California Municipal Portfolio Fund Market Value
| SNCAX Fund | USD 25.46 0.01 0.04% |
| Symbol | California |
California Municipal '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 California Municipal'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 California Municipal.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in California Municipal on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding California Municipal Portfolio or generate 0.0% return on investment in California Municipal over 90 days. California Municipal is related to or competes with Dodge Cox, Jhancock Disciplined, Guidemark Large, Touchstone Large, Ab Global, Pace Large, and Qs Us. The fund invests at least 80 percent of its net assets in a portfolio of municipal securities issued by the State of Cal... More
California Municipal 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 California Municipal'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 California Municipal Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1443 | |||
| Information Ratio | (0.58) | |||
| Maximum Drawdown | 0.5171 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.1975 |
California Municipal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for California Municipal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as California Municipal's standard deviation. In reality, there are many statistical measures that can use California Municipal historical prices to predict the future California Municipal's volatility.| Risk Adjusted Performance | 0.0864 | |||
| Jensen Alpha | 0.0141 | |||
| Total Risk Alpha | (0.0005) | |||
| Sortino Ratio | (0.47) | |||
| Treynor Ratio | (0.38) |
California Municipal February 27, 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 | 0.0864 | |||
| Market Risk Adjusted Performance | (0.37) | |||
| Mean Deviation | 0.0881 | |||
| Downside Deviation | 0.1443 | |||
| Coefficient Of Variation | 539.19 | |||
| Standard Deviation | 0.1167 | |||
| Variance | 0.0136 | |||
| Information Ratio | (0.58) | |||
| Jensen Alpha | 0.0141 | |||
| Total Risk Alpha | (0.0005) | |||
| Sortino Ratio | (0.47) | |||
| Treynor Ratio | (0.38) | |||
| Maximum Drawdown | 0.5171 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.1975 | |||
| Downside Variance | 0.0208 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.1) | |||
| Skewness | (0.76) | |||
| Kurtosis | 1.03 |
California Municipal Backtested Returns
At this stage we consider California Mutual Fund to be very steady. California Municipal secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the fund had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for California Municipal Portfolio, which you can use to evaluate the volatility of the entity. Please confirm California Municipal's Mean Deviation of 0.0881, coefficient of variation of 539.19, and Risk Adjusted Performance of 0.0864 to double-check if the risk estimate we provide is consistent with the expected return of 0.0265%. The fund shows a Beta (market volatility) of -0.031, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning California Municipal are expected to decrease at a much lower rate. During the bear market, California Municipal is likely to outperform the market.
Auto-correlation | 0.72 |
Good predictability
California Municipal Portfolio has good predictability. Overlapping area represents the amount of predictability between California Municipal time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 California Municipal price movement. The serial correlation of 0.72 indicates that around 72.0% of current California Municipal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.7 | |
| 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 California Mutual Fund
California Municipal financial ratios help investors to determine whether California 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 California with respect to the benefits of owning California Municipal security.
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