Small Capitalization Portfolio Fund Market Value
| SSCPX Fund | USD 7.49 0.26 3.60% |
| Symbol | Small |
Small Capitalization '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 Small Capitalization'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 Small Capitalization.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Small Capitalization on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Small Capitalization Portfolio or generate 0.0% return on investment in Small Capitalization over 90 days. Small Capitalization is related to or competes with Artisan Small, Tfa Alphagen, The Hartford, Champlain Mid, and Qs Growth. The fund will normally invest at least 80 percent of its total assets in common stocks of companies whose stock market c... More
Small Capitalization 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 Small Capitalization'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 Small Capitalization Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.111 | |||
| Maximum Drawdown | 11.83 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 2.33 |
Small Capitalization Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Small Capitalization's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Small Capitalization's standard deviation. In reality, there are many statistical measures that can use Small Capitalization historical prices to predict the future Small Capitalization's volatility.| Risk Adjusted Performance | 0.136 | |||
| Jensen Alpha | 0.1896 | |||
| Total Risk Alpha | 0.1009 | |||
| Sortino Ratio | 0.1588 | |||
| Treynor Ratio | 0.2577 |
Small Capitalization February 9, 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 | 0.136 | |||
| Market Risk Adjusted Performance | 0.2677 | |||
| Mean Deviation | 1.15 | |||
| Semi Deviation | 0.9776 | |||
| Downside Deviation | 1.23 | |||
| Coefficient Of Variation | 616.96 | |||
| Standard Deviation | 1.76 | |||
| Variance | 3.08 | |||
| Information Ratio | 0.111 | |||
| Jensen Alpha | 0.1896 | |||
| Total Risk Alpha | 0.1009 | |||
| Sortino Ratio | 0.1588 | |||
| Treynor Ratio | 0.2577 | |||
| Maximum Drawdown | 11.83 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 2.33 | |||
| Downside Variance | 1.5 | |||
| Semi Variance | 0.9557 | |||
| Expected Short fall | (1.38) | |||
| Skewness | 2.55 | |||
| Kurtosis | 13.4 |
Small Capitalization Backtested Returns
Small Capitalization appears to be not too volatile, given 3 months investment horizon. Small Capitalization owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Small Capitalization Portfolio, which you can use to evaluate the volatility of the fund. Please review Small Capitalization's Coefficient Of Variation of 616.96, risk adjusted performance of 0.136, and Semi Deviation of 0.9776 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.07, which indicates a somewhat significant risk relative to the market. Small Capitalization returns are very sensitive to returns on the market. As the market goes up or down, Small Capitalization is expected to follow.
Auto-correlation | 0.66 |
Good predictability
Small Capitalization Portfolio has good predictability. Overlapping area represents the amount of predictability between Small Capitalization time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 Small Capitalization price movement. The serial correlation of 0.66 indicates that around 66.0% of current Small Capitalization price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 Small Mutual Fund
Small Capitalization financial ratios help investors to determine whether Small 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 Small with respect to the benefits of owning Small Capitalization security.
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