Saat Defensive Strategy Fund Technical Analysis
| SEDIX Fund | USD 9.63 0.01 0.10% |
As of the 30th of January, Saat Defensive has the Downside Deviation of 0.1394, standard deviation of 0.0966, and Risk Adjusted Performance of 0.066. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Saat Defensive Strategy, as well as the relationship between them.
Saat Defensive Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Saat, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SaatSaat |
Saat Defensive '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 Saat Defensive'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 Saat Defensive.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Saat Defensive on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Saat Defensive Strategy or generate 0.0% return on investment in Saat Defensive over 90 days. Saat Defensive is related to or competes with Fulcrum Diversified, Aqr Diversified, Fidelity Advisor, Pgim Conservative, Madison Diversified, and Timothy Plan. The fund predominantly invests in other SEI Funds, each of which has its own investment goal More
Saat Defensive 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 Saat Defensive'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 Saat Defensive Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1394 | |||
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 0.4202 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1055 |
Saat Defensive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saat Defensive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saat Defensive's standard deviation. In reality, there are many statistical measures that can use Saat Defensive historical prices to predict the future Saat Defensive's volatility.| Risk Adjusted Performance | 0.066 | |||
| Jensen Alpha | 0.0036 | |||
| Total Risk Alpha | 6.0E-4 | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | 0.0986 |
Saat Defensive January 30, 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 | 0.066 | |||
| Market Risk Adjusted Performance | 0.1086 | |||
| Mean Deviation | 0.0757 | |||
| Downside Deviation | 0.1394 | |||
| Coefficient Of Variation | 553.34 | |||
| Standard Deviation | 0.0966 | |||
| Variance | 0.0093 | |||
| Information Ratio | (0.45) | |||
| Jensen Alpha | 0.0036 | |||
| Total Risk Alpha | 6.0E-4 | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | 0.0986 | |||
| Maximum Drawdown | 0.4202 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1055 | |||
| Downside Variance | 0.0194 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.12) | |||
| Skewness | (0.34) | |||
| Kurtosis | (0.07) |
Saat Defensive Strategy Backtested Returns
At this stage we consider Saat Mutual Fund to be very steady. Saat Defensive Strategy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.26, which indicates the fund had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Saat Defensive Strategy, which you can use to evaluate the volatility of the fund. Please validate Saat Defensive's Risk Adjusted Performance of 0.066, standard deviation of 0.0966, and Downside Deviation of 0.1394 to confirm if the risk estimate we provide is consistent with the expected return of 0.0245%. The entity has a beta of 0.0756, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Saat Defensive's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saat Defensive is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
Saat Defensive Strategy has good predictability. Overlapping area represents the amount of predictability between Saat Defensive time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 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 Saat Defensive Strategy price movement. The serial correlation of 0.79 indicates that around 79.0% of current Saat Defensive price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Saat Defensive technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Saat Defensive Strategy Technical Analysis
Indicator |
The output start index for this execution was one with a total number of output elements of sixty. The True Range is a measure of Saat Defensive Strategy volatility developed by Welles Wilder.
About Saat Defensive Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Saat Defensive Strategy on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Saat Defensive Strategy based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Saat Defensive Strategy price pattern first instead of the macroeconomic environment surrounding Saat Defensive Strategy. By analyzing Saat Defensive's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Saat Defensive's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Saat Defensive specific price patterns or momentum indicators. Please read more on our technical analysis page.
Saat Defensive January 30, 2026 Technical Indicators
Most technical analysis of Saat help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Saat from various momentum indicators to cycle indicators. When you analyze Saat charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.066 | |||
| Market Risk Adjusted Performance | 0.1086 | |||
| Mean Deviation | 0.0757 | |||
| Downside Deviation | 0.1394 | |||
| Coefficient Of Variation | 553.34 | |||
| Standard Deviation | 0.0966 | |||
| Variance | 0.0093 | |||
| Information Ratio | (0.45) | |||
| Jensen Alpha | 0.0036 | |||
| Total Risk Alpha | 6.0E-4 | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | 0.0986 | |||
| Maximum Drawdown | 0.4202 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1055 | |||
| Downside Variance | 0.0194 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.12) | |||
| Skewness | (0.34) | |||
| Kurtosis | (0.07) |
Saat Defensive January 30, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Saat stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 9.63 | ||
| Day Typical Price | 9.63 | ||
| Price Action Indicator | 0.01 |
Other Information on Investing in Saat Mutual Fund
Saat Defensive financial ratios help investors to determine whether Saat 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 Saat with respect to the benefits of owning Saat Defensive security.
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