Sierra Tactical Risk Fund Market Value
| SRFNX Fund | USD 25.27 0.05 0.20% |
| Symbol | Sierra |
Sierra Tactical '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 Sierra Tactical'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 Sierra Tactical.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Sierra Tactical on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Sierra Tactical Risk or generate 0.0% return on investment in Sierra Tactical over 90 days. Sierra Tactical is related to or competes with Tax-managed, Davenport Small, Blackrock, Massmutual Premier, American Century, Jhancock Diversified, and Principal Lifetime. The fund is a fund of funds. The Adviser seeks to achieve the funds investment objective by investing in a combination o... More
Sierra Tactical 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 Sierra Tactical'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 Sierra Tactical Risk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.43 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 1.68 | |||
| Value At Risk | (0.64) | |||
| Potential Upside | 0.5773 |
Sierra Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sierra Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sierra Tactical's standard deviation. In reality, there are many statistical measures that can use Sierra Tactical historical prices to predict the future Sierra Tactical's volatility.| Risk Adjusted Performance | 0.08 | |||
| Jensen Alpha | 0.0188 | |||
| Total Risk Alpha | 0.0159 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.084 |
Sierra Tactical February 19, 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 | 0.08 | |||
| Market Risk Adjusted Performance | 0.094 | |||
| Mean Deviation | 0.2819 | |||
| Semi Deviation | 0.3139 | |||
| Downside Deviation | 0.43 | |||
| Coefficient Of Variation | 868.91 | |||
| Standard Deviation | 0.376 | |||
| Variance | 0.1413 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0188 | |||
| Total Risk Alpha | 0.0159 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.084 | |||
| Maximum Drawdown | 1.68 | |||
| Value At Risk | (0.64) | |||
| Potential Upside | 0.5773 | |||
| Downside Variance | 0.1849 | |||
| Semi Variance | 0.0986 | |||
| Expected Short fall | (0.31) | |||
| Skewness | (0.38) | |||
| Kurtosis | 0.6934 |
Sierra Tactical Risk Backtested Returns
At this stage we consider Sierra Mutual Fund to be very steady. Sierra Tactical Risk owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sierra Tactical Risk, which you can use to evaluate the volatility of the fund. Please validate Sierra Tactical's Risk Adjusted Performance of 0.08, semi deviation of 0.3139, and Coefficient Of Variation of 868.91 to confirm if the risk estimate we provide is consistent with the expected return of 0.0817%. The entity has a beta of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sierra Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sierra Tactical is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
Sierra Tactical Risk has modest predictability. Overlapping area represents the amount of predictability between Sierra Tactical time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 Sierra Tactical Risk price movement. The serial correlation of 0.5 indicates that about 50.0% of current Sierra Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 Sierra Mutual Fund
Sierra Tactical financial ratios help investors to determine whether Sierra 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 Sierra with respect to the benefits of owning Sierra Tactical security.
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