Semiconductor Ultrasector Profund Fund Market Value
| SMPIX Fund | USD 62.41 1.47 2.41% |
| Symbol | Semiconductor |
Semiconductor Ultrasector '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 Semiconductor Ultrasector'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 Semiconductor Ultrasector.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in Semiconductor Ultrasector on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Semiconductor Ultrasector Profund or generate 0.0% return on investment in Semiconductor Ultrasector over 90 days. Semiconductor Ultrasector is related to or competes with Short Real, Short Real, Ultrashort Mid-cap, Ultrashort Mid-cap, Technology Ultrasector, Large Cap, and Profunds Large. The fund invests in financial instruments that the adviser believes, in combination, should produce daily returns consis... More
Semiconductor Ultrasector 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 Semiconductor Ultrasector'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 Semiconductor Ultrasector Profund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.26 | |||
| Information Ratio | 0.1019 | |||
| Maximum Drawdown | 29.74 | |||
| Value At Risk | (5.48) | |||
| Potential Upside | 4.06 |
Semiconductor Ultrasector Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Semiconductor Ultrasector's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Semiconductor Ultrasector's standard deviation. In reality, there are many statistical measures that can use Semiconductor Ultrasector historical prices to predict the future Semiconductor Ultrasector's volatility.| Risk Adjusted Performance | 0.1073 | |||
| Jensen Alpha | 0.3424 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.1268 | |||
| Treynor Ratio | 0.2976 |
Semiconductor Ultrasector February 25, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1073 | |||
| Market Risk Adjusted Performance | 0.3076 | |||
| Mean Deviation | 2.36 | |||
| Semi Deviation | 2.66 | |||
| Downside Deviation | 3.26 | |||
| Coefficient Of Variation | 776.62 | |||
| Standard Deviation | 4.06 | |||
| Variance | 16.5 | |||
| Information Ratio | 0.1019 | |||
| Jensen Alpha | 0.3424 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.1268 | |||
| Treynor Ratio | 0.2976 | |||
| Maximum Drawdown | 29.74 | |||
| Value At Risk | (5.48) | |||
| Potential Upside | 4.06 | |||
| Downside Variance | 10.65 | |||
| Semi Variance | 7.09 | |||
| Expected Short fall | (2.65) | |||
| Skewness | 2.66 | |||
| Kurtosis | 15.09 |
Semiconductor Ultrasector Backtested Returns
Semiconductor Ultrasector appears to be very steady, given 3 months investment horizon. Semiconductor Ultrasector owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12 % return per unit of risk over the last 3 months. By inspecting Semiconductor Ultrasector's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please review Semiconductor Ultrasector's Coefficient Of Variation of 776.62, risk adjusted performance of 0.1073, and Semi Deviation of 2.66 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.72, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Semiconductor Ultrasector will likely underperform.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Semiconductor Ultrasector Profund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Semiconductor Ultrasector time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 Semiconductor Ultrasector price movement. The serial correlation of -0.17 indicates that over 17.0% of current Semiconductor Ultrasector price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 3.83 |
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 Semiconductor Mutual Fund
Semiconductor Ultrasector financial ratios help investors to determine whether Semiconductor 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 Semiconductor with respect to the benefits of owning Semiconductor Ultrasector security.
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