Small Cap Core Fund Market Value
| SCRZX Fund | USD 12.22 0.19 1.58% |
| Symbol | Small |
Small Cap '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 Small Cap'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 Small Cap.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Small Cap on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Small Cap Core or generate 0.0% return on investment in Small Cap over 90 days. Small Cap is related to or competes with Franklin Federal, Lord Abbett, Nuveen Short, Maryland Short-term, Alpine Ultra, and Dreyfus Short. The Portfolio invests, under normal circumstances, at least 80 percent of its net assets in equity securities of small-capitalization companies or other securities or instruments with similar economic characteristics, including derivatives related to equity securities. More
Small Cap 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 Small Cap'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 Small Cap Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.0601 | |||
| Maximum Drawdown | 6.27 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 2.26 |
Small Cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Small Cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Small Cap's standard deviation. In reality, there are many statistical measures that can use Small Cap historical prices to predict the future Small Cap's volatility.| Risk Adjusted Performance | 0.2178 | |||
| Jensen Alpha | 0.0326 | |||
| Total Risk Alpha | 0.0027 | |||
| Sortino Ratio | 0.0632 | |||
| Treynor Ratio | 0.2332 |
Small Cap Core Backtested Returns
Small Cap appears to be moderately volatile, given 3 months investment horizon. Small Cap Core owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Small Cap Core, which you can use to evaluate the volatility of the fund. Please review Small Cap's Coefficient Of Variation of 413.39, risk adjusted performance of 0.2178, and Semi Deviation of 0.8583 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.19, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Small Cap will likely underperform.
Auto-correlation | 0.71 |
Good predictability
Small Cap Core has good predictability. Overlapping area represents the amount of predictability between Small Cap time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Small Cap Core price movement. The serial correlation of 0.71 indicates that around 71.0% of current Small Cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Small Cap Core lagged returns against current returns
Autocorrelation, which is Small Cap 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 Small Cap's mutual fund expected returns. We can calculate the autocorrelation of Small Cap returns to help us make a trade decision. For example, suppose you find that Small Cap 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 |
Small Cap 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 Small Cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Small Cap mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Small Cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Small Cap Lagged Returns
When evaluating Small Cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Small Cap mutual fund have on its future price. Small Cap 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, Small Cap autocorrelation shows the relationship between Small Cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Small Cap Core.
Regressed Prices |
| Timeline |
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Other Information on Investing in Small Mutual Fund
Small Cap financial ratios help investors to determine whether Small 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 Small with respect to the benefits of owning Small Cap security.
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