Small Cap Profund Small Cap Fund Market Value
| SLPIX Fund | USD 111.50 0.23 0.21% |
| Symbol | Small-cap |
Small-cap Profund '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 Profund'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 Profund.
| 05/13/2025 |
| 08/11/2025 |
If you would invest 0.00 in Small-cap Profund on May 13, 2025 and sell it all today you would earn a total of 0.00 from holding Small Cap Profund Small Cap or generate 0.0% return on investment in Small-cap Profund over 90 days. Small-cap Profund is related to or competes with Legg Mason, John Hancock, Vanguard Short-term, Prudential Short, American Funds, and Leader Short. The fund invests in financial instruments that ProFund Advisors believes, in combination, should track the performance o... More
Small-cap Profund 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 Profund'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 Profund Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.48 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 1.66 |
Small-cap Profund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Small-cap Profund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Small-cap Profund's standard deviation. In reality, there are many statistical measures that can use Small-cap Profund historical prices to predict the future Small-cap Profund's volatility.| Risk Adjusted Performance | 0.0672 | |||
| Jensen Alpha | 0.1045 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.33) |
Small Cap Profund Backtested Returns
At this stage we consider Small-cap Mutual Fund to be very steady. Small Cap Profund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0828, which indicates the fund had a 0.0828 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Small Cap Profund Small Cap, which you can use to evaluate the volatility of the fund. Please validate Small-cap Profund's Semi Deviation of 0.9858, coefficient of variation of 1208.03, and Risk Adjusted Performance of 0.0672 to confirm if the risk estimate we provide is consistent with the expected return of 0.0879%. The entity has a beta of -0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Small-cap Profund are expected to decrease at a much lower rate. During the bear market, Small-cap Profund is likely to outperform the market.
Auto-correlation | -0.03 |
Very weak reverse predictability
Small Cap Profund Small Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Small-cap Profund time series from 13th of May 2025 to 27th of June 2025 and 27th of June 2025 to 11th of August 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 Profund price movement. The serial correlation of -0.03 indicates that only 3.0% of current Small-cap Profund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 1.81 |
Small Cap Profund lagged returns against current returns
Autocorrelation, which is Small-cap Profund 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 Profund's mutual fund expected returns. We can calculate the autocorrelation of Small-cap Profund returns to help us make a trade decision. For example, suppose you find that Small-cap Profund 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 Profund 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 Profund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Small-cap Profund 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 Profund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Small-cap Profund Lagged Returns
When evaluating Small-cap Profund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Small-cap Profund mutual fund have on its future price. Small-cap Profund 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 Profund autocorrelation shows the relationship between Small-cap Profund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Small Cap Profund Small Cap.
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 Small-cap Mutual Fund
Small-cap Profund financial ratios help investors to determine whether Small-cap 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-cap with respect to the benefits of owning Small-cap Profund security.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |