Simt Managed Volatility Fund Technical Analysis
| SUSYX Fund | USD 13.52 0.10 0.75% |
As of the 3rd of February, Simt Managed has the Downside Deviation of 0.5502, standard deviation of 2.3, and Risk Adjusted Performance of 0.1159. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Simt Managed Volatility, as well as the relationship between them.
Simt Managed Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Simt, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SimtSimt |
Simt Managed '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 Simt Managed'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 Simt Managed.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Simt Managed on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Managed Volatility or generate 0.0% return on investment in Simt Managed over 90 days. Simt Managed is related to or competes with Simt Us, Simt Managed, Simt Tax-managed, Simt Tax-managed, Nt Non, Simt Tax, and Leuthold Core. Under normal circumstances, the fund will invest at least 80 percent of its net assets in securities of U.S More
Simt Managed 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 Simt Managed'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 Simt Managed Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5502 | |||
| Information Ratio | 0.1245 | |||
| Maximum Drawdown | 19.44 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.9924 |
Simt Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Managed's standard deviation. In reality, there are many statistical measures that can use Simt Managed historical prices to predict the future Simt Managed's volatility.| Risk Adjusted Performance | 0.1159 | |||
| Jensen Alpha | 0.3211 | |||
| Total Risk Alpha | 0.1885 | |||
| Sortino Ratio | 0.5202 | |||
| Treynor Ratio | 1.4 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simt Managed's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Simt Managed 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 | 0.1159 | |||
| Market Risk Adjusted Performance | 1.41 | |||
| Mean Deviation | 0.7398 | |||
| Downside Deviation | 0.5502 | |||
| Coefficient Of Variation | 672.06 | |||
| Standard Deviation | 2.3 | |||
| Variance | 5.28 | |||
| Information Ratio | 0.1245 | |||
| Jensen Alpha | 0.3211 | |||
| Total Risk Alpha | 0.1885 | |||
| Sortino Ratio | 0.5202 | |||
| Treynor Ratio | 1.4 | |||
| Maximum Drawdown | 19.44 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.9924 | |||
| Downside Variance | 0.3027 | |||
| Semi Variance | (0.17) | |||
| Expected Short fall | (1.02) | |||
| Skewness | 7.46 | |||
| Kurtosis | 58.82 |
Simt Managed Volatility Backtested Returns
Simt Managed appears to be not too volatile, given 3 months investment horizon. Simt Managed Volatility 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 Simt Managed Volatility, which you can use to evaluate the volatility of the fund. Please review Simt Managed's Standard Deviation of 2.3, risk adjusted performance of 0.1159, and Downside Deviation of 0.5502 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simt Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Managed is expected to be smaller as well.
Auto-correlation | 0.55 |
Modest predictability
Simt Managed Volatility has modest predictability. Overlapping area represents the amount of predictability between Simt Managed 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 Simt Managed Volatility price movement. The serial correlation of 0.55 indicates that about 55.0% of current Simt Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Simt Managed 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.
Simt Managed Volatility Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Normalized Average True Range is used to analyze tradable apportunities for Simt Managed Volatility across different markets.
About Simt Managed 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 Simt Managed Volatility 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 Simt Managed Volatility based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Simt Managed Volatility price pattern first instead of the macroeconomic environment surrounding Simt Managed Volatility. By analyzing Simt Managed'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 Simt Managed'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 Simt Managed specific price patterns or momentum indicators. Please read more on our technical analysis page.
Simt Managed February 3, 2026 Technical Indicators
Most technical analysis of Simt 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 Simt from various momentum indicators to cycle indicators. When you analyze Simt 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 | 0.1159 | |||
| Market Risk Adjusted Performance | 1.41 | |||
| Mean Deviation | 0.7398 | |||
| Downside Deviation | 0.5502 | |||
| Coefficient Of Variation | 672.06 | |||
| Standard Deviation | 2.3 | |||
| Variance | 5.28 | |||
| Information Ratio | 0.1245 | |||
| Jensen Alpha | 0.3211 | |||
| Total Risk Alpha | 0.1885 | |||
| Sortino Ratio | 0.5202 | |||
| Treynor Ratio | 1.4 | |||
| Maximum Drawdown | 19.44 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.9924 | |||
| Downside Variance | 0.3027 | |||
| Semi Variance | (0.17) | |||
| Expected Short fall | (1.02) | |||
| Skewness | 7.46 | |||
| Kurtosis | 58.82 |
Simt Managed February 3, 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 Simt 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 | 1.01 | ||
| Day Median Price | 13.52 | ||
| Day Typical Price | 13.52 | ||
| Price Action Indicator | 0.05 |
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.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings |