Simt Dynamic Asset Fund Market Value
| SDYYX Fund | USD 16.49 0.05 0.30% |
| Symbol | Simt |
Simt Dynamic '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 Simt Dynamic'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 Simt Dynamic.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Simt Dynamic on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Dynamic Asset or generate 0.0% return on investment in Simt Dynamic over 90 days. Simt Dynamic is related to or competes with Extended Market, Transamerica Emerging, Siit Emerging, Shelton Emerging, Rbc Emerging, and Aqr Long-short. The funds manager employs a dynamic investment strategy seeking to achieve, over time, a total return in excess of the b... More
Simt Dynamic 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 Simt Dynamic'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 Simt Dynamic Asset upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.793 | |||
| Information Ratio | 0.1132 | |||
| Maximum Drawdown | 22.76 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.23 |
Simt Dynamic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Dynamic's standard deviation. In reality, there are many statistical measures that can use Simt Dynamic historical prices to predict the future Simt Dynamic's volatility.| Risk Adjusted Performance | 0.1123 | |||
| Jensen Alpha | 0.3276 | |||
| Total Risk Alpha | 0.1674 | |||
| Sortino Ratio | 0.3753 | |||
| Treynor Ratio | 0.7974 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simt Dynamic'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.
Simt Dynamic February 20, 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 | 0.1123 | |||
| Market Risk Adjusted Performance | 0.8074 | |||
| Mean Deviation | 0.8633 | |||
| Semi Deviation | 0.1023 | |||
| Downside Deviation | 0.793 | |||
| Coefficient Of Variation | 728.13 | |||
| Standard Deviation | 2.63 | |||
| Variance | 6.92 | |||
| Information Ratio | 0.1132 | |||
| Jensen Alpha | 0.3276 | |||
| Total Risk Alpha | 0.1674 | |||
| Sortino Ratio | 0.3753 | |||
| Treynor Ratio | 0.7974 | |||
| Maximum Drawdown | 22.76 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.23 | |||
| Downside Variance | 0.6288 | |||
| Semi Variance | 0.0105 | |||
| Expected Short fall | (1.18) | |||
| Skewness | 7.26 | |||
| Kurtosis | 56.75 |
Simt Dynamic Asset Backtested Returns
Simt Dynamic appears to be not too volatile, given 3 months investment horizon. Simt Dynamic Asset owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Simt Dynamic Asset, which you can use to evaluate the volatility of the fund. Please review Simt Dynamic's Risk Adjusted Performance of 0.1123, coefficient of variation of 728.13, and Semi Deviation of 0.1023 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Simt Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Dynamic is expected to be smaller as well.
Auto-correlation | -0.33 |
Poor reverse predictability
Simt Dynamic Asset has poor reverse predictability. Overlapping area represents the amount of predictability between Simt Dynamic time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 Simt Dynamic Asset price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Simt Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 Simt Mutual Fund
Simt Dynamic financial ratios help investors to determine whether Simt 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 Simt with respect to the benefits of owning Simt Dynamic security.
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