Clearbridge Small Cap Fund Market Value
| SASMX Fund | USD 33.31 0.15 0.45% |
| Symbol | Clearbridge |
Clearbridge 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 Clearbridge 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 Clearbridge Small.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Clearbridge Small on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Clearbridge Small Cap or generate 0.0% return on investment in Clearbridge Small over 90 days. Clearbridge Small is related to or competes with Firsthand Alternative, Icon Natural, Jennison Natural, Energy Fund, Oil Gas, and New Alternatives. The fund normally invests at least 80 percent of its assets in equity securities of companies with small market capitali... More
Clearbridge 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 Clearbridge 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 Clearbridge Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.1232 | |||
| Maximum Drawdown | 29.32 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 2.08 |
Clearbridge Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clearbridge Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clearbridge Small's standard deviation. In reality, there are many statistical measures that can use Clearbridge Small historical prices to predict the future Clearbridge Small's volatility.| Risk Adjusted Performance | 0.1193 | |||
| Jensen Alpha | 0.3521 | |||
| Total Risk Alpha | 0.1783 | |||
| Sortino Ratio | 0.3333 | |||
| Treynor Ratio | 0.2356 |
Clearbridge Small February 21, 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 | 0.1193 | |||
| Market Risk Adjusted Performance | 0.2456 | |||
| Mean Deviation | 1.46 | |||
| Semi Deviation | 0.8321 | |||
| Downside Deviation | 1.3 | |||
| Coefficient Of Variation | 684.03 | |||
| Standard Deviation | 3.51 | |||
| Variance | 12.29 | |||
| Information Ratio | 0.1232 | |||
| Jensen Alpha | 0.3521 | |||
| Total Risk Alpha | 0.1783 | |||
| Sortino Ratio | 0.3333 | |||
| Treynor Ratio | 0.2356 | |||
| Maximum Drawdown | 29.32 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 2.08 | |||
| Downside Variance | 1.68 | |||
| Semi Variance | 0.6923 | |||
| Expected Short fall | (1.86) | |||
| Skewness | 6.5 | |||
| Kurtosis | 48.76 |
Clearbridge Small Cap Backtested Returns
Clearbridge Small appears to be not too volatile, given 3 months investment horizon. Clearbridge Small Cap secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16 % return per unit of standard deviation over the last 3 months. By analyzing Clearbridge Small's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please makes use of Clearbridge Small's mean deviation of 1.46, and Risk Adjusted Performance of 0.1193 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 2.13, which signifies 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, Clearbridge Small will likely underperform.
Auto-correlation | -0.43 |
Modest reverse predictability
Clearbridge Small Cap has modest reverse predictability. Overlapping area represents the amount of predictability between Clearbridge Small time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 Clearbridge Small Cap price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Clearbridge Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
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 Clearbridge Mutual Fund
Clearbridge Small financial ratios help investors to determine whether Clearbridge 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 Clearbridge with respect to the benefits of owning Clearbridge Small security.
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