Simt Small Cap Fund Manager Performance Evaluation

Simt Small Relative Risk vs. Return Landscape

If you had invested $ 3,096 in Simt Small Cap on December 12, 2025 and sold it today you would have earned a total of $ 307.00 from holding Simt Small Cap or generated 9.92% return on investment over 90 days. Simt Small Cap is currently producing a 0.1715% return and carries 1.7047% volatility of returns over 90 trading days. Put another way, 15% of traded mutual funds are less volatile than Simt, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.This comparison focuses on expected return, realized volatility, and risk efficiency versus the market. It is most useful when expected return is read together with volatility rather than in isolation. Assuming a 90-day horizon Simt Small is expected to generate 2.2 times more return on investment than the market. However, the fund is 2.2 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of risk.

Historical Prices of Simt Small Cap

Below is the normalized historical share price chart for Simt Small Cap extending back to September 01, 1992. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Simt Small stands at 34.03, as last reported on the 12th of March 2026, with the highest price reaching 34.03 and the lowest price hitting 34.03 during the day.

Target Price Odds to finish over Current Price

Assuming a 90-day horizon the mutual fund has the beta coefficient of 1.08 . This usually implies Simt Small Cap market returns are sensitive to returns on the market. As the market goes up or down, Simt Small is expected to follow. Additionally, Simt Small Cap has an alpha of 0.1734, implying that it can generate a 0.1734 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predictive Modules for Simt Small

Forecasting Simt Small Cap involves applying various models to estimate future price behavior. While no method can consistently predict the fund market with certainty, the discipline of building and testing forecasts sharpens investment thinking. Combining several approaches and cross-checking results offers a more balanced view of potential outcomes.

Hype Prediction Low Estimated High 29.74 31.44 37.43 Details

Intrinsic Valuation Low Real High 30.63 36.56 38.26 Details

Naive Forecast Low Next High 31.73 33.43 35.14 Details

Bollinger Band Projection (param) Lower Middle Band Upper 33.91 35.28 36.65 Details

A rigorous investment case for Simt Small requires more than studying its own financials. Benchmarking Simt Small's performance, valuation, and risk profile against competitors is essential to validate any investment thesis.

Primary Risk Indicators

The mutual fund market has gone through extended periods of turbulence over the past two decades. Simt Small has not been immune to these swings. Sudden corrections and sharp rallies have tested many portfolios. Investors can protect against downside risk in Simt Small Cap by monitoring Simt Small's fundamental risk indicators and maintaining appropriate hedges.

Simt Small Alerts and Suggestions

Setting up alerts on Simt Small ensures that material changes in technical or fundamental conditions are not missed. These notifications for Simt Small Cap help investors make timely decisions in response to significant fund events.

Simt Small Fundamentals Growth