Simt Managed Volatility Fund Manager Performance Evaluation
| SVOAX Fund | USD 14.37 0.01 0.07% |
The entity has a beta of 1.13, which indicates a somewhat significant risk relative to the market. Simt Managed returns are very sensitive to returns on the market. As the market goes up or down, Simt Managed is expected to follow.
Risk-Adjusted Performance
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Weak | Strong |
Very Weak
Over the last 90 days Simt Managed Volatility has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...more| Expense Ratio Date | 31st of January 2023 | |
| Expense Ratio | 0.9000 |
Simt |
Simt Managed Relative Risk vs. Return Landscape
If you would invest 1,604 in Simt Managed Volatility on November 1, 2024 and sell it today you would lose (167.00) from holding Simt Managed Volatility or give up 10.41% of portfolio value over 90 days. Simt Managed Volatility is currently producing negative expected returns and takes up 1.8825% volatility of returns over 90 trading days. Put another way, 16% of traded mutual funds are less volatile than Simt, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Simt Managed Current Valuation
Fairly Valued
Today
Please note that Simt Managed's price fluctuation is not too volatile at this time. At this time, the fund appears to be fairly valued. Simt Managed Volatility has a current Real Value of $14.62 per share. The regular price of the fund is $14.37. We determine the value of Simt Managed Volatility from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Since Simt Managed is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Simt Mutual Fund. However, Simt Managed's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 14.37 | Real 14.62 | Hype 14.37 | Naive 14.28 |
The intrinsic value of Simt Managed's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Simt Managed's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Simt Managed Volatility helps investors to forecast how Simt mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Simt Managed more accurately as focusing exclusively on Simt Managed's fundamentals will not take into account other important factors: Simt Managed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Managed's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Simt Managed Volatility, and traders can use it to determine the average amount a Simt Managed's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0889
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SVOAX |
Estimated Market Risk
| 1.88 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Simt Managed is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Simt Managed by adding Simt Managed to a well-diversified portfolio.
Simt Managed Fundamentals Growth
Simt Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Simt Managed, and Simt Managed fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Simt Mutual Fund performance.
| Price To Earning | 16.83 X | ||||
| Price To Book | 2.41 X | ||||
| Price To Sales | 1.15 X | ||||
| Total Asset | 617.38 M | ||||
About Simt Managed Performance
Evaluating Simt Managed's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Simt Managed has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Simt Managed has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The investment seeks capital appreciation with less volatility than the broad U.S. equity markets. Sei Insti is traded on NASDAQ Exchange in the United States.Things to note about Simt Managed Volatility performance evaluation
Checking the ongoing alerts about Simt Managed for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Simt Managed Volatility help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Simt Managed generated a negative expected return over the last 90 days | |
| The fund maintains 97.82% of its assets in stocks |
- Analyzing Simt Managed's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Simt Managed's stock is overvalued or undervalued compared to its peers.
- Examining Simt Managed's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Simt Managed's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Simt Managed's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Simt Managed's mutual fund. These opinions can provide insight into Simt Managed's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Simt Mutual Fund
Simt Managed 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 Managed security.
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