Siit Large Cap Fund Market Value
| SLCAX Fund | USD 13.22 0.07 0.53% |
| 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.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Siit Large on October 24, 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 Victory Integrity, Artisan Small, Harbor Small, Qs Us, Ashmore Emerging, Siit Small, and Small-midcap Dividend. The investment seeks long-term growth of capital and income 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 | 0.79 | |||
| Information Ratio | 0.1197 | |||
| Maximum Drawdown | 59.94 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.24 |
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 | 0.1077 | |||
| Jensen Alpha | 0.9093 | |||
| Total Risk Alpha | 0.0368 | |||
| Sortino Ratio | 1.13 | |||
| Treynor Ratio | 1.2 |
Siit Large January 22, 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 | 0.1077 | |||
| Market Risk Adjusted Performance | 1.21 | |||
| Mean Deviation | 1.9 | |||
| Downside Deviation | 0.79 | |||
| Coefficient Of Variation | 748.53 | |||
| Standard Deviation | 7.46 | |||
| Variance | 55.66 | |||
| Information Ratio | 0.1197 | |||
| Jensen Alpha | 0.9093 | |||
| Total Risk Alpha | 0.0368 | |||
| Sortino Ratio | 1.13 | |||
| Treynor Ratio | 1.2 | |||
| Maximum Drawdown | 59.94 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.24 | |||
| Downside Variance | 0.6241 | |||
| Semi Variance | (0.60) | |||
| Expected Short fall | (2.46) | |||
| Skewness | 7.7 | |||
| Kurtosis | 59.88 |
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 0.13, which indicates the fund had a 0.13 % 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 1.0% are justified by taking the suggested risk. Use Siit Large Cap Downside Deviation of 0.79, risk adjusted performance of 0.1077, and Standard Deviation of 7.46 to evaluate company specific risk that cannot be diversified away. The entity has a beta of 0.82, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Siit Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Siit Large is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Siit Large Cap has insignificant reverse predictability. Overlapping area represents the amount of predictability between Siit Large time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd 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 Large Cap price movement. The serial correlation of -0.18 indicates that over 18.0% of current Siit Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 4.61 |
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 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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