Sierra Strategic Income Fund Market Value
| SSIIX Fund | USD 19.86 0.04 0.20% |
| Symbol | Sierra |
Sierra Strategic '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 Sierra Strategic'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 Sierra Strategic.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Sierra Strategic on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Sierra Strategic Income or generate 0.0% return on investment in Sierra Strategic over 90 days. Sierra Strategic is related to or competes with Rbc Ultra-short, Artisan High, Guidemark, T Rowe, Maryland Tax, Versatile Bond, and Tweedy Browne. The adviser seeks to achieve the funds investment objectives by investing primarily in underlying funds that in turn inv... More
Sierra Strategic 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 Sierra Strategic'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 Sierra Strategic Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1577 | |||
| Information Ratio | (0.38) | |||
| Maximum Drawdown | 0.5061 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.2024 |
Sierra Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sierra Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sierra Strategic's standard deviation. In reality, there are many statistical measures that can use Sierra Strategic historical prices to predict the future Sierra Strategic's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | (0.05) |
Sierra Strategic February 3, 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.04) | |||
| Mean Deviation | 0.0991 | |||
| Semi Deviation | 0.0918 | |||
| Downside Deviation | 0.1577 | |||
| Coefficient Of Variation | 2078.46 | |||
| Standard Deviation | 0.1288 | |||
| Variance | 0.0166 | |||
| Information Ratio | (0.38) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | (0.05) | |||
| Maximum Drawdown | 0.5061 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.2024 | |||
| Downside Variance | 0.0249 | |||
| Semi Variance | 0.0084 | |||
| Expected Short fall | (0.12) | |||
| Skewness | (0.33) | |||
| Kurtosis | (0.11) |
Sierra Strategic Income Backtested Returns
At this stage we consider Sierra Mutual Fund to be very steady. Sierra Strategic Income owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sierra Strategic Income, which you can use to evaluate the volatility of the fund. Please validate Sierra Strategic's Coefficient Of Variation of 2078.46, risk adjusted performance of (0.01), and Semi Deviation of 0.0918 to confirm if the risk estimate we provide is consistent with the expected return of 0.0186%. The entity has a beta of 0.0816, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sierra Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sierra Strategic is expected to be smaller as well.
Auto-correlation | 0.43 |
Average predictability
Sierra Strategic Income has average predictability. Overlapping area represents the amount of predictability between Sierra Strategic time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Sierra Strategic Income price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Sierra Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Sierra Mutual Fund
Sierra Strategic financial ratios help investors to determine whether Sierra 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 Sierra with respect to the benefits of owning Sierra Strategic security.
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