Sit Small Cap Fund Market Value
| SDFSX Fund | USD 20.81 0.33 1.56% |
| Symbol | Sit |
Sit 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 Sit 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 Sit Small.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Sit Small on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Sit Small Cap or generate 0.0% return on investment in Sit Small over 90 days. Sit Small is related to or competes with Sit Global, Sit Global, Sit Small, Sit Developing, Sit Dividend, Sit Dividend, and Sit Esg. The fund seeks to achieve its objectives by investing at least 80 percent of its net assets in small cap dividend-paying... More
Sit 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 Sit 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 Sit Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9001 | |||
| Information Ratio | 0.1942 | |||
| Maximum Drawdown | 4.77 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.94 |
Sit Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sit Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sit Small's standard deviation. In reality, there are many statistical measures that can use Sit Small historical prices to predict the future Sit Small's volatility.| Risk Adjusted Performance | 0.2124 | |||
| Jensen Alpha | 0.189 | |||
| Total Risk Alpha | 0.1708 | |||
| Sortino Ratio | 0.2059 | |||
| Treynor Ratio | 0.264 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sit Small'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.
Sit Small February 24, 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 | 0.2124 | |||
| Market Risk Adjusted Performance | 0.274 | |||
| Mean Deviation | 0.7364 | |||
| Semi Deviation | 0.5123 | |||
| Downside Deviation | 0.9001 | |||
| Coefficient Of Variation | 368.85 | |||
| Standard Deviation | 0.9539 | |||
| Variance | 0.91 | |||
| Information Ratio | 0.1942 | |||
| Jensen Alpha | 0.189 | |||
| Total Risk Alpha | 0.1708 | |||
| Sortino Ratio | 0.2059 | |||
| Treynor Ratio | 0.264 | |||
| Maximum Drawdown | 4.77 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.94 | |||
| Downside Variance | 0.8102 | |||
| Semi Variance | 0.2625 | |||
| Expected Short fall | (0.92) | |||
| Skewness | 0.2389 | |||
| Kurtosis | 0.4542 |
Sit Small Cap Backtested Returns
Sit Small appears to be very steady, given 3 months investment horizon. Sit Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sit Small Cap, which you can use to evaluate the volatility of the fund. Please review Sit Small's Risk Adjusted Performance of 0.2124, semi deviation of 0.5123, and Coefficient Of Variation of 368.85 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.94, which indicates possible diversification benefits within a given portfolio. Sit Small returns are very sensitive to returns on the market. As the market goes up or down, Sit Small is expected to follow.
Auto-correlation | 0.69 |
Good predictability
Sit Small Cap has good predictability. Overlapping area represents the amount of predictability between Sit Small time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th 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 Sit Small Cap price movement. The serial correlation of 0.69 indicates that around 69.0% of current Sit Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
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 Sit Mutual Fund
Sit Small financial ratios help investors to determine whether Sit 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 Sit with respect to the benefits of owning Sit Small security.
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