Sa Worldwide Moderate Fund Market Value
| SAWMX Fund | USD 13.34 0.01 0.07% |
| Symbol | SAWMX |
Sa Worldwide '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 Sa Worldwide'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 Sa Worldwide.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Sa Worldwide on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Sa Worldwide Moderate or generate 0.0% return on investment in Sa Worldwide over 90 days. Sa Worldwide is related to or competes with Sa Us, Sa Emerging, Sa International, Sa International, Sa Us, Sa Real, and Sa Fixed. The fund adviser currently expects to invests approximately 70 percent of its assets in equity investments and approxima... More
Sa Worldwide 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 Sa Worldwide'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 Sa Worldwide Moderate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4733 | |||
| Information Ratio | 0.1738 | |||
| Maximum Drawdown | 4.02 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 0.745 |
Sa Worldwide Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sa Worldwide's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sa Worldwide's standard deviation. In reality, there are many statistical measures that can use Sa Worldwide historical prices to predict the future Sa Worldwide's volatility.| Risk Adjusted Performance | 0.2356 | |||
| Jensen Alpha | 0.1344 | |||
| Total Risk Alpha | 0.1163 | |||
| Sortino Ratio | 0.2081 | |||
| Treynor Ratio | 0.3958 |
Sa Worldwide February 14, 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 | 0.2356 | |||
| Market Risk Adjusted Performance | 0.4058 | |||
| Mean Deviation | 0.3828 | |||
| Downside Deviation | 0.4733 | |||
| Coefficient Of Variation | 336.51 | |||
| Standard Deviation | 0.5668 | |||
| Variance | 0.3212 | |||
| Information Ratio | 0.1738 | |||
| Jensen Alpha | 0.1344 | |||
| Total Risk Alpha | 0.1163 | |||
| Sortino Ratio | 0.2081 | |||
| Treynor Ratio | 0.3958 | |||
| Maximum Drawdown | 4.02 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 0.745 | |||
| Downside Variance | 0.224 | |||
| Semi Variance | (0.04) | |||
| Expected Short fall | (0.47) | |||
| Skewness | 2.07 | |||
| Kurtosis | 11.07 |
Sa Worldwide Moderate Backtested Returns
At this stage we consider SAWMX Mutual Fund to be very steady. Sa Worldwide Moderate retains Efficiency (Sharpe Ratio) of 0.34, which indicates the fund had a 0.34 % return per unit of price deviation over the last 3 months. We have found twenty-six technical indicators for Sa Worldwide, which you can use to evaluate the volatility of the fund. Please validate Sa Worldwide's Risk Adjusted Performance of 0.2356, coefficient of variation of 336.51, and Mean Deviation of 0.3828 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The entity owns a Beta (Systematic Risk) of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sa Worldwide's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sa Worldwide is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Sa Worldwide Moderate has very good predictability. Overlapping area represents the amount of predictability between Sa Worldwide time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 Sa Worldwide Moderate price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Sa Worldwide price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 SAWMX Mutual Fund
Sa Worldwide financial ratios help investors to determine whether SAWMX 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 SAWMX with respect to the benefits of owning Sa Worldwide security.
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