Sextant International Fund Market Value
| SIFZX Fund | USD 24.05 0.13 0.54% |
| Symbol | Sextant |
Sextant International '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 Sextant International'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 Sextant International.
| 01/13/2025 |
| 01/08/2026 |
If you would invest 0.00 in Sextant International on January 13, 2025 and sell it all today you would earn a total of 0.00 from holding Sextant International Fund or generate 0.0% return on investment in Sextant International over 360 days. Sextant International is related to or competes with Sextant International, Sextant Growth, Lazard Global, Lazard Global, Amg Frontier, SP Funds, and Ariel Focus. The fund invests at least 80 percent of its net assets in equity securities of companies 1 with at least half of their assets located outside the United States,2 with at least half of their sales generated outside of the United States,or 3 that are organized or maintaintheir principal place of business outside of the United States. More
Sextant International 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 Sextant International'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 Sextant International Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.0947 | |||
| Maximum Drawdown | 21.24 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 1.91 |
Sextant International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sextant International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sextant International's standard deviation. In reality, there are many statistical measures that can use Sextant International historical prices to predict the future Sextant International's volatility.| Risk Adjusted Performance | 0.0969 | |||
| Jensen Alpha | 0.2544 | |||
| Total Risk Alpha | 0.0888 | |||
| Sortino Ratio | 0.1917 | |||
| Treynor Ratio | 0.2762 |
Sextant International Backtested Returns
Sextant International appears to be not too volatile, given 3 months investment horizon. Sextant International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sextant International Fund, which you can use to evaluate the volatility of the fund. Please review Sextant International's Coefficient Of Variation of 827.69, semi deviation of 1.04, and Risk Adjusted Performance of 0.0969 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.2, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sextant International will likely underperform.
Auto-correlation | 0.38 |
Below average predictability
Sextant International Fund has below average predictability. Overlapping area represents the amount of predictability between Sextant International time series from 13th of January 2025 to 12th of July 2025 and 12th of July 2025 to 8th 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 Sextant International price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Sextant International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 2.37 |
Sextant International lagged returns against current returns
Autocorrelation, which is Sextant International mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sextant International's mutual fund expected returns. We can calculate the autocorrelation of Sextant International returns to help us make a trade decision. For example, suppose you find that Sextant International has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sextant International regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sextant International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sextant International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sextant International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sextant International Lagged Returns
When evaluating Sextant International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sextant International mutual fund have on its future price. Sextant International autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sextant International autocorrelation shows the relationship between Sextant International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sextant International Fund.
Regressed Prices |
| Timeline |
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Other Information on Investing in Sextant Mutual Fund
Sextant International financial ratios help investors to determine whether Sextant 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 Sextant with respect to the benefits of owning Sextant International security.
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