Saat Defensive Strategy Fund Market Value
| SEDIX Fund | USD 9.70 0.01 0.10% |
| Symbol | Saat |
Saat Defensive '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 Saat Defensive'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 Saat Defensive.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Saat Defensive on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Saat Defensive Strategy or generate 0.0% return on investment in Saat Defensive over 90 days. Saat Defensive is related to or competes with Fidelity Series, Us Government, Us Government, Us Government, Virtus Seix, and Us Government. The fund predominantly invests in other SEI Funds, each of which has its own investment goal More
Saat Defensive 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 Saat Defensive'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 Saat Defensive Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1281 | |||
| Information Ratio | (0.60) | |||
| Maximum Drawdown | 0.4191 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1052 |
Saat Defensive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saat Defensive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saat Defensive's standard deviation. In reality, there are many statistical measures that can use Saat Defensive historical prices to predict the future Saat Defensive's volatility.| Risk Adjusted Performance | 0.1927 | |||
| Jensen Alpha | 0.0156 | |||
| Total Risk Alpha | 0.0123 | |||
| Sortino Ratio | (0.39) | |||
| Treynor Ratio | 0.3217 |
Saat Defensive February 23, 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 | 0.1927 | |||
| Market Risk Adjusted Performance | 0.3317 | |||
| Mean Deviation | 0.0681 | |||
| Downside Deviation | 0.1281 | |||
| Coefficient Of Variation | 278.33 | |||
| Standard Deviation | 0.0835 | |||
| Variance | 0.007 | |||
| Information Ratio | (0.60) | |||
| Jensen Alpha | 0.0156 | |||
| Total Risk Alpha | 0.0123 | |||
| Sortino Ratio | (0.39) | |||
| Treynor Ratio | 0.3217 | |||
| Maximum Drawdown | 0.4191 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1052 | |||
| Downside Variance | 0.0164 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.12) | |||
| Skewness | (0.20) | |||
| Kurtosis | 0.2177 |
Saat Defensive Strategy Backtested Returns
At this stage we consider Saat Mutual Fund to be very steady. Saat Defensive Strategy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.37, which indicates the fund had a 0.37 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Saat Defensive Strategy, which you can use to evaluate the volatility of the fund. Please validate Saat Defensive's Standard Deviation of 0.0835, downside deviation of 0.1281, and Risk Adjusted Performance of 0.1927 to confirm if the risk estimate we provide is consistent with the expected return of 0.0295%. The entity has a beta of 0.0622, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Saat Defensive's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saat Defensive is expected to be smaller as well.
Auto-correlation | 0.90 |
Excellent predictability
Saat Defensive Strategy has excellent predictability. Overlapping area represents the amount of predictability between Saat Defensive time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd 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 Saat Defensive Strategy price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Saat Defensive price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.96 | |
| 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 Saat Mutual Fund
Saat Defensive financial ratios help investors to determine whether Saat 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 Saat with respect to the benefits of owning Saat Defensive security.
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