Small Cap Core Fund Market Value
| SCRYX Fund | USD 12.53 0.05 0.40% |
| Symbol | Small |
Small Cap '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 Small Cap'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 Small Cap.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Small Cap on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Small Cap Core or generate 0.0% return on investment in Small Cap over 90 days. Small Cap is related to or competes with Virtus Convertible, Fidelity Sai, Franklin Convertible, Calamos Dynamic, Invesco Convertible, and Absolute Convertible. The Portfolio invests, under normal circumstances, at least 80 percent of its net assets in equity securities of small-capitalization companies or other securities or instruments with similar economic characteristics, including derivatives related to equity securities. More
Small Cap 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 Small Cap'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 Small Cap Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.1205 | |||
| Maximum Drawdown | 15.44 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 2.34 |
Small Cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Small Cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Small Cap's standard deviation. In reality, there are many statistical measures that can use Small Cap historical prices to predict the future Small Cap's volatility.| Risk Adjusted Performance | 0.1398 | |||
| Jensen Alpha | 0.284 | |||
| Total Risk Alpha | 0.117 | |||
| Sortino Ratio | 0.2086 | |||
| Treynor Ratio | 0.6969 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Small Cap's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Small Cap February 10, 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 | 0.1398 | |||
| Market Risk Adjusted Performance | 0.7069 | |||
| Mean Deviation | 1.06 | |||
| Semi Deviation | 0.749 | |||
| Downside Deviation | 1.15 | |||
| Coefficient Of Variation | 598.3 | |||
| Standard Deviation | 1.99 | |||
| Variance | 3.95 | |||
| Information Ratio | 0.1205 | |||
| Jensen Alpha | 0.284 | |||
| Total Risk Alpha | 0.117 | |||
| Sortino Ratio | 0.2086 | |||
| Treynor Ratio | 0.6969 | |||
| Maximum Drawdown | 15.44 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 2.34 | |||
| Downside Variance | 1.32 | |||
| Semi Variance | 0.5611 | |||
| Expected Short fall | (1.28) | |||
| Skewness | 4.5 | |||
| Kurtosis | 29.3 |
Small Cap Core Backtested Returns
Small Cap appears to be not too volatile, given 3 months investment horizon. Small Cap Core owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Small Cap Core, which you can use to evaluate the volatility of the fund. Please review Small Cap's Semi Deviation of 0.749, coefficient of variation of 598.3, and Risk Adjusted Performance of 0.1398 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Small Cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Small Cap is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
Small Cap Core has good predictability. Overlapping area represents the amount of predictability between Small Cap time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 Small Cap Core price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Small Cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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 Small Mutual Fund
Small Cap financial ratios help investors to determine whether Small 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 Small with respect to the benefits of owning Small Cap security.
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