Alpssmith Total Return Fund Market Value
| SMTHX Fund | USD 9.77 0.01 0.10% |
| Symbol | Alps/smith |
Alps/smith Total '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 Alps/smith Total'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 Alps/smith Total.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Alps/smith Total on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Alpssmith Total Return or generate 0.0% return on investment in Alps/smith Total over 90 days. Alps/smith Total is related to or competes with Pimco Capital, Aig Government, and Davis Financial. The fund pursues its investment objective by primarily investing, under normal circumstances, at least 80 percent of its... More
Alps/smith Total 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 Alps/smith Total'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 Alpssmith Total Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2461 | |||
| Information Ratio | (0.40) | |||
| Maximum Drawdown | 0.7203 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.3083 |
Alps/smith Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alps/smith Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alps/smith Total's standard deviation. In reality, there are many statistical measures that can use Alps/smith Total historical prices to predict the future Alps/smith Total's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | (0.09) |
Alps/smith Total January 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 | (0.02) | |||
| Market Risk Adjusted Performance | (0.08) | |||
| Mean Deviation | 0.148 | |||
| Semi Deviation | 0.1851 | |||
| Downside Deviation | 0.2461 | |||
| Coefficient Of Variation | 10986.16 | |||
| Standard Deviation | 0.19 | |||
| Variance | 0.0361 | |||
| Information Ratio | (0.40) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | (0.09) | |||
| Maximum Drawdown | 0.7203 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.3083 | |||
| Downside Variance | 0.0606 | |||
| Semi Variance | 0.0342 | |||
| Expected Short fall | (0.18) | |||
| Skewness | (0.53) | |||
| Kurtosis | (0.13) |
Alpssmith Total Return Backtested Returns
Alpssmith Total Return secures Sharpe Ratio (or Efficiency) of -0.0164, which signifies that the fund had a -0.0164 % return per unit of risk over the last 3 months. Alpssmith Total Return exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alps/smith Total's Downside Deviation of 0.2461, mean deviation of 0.148, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0952, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alps/smith Total's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alps/smith Total is expected to be smaller as well.
Auto-correlation | 0.13 |
Insignificant predictability
Alpssmith Total Return has insignificant predictability. Overlapping area represents the amount of predictability between Alps/smith Total time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Alpssmith Total Return price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Alps/smith Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.22 | |
| 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 Alps/smith Mutual Fund
Alps/smith Total financial ratios help investors to determine whether Alps/smith 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 Alps/smith with respect to the benefits of owning Alps/smith Total security.
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