Siit Managed Volatility Fund Technical Analysis
| SVYAX Fund | USD 6.42 -0.01 -0.16% |
As of the 27th of March, SIIT US trades at 6.42 per share. Key technical indicators include Semi Deviation of 0.5258, coefficient of variation of 6389.65, and Risk Adjusted Performance of 0.0078. The technical model evaluates historical price movement, trading volume, and volatility patterns to quantify trend strength. Current values are evaluated relative to sector peers and historical ranges.
SIIT US Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SIIT, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SIITSIIT |
What-If Analysis
Backtesting a what-if scenario on Siit Managed Volatility shows how the fund may have behaved if the position had been entered, held, or resized under different historical assumptions. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 12/27/2025 |
| 03/27/2026 |
A 0.00 position in SIIT US initiated on December 27, 2025 and held to today would generate 0.00 in net gains. In total, that is a 0.0% return on investment in SIIT US in aggregate across 90 days. All figures reflect recorded trading activity across periods. SIIT US shares sector or business overlap with SIIT SCREENED, SIIT SMALL, SIIT OPPORTUNISTIC, SIIT LARGE, SIIT LIMITED, SIIT LONG, and SIIT CORE. The fund will invest at least 80 percent of its net assets in equity securities of U.S More
SIIT US Upside and Downside Indicators Overview
SIIT US upside and downside signals reflect how the fund price has behaved relative to recent trading ranges. The information reflects available price and trading data.
| Downside Deviation | 0.6057 | |||
| Information Ratio | 0.1372 | |||
| Maximum Drawdown | 3.06 | |||
| Value At Risk | -0.78 | |||
| Potential Upside | 0.7669 |
Volatility and Risk Indicators for SIIT US Summary
This section presents risk metrics that describe SIIT US's historical price variability. All figures are based on available market data inputs.| Risk Adjusted Performance | 0.0078 | |||
| Jensen Alpha | 0.0378 | |||
| Total Risk Alpha | 0.0492 | |||
| Sortino Ratio | 0.1242 | |||
| Treynor Ratio | -0.0028 |
Experienced market participants anticipate that SIIT US's price will even out over time. Periods when SIIT US's deviates significantly from its historical mean may warrant further fundamental analysis.
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 | 0.0078 | |||
| Market Risk Adjusted Performance | 0.0072 | |||
| Mean Deviation | 0.4225 | |||
| Semi Deviation | 0.5258 | |||
| Downside Deviation | 0.6057 | |||
| Coefficient Of Variation | 6389.65 | |||
| Standard Deviation | 0.5481 | |||
| Variance | 0.3004 | |||
| Information Ratio | 0.1372 | |||
| Jensen Alpha | 0.0378 | |||
| Total Risk Alpha | 0.0492 | |||
| Sortino Ratio | 0.1242 | |||
| Treynor Ratio | -0.0028 | |||
| Maximum Drawdown | 3.06 | |||
| Value At Risk | -0.78 | |||
| Potential Upside | 0.7669 | |||
| Downside Variance | 0.3668 | |||
| Semi Variance | 0.2765 | |||
| Expected Short fall | -0.49 | |||
| Skewness | -0.27 | |||
| Kurtosis | 0.6875 |
Siit Managed Volatility Backtested Returns
SIIT US appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It has a Sharpe Ratio of close to zero, which indicates that close to zero units of return per unit of risk over the last 3 months. We identified twenty-seven technical indicators supporting this volatility profile. Please review metrics such as Semi Deviation of 0.5258, coefficient of variation of 6389.65, and risk-adjusted performance of 0.0078 to confirm whether our risk estimates align with your expectations. The fund has a beta of 0.51, which implies generally lower market sensitivity than the broad market. As returns on the market increase, SIIT US's returns are expected to increase less than the market. However, during a bear market, the loss from holding SIIT US is expected to be smaller as well.
Auto-correlation | -0.84 |
Excellent reverse predictability
Siit Managed Volatility shows excellent reverse predictability when comparing price series from 27th of December 2025 to 10th of February 2026 against from 10th of February 2026 to 27th of March 2026. A strong serial relationship would imply that SIIT US's recent trajectory contains information about its near-term direction. With a serial correlation of -0.84, around 84.0% of SIIT US's price variation is attributable to patterns in preceding intervals. Given that Siit Managed Volatility has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
This technical analysis module for SIIT US is structured around price and volume data. This approach uses standard technical indicators across price data.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Siit Managed Volatility volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of SIIT US focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Trend persistence provides context for directional stability. Certain defensive traits may reduce sensitivity to broader macroeconomic fluctuations.
Inputs for Siit Managed Volatility come from fund disclosures and market reference feeds and are mapped into a consistent reporting framework. Some fields can appear with publication lag.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardSIIT US Technical Indicators
Investors following Siit Managed Volatility often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. A disciplined technical workflow separates stronger setups from noisier price action.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0078 | |||
| Market Risk Adjusted Performance | 0.0072 | |||
| Mean Deviation | 0.4225 | |||
| Semi Deviation | 0.5258 | |||
| Downside Deviation | 0.6057 | |||
| Coefficient Of Variation | 6389.65 | |||
| Standard Deviation | 0.5481 | |||
| Variance | 0.3004 | |||
| Information Ratio | 0.1372 | |||
| Jensen Alpha | 0.0378 | |||
| Total Risk Alpha | 0.0492 | |||
| Sortino Ratio | 0.1242 | |||
| Treynor Ratio | -0.0028 | |||
| Maximum Drawdown | 3.06 | |||
| Value At Risk | -0.78 | |||
| Potential Upside | 0.7669 | |||
| Downside Variance | 0.3668 | |||
| Semi Variance | 0.2765 | |||
| Expected Short fall | -0.49 | |||
| Skewness | -0.27 | |||
| Kurtosis | 0.6875 |
March 27, 2026 Daily Trend Indicators
Investors following Siit Managed Volatility often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. A disciplined technical workflow separates stronger setups from noisier price action.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 6.42 | ||
| Day Typical Price | 6.42 | ||
| Price Action Indicator | 0.00 |