| Market Risk Adjusted Performance | 0.1772 | |||
| Mean Deviation | 0.6176 | |||
| Semi Deviation | 0.4104 | |||
| Downside Deviation | 0.6496 | |||
| Coefficient Of Variation | 825.83 | |||
| Standard Deviation | 1.25 | |||
| Variance | 1.55 | |||
| Information Ratio | 0.0649 | |||
| Jensen Alpha | 0.0903 | |||
| Total Risk Alpha | 0.0483 | |||
| Sortino Ratio | 0.1245 | |||
| Treynor Ratio | 0.1672 | |||
| Maximum Drawdown | 10.09 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.1 | |||
| Downside Variance | 0.422 | |||
| Semi Variance | 0.1684 | |||
| Expected Short fall | (0.76) | |||
| Skewness | 5.22 | |||
| Kurtosis | 36.25 |
Salient Alternative Beta Backtested Returns
Salient Alternative appears to be very steady, given 3 months investment horizon. Salient Alternative Beta 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-six technical indicators for Salient Alternative Beta, which you can use to evaluate the volatility of the fund. Please review Salient Alternative's Coefficient Of Variation of 825.83, semi deviation of 0.4104, and Risk Adjusted Performance of 0.1012 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Salient Alternative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Salient Alternative is expected to be smaller as well.
Auto-correlation | -0.07 |
Very weak reverse predictability
Salient Alternative Beta has very weak reverse predictability. Overlapping area represents the amount of predictability between Salient Alternative time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Salient Alternative Beta price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Salient Alternative price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Salient Mutual Fund
Salient Alternative financial ratios help investors to determine whether Salient 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 Salient with respect to the benefits of owning Salient Alternative security.
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