Siit Large Cap Fund Market Value
| SLCAX Fund | USD 13.31 0.08 0.60% |
| Symbol | Siit |
Siit Large '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 Large'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 Large.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Siit Large on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Siit Large Cap or generate 0.0% return on investment in Siit Large over 90 days. Siit Large is related to or competes with Simt Multi, Saat Market, Simt Real, Simt Small, Siit Screened, Saat Aggressive, and Saat Aggressive. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of large com... More
Siit Large 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 Large'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 Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7387 | |||
| Information Ratio | 0.121 | |||
| Maximum Drawdown | 59.94 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.26 |
Siit Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siit Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siit Large's standard deviation. In reality, there are many statistical measures that can use Siit Large historical prices to predict the future Siit Large's volatility.| Risk Adjusted Performance | 0.1098 | |||
| Jensen Alpha | 0.8764 | |||
| Total Risk Alpha | 0.2752 | |||
| Sortino Ratio | 1.17 | |||
| Treynor Ratio | 1.07 |
Siit Large 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 | 0.1098 | |||
| Market Risk Adjusted Performance | 1.08 | |||
| Mean Deviation | 1.79 | |||
| Downside Deviation | 0.7387 | |||
| Coefficient Of Variation | 756.14 | |||
| Standard Deviation | 7.17 | |||
| Variance | 51.43 | |||
| Information Ratio | 0.121 | |||
| Jensen Alpha | 0.8764 | |||
| Total Risk Alpha | 0.2752 | |||
| Sortino Ratio | 1.17 | |||
| Treynor Ratio | 1.07 | |||
| Maximum Drawdown | 59.94 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.26 | |||
| Downside Variance | 0.5457 | |||
| Semi Variance | (0.58) | |||
| Expected Short fall | (2.37) | |||
| Skewness | 8.01 | |||
| Kurtosis | 64.7 |
Siit Large Cap Backtested Returns
Siit Large is slightly risky given 3 months investment horizon. Siit Large Cap 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 were able to analyze twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.02% are justified by taking the suggested risk. Use Siit Large Cap Standard Deviation of 7.17, risk adjusted performance of 0.1098, and Downside Deviation of 0.7387 to evaluate company specific risk that cannot be diversified away. The entity has a beta of 0.88, which indicates possible diversification benefits within a given portfolio. Siit Large returns are very sensitive to returns on the market. As the market goes up or down, Siit Large is expected to follow.
Auto-correlation | 0.06 |
Virtually no predictability
Siit Large Cap has virtually no predictability. Overlapping area represents the amount of predictability between Siit Large 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 Siit Large Cap price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Siit Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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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 Siit Mutual Fund
Siit Large 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 Large security.
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