Simt Large Cap Fund Market Value
| SLGAX Fund | USD 14.21 0.02 0.14% |
| Symbol | Simt |
Simt 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 Simt 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 Simt Large.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Simt Large on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Large Cap or generate 0.0% return on investment in Simt Large over 90 days. Simt Large is related to or competes with Small Cap, Touchstone International, Fisher Investments, Qs International, T Rowe, and Locorr Dynamic. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of large com... More
Simt 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 Simt 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 Simt Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7621 | |||
| Information Ratio | 0.1199 | |||
| Maximum Drawdown | 26.45 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.22 |
Simt Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Large's standard deviation. In reality, there are many statistical measures that can use Simt Large historical prices to predict the future Simt Large's volatility.| Risk Adjusted Performance | 0.1112 | |||
| Jensen Alpha | 0.4036 | |||
| Total Risk Alpha | 0.1961 | |||
| Sortino Ratio | 0.4864 | |||
| Treynor Ratio | 1.07 |
Simt Large February 5, 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 | 0.1112 | |||
| Market Risk Adjusted Performance | 1.08 | |||
| Mean Deviation | 0.9545 | |||
| Downside Deviation | 0.7621 | |||
| Coefficient Of Variation | 710.42 | |||
| Standard Deviation | 3.09 | |||
| Variance | 9.56 | |||
| Information Ratio | 0.1199 | |||
| Jensen Alpha | 0.4036 | |||
| Total Risk Alpha | 0.1961 | |||
| Sortino Ratio | 0.4864 | |||
| Treynor Ratio | 1.07 | |||
| Maximum Drawdown | 26.45 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.22 | |||
| Downside Variance | 0.5807 | |||
| Semi Variance | (0.08) | |||
| Expected Short fall | (1.30) | |||
| Skewness | 7.51 | |||
| Kurtosis | 59.34 |
Simt Large Cap Backtested Returns
Simt Large appears to be not too volatile, given 3 months investment horizon. Simt Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the fund had a 0.15 % return per unit of risk over the last 3 months. By inspecting Simt Large's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please review Simt Large's Risk Adjusted Performance of 0.1112, standard deviation of 3.09, and Downside Deviation of 0.7621 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Simt Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Large is expected to be smaller as well.
Auto-correlation | 0.11 |
Insignificant predictability
Simt Large Cap has insignificant predictability. Overlapping area represents the amount of predictability between Simt Large time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Simt Large Cap price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Simt Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Simt Mutual Fund
Simt Large financial ratios help investors to determine whether Simt 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 Simt with respect to the benefits of owning Simt Large security.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity |