Siit Small Cap Fund Market Value
| SECAX Fund | USD 12.12 0.02 0.16% |
| Symbol | Siit |
Siit 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 Siit 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 Siit Small.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Siit Small on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Siit Small Cap or generate 0.0% return on investment in Siit Small over 90 days. Siit Small is related to or competes with T Rowe, Artisan Select, Transamerica International, Siit Us, Qs Global, and Calvert International. The fund will invest at least 80 percent of its net assets in equity securities of small companies, ETFs based on small ... More
Siit 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 Siit 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 Siit Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.1395 | |||
| Maximum Drawdown | 11.58 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 2.21 |
Siit Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siit Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siit Small's standard deviation. In reality, there are many statistical measures that can use Siit Small historical prices to predict the future Siit Small's volatility.| Risk Adjusted Performance | 0.1443 | |||
| Jensen Alpha | 0.216 | |||
| Total Risk Alpha | 0.1425 | |||
| Sortino Ratio | 0.2088 | |||
| Treynor Ratio | 0.2606 |
Siit Small January 28, 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 | 0.1443 | |||
| Market Risk Adjusted Performance | 0.2706 | |||
| Mean Deviation | 0.984 | |||
| Semi Deviation | 0.6927 | |||
| Downside Deviation | 1.08 | |||
| Coefficient Of Variation | 530.03 | |||
| Standard Deviation | 1.61 | |||
| Variance | 2.6 | |||
| Information Ratio | 0.1395 | |||
| Jensen Alpha | 0.216 | |||
| Total Risk Alpha | 0.1425 | |||
| Sortino Ratio | 0.2088 | |||
| Treynor Ratio | 0.2606 | |||
| Maximum Drawdown | 11.58 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 2.21 | |||
| Downside Variance | 1.16 | |||
| Semi Variance | 0.4798 | |||
| Expected Short fall | (1.18) | |||
| Skewness | 3.3 | |||
| Kurtosis | 19.25 |
Siit Small Cap Backtested Returns
Siit Small appears to be not too volatile, given 3 months investment horizon. Siit Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Siit Small Cap, which you can use to evaluate the volatility of the fund. Please review Siit Small's Semi Deviation of 0.6927, coefficient of variation of 530.03, and Risk Adjusted Performance of 0.1443 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.13, which indicates a somewhat significant risk relative to the market. Siit Small returns are very sensitive to returns on the market. As the market goes up or down, Siit Small is expected to follow.
Auto-correlation | 0.47 |
Average predictability
Siit Small Cap has average predictability. Overlapping area represents the amount of predictability between Siit Small time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 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 Siit Small Cap price movement. The serial correlation of 0.47 indicates that about 47.0% of current Siit Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
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| HITI | High Tide | |
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Other Information on Investing in Siit Mutual Fund
Siit Small financial ratios help investors to determine whether Siit 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 Siit with respect to the benefits of owning Siit Small security.
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