Amg Southernsun Small Fund Market Value
| SSSIX Fund | USD 28.54 0.45 1.55% |
| Symbol | Amg |
Amg Southernsun '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 Amg Southernsun'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 Amg Southernsun.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in Amg Southernsun on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Amg Southernsun Small or generate 0.0% return on investment in Amg Southernsun over 90 days. Amg Southernsun is related to or competes with Rational/pier, Franklin Convertible, Lazard Funds, Advent Claymore, Columbia Convertible, and Miller Convertible. Under normal circumstances,the fund invests at least 80 percent of its net assets, plus any borrowings for investment pu... More
Amg Southernsun 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 Amg Southernsun'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 Amg Southernsun Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.1282 | |||
| Maximum Drawdown | 7.62 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 2.28 |
Amg Southernsun Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amg Southernsun's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amg Southernsun's standard deviation. In reality, there are many statistical measures that can use Amg Southernsun historical prices to predict the future Amg Southernsun's volatility.| Risk Adjusted Performance | 0.1543 | |||
| Jensen Alpha | 0.2955 | |||
| Total Risk Alpha | 0.1114 | |||
| Sortino Ratio | 0.162 | |||
| Treynor Ratio | (0.44) |
Amg Southernsun March 1, 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 | 0.1543 | |||
| Market Risk Adjusted Performance | (0.43) | |||
| Mean Deviation | 0.9804 | |||
| Semi Deviation | 0.7794 | |||
| Downside Deviation | 1.05 | |||
| Coefficient Of Variation | 510.02 | |||
| Standard Deviation | 1.32 | |||
| Variance | 1.75 | |||
| Information Ratio | 0.1282 | |||
| Jensen Alpha | 0.2955 | |||
| Total Risk Alpha | 0.1114 | |||
| Sortino Ratio | 0.162 | |||
| Treynor Ratio | (0.44) | |||
| Maximum Drawdown | 7.62 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 2.28 | |||
| Downside Variance | 1.1 | |||
| Semi Variance | 0.6075 | |||
| Expected Short fall | (1.19) | |||
| Skewness | 0.7532 | |||
| Kurtosis | 1.62 |
Amg Southernsun Small Backtested Returns
Amg Southernsun appears to be very steady, given 3 months investment horizon. Amg Southernsun Small secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the fund had a 0.2 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Amg Southernsun Small, which you can use to evaluate the volatility of the entity. Please makes use of Amg Southernsun's mean deviation of 0.9804, and Risk Adjusted Performance of 0.1543 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Amg Southernsun are expected to decrease at a much lower rate. During the bear market, Amg Southernsun is likely to outperform the market.
Auto-correlation | 0.62 |
Good predictability
Amg Southernsun Small has good predictability. Overlapping area represents the amount of predictability between Amg Southernsun time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 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 Amg Southernsun Small price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Amg Southernsun price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
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 Amg Mutual Fund
Amg Southernsun financial ratios help investors to determine whether Amg 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 Amg with respect to the benefits of owning Amg Southernsun security.
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