Siit Long Duration Fund Market Value
| SLDAX Fund | USD 7.94 0.01 0.13% |
| Symbol | Siit |
Siit Long '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 Long'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 Long.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in Siit Long on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Siit Long Duration or generate 0.0% return on investment in Siit Long over 90 days. Siit Long is related to or competes with Simt Multi, Saat Market, Simt Real, Simt Small, Siit Screened, Saat Aggressive, and Saat Aggressive. The fund will invest at least 80 percent of its net assets in investment grade U.S More
Siit Long 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 Long'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 Long Duration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4289 | |||
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 1.54 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 0.6378 |
Siit Long Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siit Long's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siit Long's standard deviation. In reality, there are many statistical measures that can use Siit Long historical prices to predict the future Siit Long's volatility.| Risk Adjusted Performance | 0.062 | |||
| Jensen Alpha | 0.036 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | (0.24) |
Siit Long February 26, 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 | 0.062 | |||
| Market Risk Adjusted Performance | (0.23) | |||
| Mean Deviation | 0.2786 | |||
| Semi Deviation | 0.2598 | |||
| Downside Deviation | 0.4289 | |||
| Coefficient Of Variation | 1062.29 | |||
| Standard Deviation | 0.3761 | |||
| Variance | 0.1414 | |||
| Information Ratio | (0.20) | |||
| Jensen Alpha | 0.036 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | (0.24) | |||
| Maximum Drawdown | 1.54 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 0.6378 | |||
| Downside Variance | 0.184 | |||
| Semi Variance | 0.0675 | |||
| Expected Short fall | (0.39) | |||
| Skewness | (0.14) | |||
| Kurtosis | 0.8603 |
Siit Long Duration Backtested Returns
At this stage we consider Siit Mutual Fund to be very steady. Siit Long Duration owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0185, which indicates the fund had a 0.0185 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Siit Long Duration, which you can use to evaluate the volatility of the fund. Please validate Siit Long's Semi Deviation of 0.2598, coefficient of variation of 1062.29, and Risk Adjusted Performance of 0.062 to confirm if the risk estimate we provide is consistent with the expected return of 0.007%. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Siit Long are expected to decrease at a much lower rate. During the bear market, Siit Long is likely to outperform the market.
Auto-correlation | 0.09 |
Virtually no predictability
Siit Long Duration has virtually no predictability. Overlapping area represents the amount of predictability between Siit Long time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 Long Duration price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Siit Long price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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 Long 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 Long security.
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