Simt Small Cap Fund Market Value
| SPWIX Fund | USD 31.27 0.23 0.73% |
| Symbol | Simt |
Simt Small '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 Small'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 Small.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Simt Small on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Small Cap or generate 0.0% return on investment in Simt Small over 90 days. Simt Small is related to or competes with Simt Small, Heartland Value, Schwab Target, Martin Currie, Martin Currie, Heartland Value, and Martin Currie. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of small com... More
Simt Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.1114 | |||
| Maximum Drawdown | 12.75 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.91 |
Simt Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Small's standard deviation. In reality, there are many statistical measures that can use Simt Small historical prices to predict the future Simt Small's volatility.| Risk Adjusted Performance | 0.1087 | |||
| Jensen Alpha | 0.2247 | |||
| Total Risk Alpha | 0.1491 | |||
| Sortino Ratio | 0.1544 | |||
| Treynor Ratio | 1.24 |
Simt Small February 6, 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 | 0.1087 | |||
| Market Risk Adjusted Performance | 1.25 | |||
| Mean Deviation | 1.04 | |||
| Semi Deviation | 0.9769 | |||
| Downside Deviation | 1.27 | |||
| Coefficient Of Variation | 730.02 | |||
| Standard Deviation | 1.76 | |||
| Variance | 3.1 | |||
| Information Ratio | 0.1114 | |||
| Jensen Alpha | 0.2247 | |||
| Total Risk Alpha | 0.1491 | |||
| Sortino Ratio | 0.1544 | |||
| Treynor Ratio | 1.24 | |||
| Maximum Drawdown | 12.75 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.91 | |||
| Downside Variance | 1.61 | |||
| Semi Variance | 0.9543 | |||
| Expected Short fall | (1.18) | |||
| Skewness | 3.42 | |||
| Kurtosis | 21.1 |
Simt Small Cap Backtested Returns
Simt Small appears to be very steady, given 3 months investment horizon. Simt Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Simt Small Cap, which you can use to evaluate the volatility of the fund. Please review Simt Small's Coefficient Of Variation of 730.02, semi deviation of 0.9769, and Risk Adjusted Performance of 0.1087 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simt Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Small is expected to be smaller as well.
Auto-correlation | 0.32 |
Below average predictability
Simt Small Cap has below average predictability. Overlapping area represents the amount of predictability between Simt Small time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Small Cap price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Simt Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
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 Small 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 Small security.
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