Saturna Sustainable Bond Fund Market Value
| SEBFX Fund | USD 9.63 0.01 0.10% |
| Symbol | Saturna |
Saturna Sustainable '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 Saturna Sustainable'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 Saturna Sustainable.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Saturna Sustainable on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Saturna Sustainable Bond or generate 0.0% return on investment in Saturna Sustainable over 90 days. Saturna Sustainable is related to or competes with Sextant Growth, Sextant International, Saturna Sustainable, and Sextant Global. The fund invests at least 80 percent of its net assets in bonds of issuers located throughout the world that the adviser... More
Saturna Sustainable 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 Saturna Sustainable'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 Saturna Sustainable Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2768 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 1.26 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2134 |
Saturna Sustainable Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saturna Sustainable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saturna Sustainable's standard deviation. In reality, there are many statistical measures that can use Saturna Sustainable historical prices to predict the future Saturna Sustainable's volatility.| Risk Adjusted Performance | 0.1561 | |||
| Jensen Alpha | 0.03 | |||
| Total Risk Alpha | 0.0207 | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 0.3519 |
Saturna Sustainable 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 | 0.1561 | |||
| Market Risk Adjusted Performance | 0.3619 | |||
| Mean Deviation | 0.124 | |||
| Downside Deviation | 0.2768 | |||
| Coefficient Of Variation | 417.31 | |||
| Standard Deviation | 0.1942 | |||
| Variance | 0.0377 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | 0.03 | |||
| Total Risk Alpha | 0.0207 | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 0.3519 | |||
| Maximum Drawdown | 1.26 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2134 | |||
| Downside Variance | 0.0766 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.18) | |||
| Skewness | 0.4223 | |||
| Kurtosis | 6.88 |
Saturna Sustainable Bond Backtested Returns
At this stage we consider Saturna Mutual Fund to be very steady. Saturna Sustainable Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Saturna Sustainable Bond, which you can use to evaluate the volatility of the fund. Please validate Saturna Sustainable's Downside Deviation of 0.2768, risk adjusted performance of 0.1561, and Standard Deviation of 0.1942 to confirm if the risk estimate we provide is consistent with the expected return of 0.0466%. The entity has a beta of 0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Saturna Sustainable's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saturna Sustainable is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
Saturna Sustainable Bond has good predictability. Overlapping area represents the amount of predictability between Saturna Sustainable 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 Saturna Sustainable Bond price movement. The serial correlation of 0.77 indicates that around 77.0% of current Saturna Sustainable price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Saturna Mutual Fund
Saturna Sustainable financial ratios help investors to determine whether Saturna 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 Saturna with respect to the benefits of owning Saturna Sustainable security.
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |