Simt Multi Strategy Alternative Fund Market Value
| SMUYX Fund | USD 10.00 0.03 0.30% |
| Symbol | SIMT |
Simt Multi-strategy '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 Multi-strategy'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 Multi-strategy.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Simt Multi-strategy on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Multi Strategy Alternative or generate 0.0% return on investment in Simt Multi-strategy over 90 days. Simt Multi-strategy is related to or competes with Aqr Sustainable, Qs Growth, Siit Emerging, Semiconductor Ultrasector, Pnc Emerging, Nasdaq 100, and Ep Emerging. The advisor employs a strategy intended to generate an absolute return in various market cycles with reduced correlation... More
Simt Multi-strategy 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 Multi-strategy'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 Multi Strategy Alternative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2115 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 1.58 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.6397 |
Simt Multi-strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Multi-strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Multi-strategy's standard deviation. In reality, there are many statistical measures that can use Simt Multi-strategy historical prices to predict the future Simt Multi-strategy's volatility.| Risk Adjusted Performance | 0.3983 | |||
| Jensen Alpha | 0.0925 | |||
| Total Risk Alpha | 0.0799 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.5614 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simt Multi-strategy'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 Multi Strategy Backtested Returns
At this stage we consider SIMT Mutual Fund to be very steady. Simt Multi Strategy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.46, which indicates the fund had a 0.46 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Simt Multi Strategy Alternative, which you can use to evaluate the volatility of the fund. Please validate Simt Multi-strategy's Downside Deviation of 0.2115, risk adjusted performance of 0.3983, and Standard Deviation of 0.29 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simt Multi-strategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Multi-strategy is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Simt Multi Strategy Alternative has very good predictability. Overlapping area represents the amount of predictability between Simt Multi-strategy time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. 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 Multi Strategy price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Simt Multi-strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Simt Multi Strategy lagged returns against current returns
Autocorrelation, which is Simt Multi-strategy mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Simt Multi-strategy's mutual fund expected returns. We can calculate the autocorrelation of Simt Multi-strategy returns to help us make a trade decision. For example, suppose you find that Simt Multi-strategy has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Simt Multi-strategy regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Simt Multi-strategy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simt Multi-strategy mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simt Multi-strategy mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Simt Multi-strategy Lagged Returns
When evaluating Simt Multi-strategy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simt Multi-strategy mutual fund have on its future price. Simt Multi-strategy autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Simt Multi-strategy autocorrelation shows the relationship between Simt Multi-strategy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Simt Multi Strategy Alternative.
Regressed Prices |
| Timeline |
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 SIMT Mutual Fund
Simt Multi-strategy 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 Multi-strategy security.
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