Smi Servative Allocation Fund Market Value
| SMILX Fund | USD 11.45 0.09 0.79% |
| Symbol | Smi |
Smi Conservative '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 Smi Conservative'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 Smi Conservative.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Smi Conservative on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Smi Servative Allocation or generate 0.0% return on investment in Smi Conservative over 90 days. Smi Conservative is related to or competes with Diversified International, Fulcrum Diversified, Franklin Conservative, Fidelity Advisor, Tiaa-cref Lifestyle, Federated Hermes, and Lsv Conservative. The fund primarily invests in open-end equity mutual funds, ETFs and publicly traded partnerships using its Stock Upgrad... More
Smi Conservative 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 Smi Conservative'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 Smi Servative Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9092 | |||
| Information Ratio | 0.1045 | |||
| Maximum Drawdown | 8.67 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.43 |
Smi Conservative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smi Conservative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smi Conservative's standard deviation. In reality, there are many statistical measures that can use Smi Conservative historical prices to predict the future Smi Conservative's volatility.| Risk Adjusted Performance | 0.1278 | |||
| Jensen Alpha | 0.1503 | |||
| Total Risk Alpha | 0.0818 | |||
| Sortino Ratio | 0.1391 | |||
| Treynor Ratio | 0.2995 |
Smi Conservative January 25, 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 | 0.1278 | |||
| Market Risk Adjusted Performance | 0.3095 | |||
| Mean Deviation | 0.6668 | |||
| Semi Deviation | 0.4721 | |||
| Downside Deviation | 0.9092 | |||
| Coefficient Of Variation | 591.02 | |||
| Standard Deviation | 1.21 | |||
| Variance | 1.46 | |||
| Information Ratio | 0.1045 | |||
| Jensen Alpha | 0.1503 | |||
| Total Risk Alpha | 0.0818 | |||
| Sortino Ratio | 0.1391 | |||
| Treynor Ratio | 0.2995 | |||
| Maximum Drawdown | 8.67 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.43 | |||
| Downside Variance | 0.8267 | |||
| Semi Variance | 0.2229 | |||
| Expected Short fall | (0.77) | |||
| Skewness | 3.94 | |||
| Kurtosis | 25.43 |
Smi Servative Allocation Backtested Returns
Smi Conservative appears to be not too volatile, given 3 months investment horizon. Smi Servative Allocation owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Smi Servative Allocation, which you can use to evaluate the volatility of the fund. Please review Smi Conservative's Risk Adjusted Performance of 0.1278, coefficient of variation of 591.02, and Semi Deviation of 0.4721 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.65, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Smi Conservative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Smi Conservative is expected to be smaller as well.
Auto-correlation | -0.23 |
Weak reverse predictability
Smi Servative Allocation has weak reverse predictability. Overlapping area represents the amount of predictability between Smi Conservative time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 Smi Servative Allocation price movement. The serial correlation of -0.23 indicates that over 23.0% of current Smi Conservative price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
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 Smi Mutual Fund
Smi Conservative financial ratios help investors to determine whether Smi 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 Smi with respect to the benefits of owning Smi Conservative security.
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