Simt Multi Asset Inflation Fund Volatility
| SLFYX Fund | USD 8.55 0.04 0.47% |
Simt Multi Asset Inflation reports a Sharpe ratio of 0.31, indicating risk-adjusted returns over the last 3 months. Current risk dynamics are supported by 25 technical indicators. Simt Multi Asset Inflation continues to exhibit relatively low price volatility over the last 3 months.
Sharpe Ratio = 0.3149
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Latest disclosures for Simt Multi Asset Inflation show a Market Risk Adjusted Performance of -1.3%, a Risk of 0.40, and a Risk Adjusted Performance of 0.3%. Based on monthly moving average positioning, SIMT MULTI-ASSET is operating near 24% of its observed historical performance range. In portfolio analysis, diversification may alter its risk-adjusted contribution.
Key indicators related to SIMT MULTI-ASSET's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
SIMT MULTI-ASSET Mutual Fund volatility depicts how high the prices fluctuate around the mean price. Higher volatility implies greater uncertainty about SIMT MULTI-ASSET's future price, while lower volatility suggests more predictable behavior.
SIMT |
Volatility Strategy
Simt Multi Asset Inflation price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 0.4% with a beta coefficient of -0.0929, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.31, evaluates return per unit of total risk. An alpha value of 0.11 reflects performance relative to systematic market exposure. Expected return estimates near 0.13% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to SIMT MULTI-ASSET's market risk premium analysis include:
Beta -0.09 | Alpha 0.11 | Risk 0.4 | Sharpe Ratio 0.31 | Expected Return 0.13 |
Moving together with SIMT Mutual Fund
| 0.89 | TOLZX | Deutsche Global | PairCorr |
| 0.91 | PWLIX | PIMCO Rae Worldwide | PairCorr |
| 0.76 | GLIFX | Lazard Global Listed | PairCorr |
| 0.96 | FSIRX | Fidelity Strategic Real | PairCorr |
| 0.77 | USPSX | Profunds Ultrashort Steady Growth | PairCorr |
| 0.89 | TOLSX | Deutsche Global | PairCorr |
| 0.64 | MSDMX | Morgan Stanley | PairCorr |
| 0.76 | MRK | Merck Company Aggressive Push | PairCorr |
| 0.87 | PFE | Pfizer Inc | PairCorr |
| 0.63 | DD | Dupont De Nemours | PairCorr |
| 0.96 | XOM | Exxon Mobil Corp Aggressive Push | PairCorr |
| 0.84 | T | ATT Inc Aggressive Push | PairCorr |
| 0.66 | TRV | The Travelers Companies | PairCorr |
| 0.77 | CAT | Caterpillar | PairCorr |
| 0.92 | VZ | Verizon Communications Aggressive Push | PairCorr |
| 0.71 | WMT | Walmart Common Stock Aggressive Push | PairCorr |
Sensitivity To Market
SIMT MULTI-ASSET beta coefficient measures the volatility of SIMT mutual fund relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing SIMT returns against market returns. A beta of -0.0929 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.4%.Simt Multi Asset Inflation has shown noticeable price swings over the selected period. Downside deviation is about 0.46% and standard deviation is about 0.39%, which summarize how widely returns have moved. A fund’s volatility level is shaped by diversification, sector concentration, and the mix of assets held.
3 Months Beta |Analyze Simt Multi Asset Demand TrendCheck current 90 days SIMT MULTI-ASSET correlation with market (Dow Jones Industrial)Downside Risk
SIMT standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 0.4 |
It is essential to understand the difference between upside risk and downside risk for SIMT MULTI-ASSET. Standard deviation measures total volatility including favorable moves, while downside deviation isolates the loss risk in SIMT MULTI-ASSET's daily returns. Latest disclosures for Simt Multi Asset Inflation show a Downside Deviation of 0.46, a Downside Variance of 0.21, and a Maximum Drawdown of 1.92.
Mutual Fund Volatility Analysis
Volatility refers to the frequency at which SIMT MULTI-ASSET fund price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same mutual fund.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Simt Multi Asset Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon Simt Multi Asset Inflation has a beta of -0.0929 . This usually implies that as returns on the benchmark increase, returns on SIMT MULTI-ASSET tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Simt Multi Asset Inflation is likely to outperform the market.SIMT MULTI-ASSET is exposed to both systematic and unsystematic risk. Systematic risk reflects broader mutual fund market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Latest disclosures for Simt Multi Asset Inflation show a Downside Deviation of 0.46, a Mean Deviation of 0.30, and a Standard Deviation of 0.39.
Predicted Return Distribution |
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What Drives SIMT MULTI-ASSET's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the SEI sector can move SIMT MULTI-ASSET's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for SIMT MULTI-ASSET.SIMT MULTI-ASSET's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in SIMT MULTI-ASSET's shares.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of SIMT MULTI-ASSET is 317.54. The daily returns are distributed with a variance of 0.16 and standard deviation of 0.4. The mean deviation of Simt Multi Asset Inflation is currently at 0.32. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | 0.11 | |
β | Beta against Dow Jones | -0.0929 | |
σ | Overall volatility | 0.40 | |
Ir | Information ratio | 0.51 |
Mutual Fund Return Volatility
SIMT MULTI-ASSET historical daily return volatility represents how much of SIMT MULTI-ASSET fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.4012% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8481% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| 0.87 | 0.46 | 0.71 | 0.82 | 0.68 | XNCVX | ||
| 0.87 | 0.71 | 0.83 | 0.78 | 0.84 | NCIDX | ||
| 0.46 | 0.71 | 0.72 | 0.64 | 0.79 | GCV | ||
| 0.71 | 0.83 | 0.72 | 0.78 | 0.98 | PRCCX | ||
| 0.82 | 0.78 | 0.64 | 0.78 | 0.79 | MCIFX | ||
| 0.68 | 0.84 | 0.79 | 0.98 | 0.79 | VAADX | ||
Risk-Adjusted Indicators
Strong recent returns in SIMT Mutual Fund do not always mean SIMT MULTI-ASSET Mutual Fund is outperforming peers on business quality. Risk-adjusted metrics help compare SIMT MULTI-ASSET's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| XNCVX | 0.80 | 0.01 | 0.10 | -0.13 | 1.07 | 1.59 | 5.55 | |||
| NCIDX | 0.81 | 0.07 | 0.14 | -0.37 | 1.01 | 1.67 | 5.60 | |||
| GCV | 0.83 | 0.17 | 0.17 | 0.16 | 0.99 | 2.00 | 5.79 | |||
| PRCCX | 0.81 | 0.08 | 0.08 | 0.02 | 1.10 | 1.52 | 5.17 | |||
| MCIFX | 0.22 | 0.01 | 0.19 | -0.03 | 0.28 | 0.48 | 1.40 | |||
| VAADX | 0.77 | 0.08 | 0.08 | 0.03 | 1.10 | 1.55 | 5.23 |
Risk Metrics, Assumptions & Methodology
Volatility regime for SIMT MULTI-ASSET evaluates whether NAV variability is in a calm, stressed, or transitional phase. Regime transitions often precede directional moves, making volatility shifts a useful timing signal.
This section for Simt Multi Asset Inflation is built from fund disclosures and market reference feeds, with reporting definitions aligned before display. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardSIMT MULTI-ASSET Investment Opportunity
Dow Jones Industrial is about 2.13 times more volatile than Simt Multi Asset Inflation based on recent return behavior. Investors usually compare this volatility gap with trend durability and valuation before deciding which name better fits the mandate.You can use Simt Multi Asset Inflation to enhance the returns of the portfolio. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of SIMT MULTI-ASSET to be traded at $8.98 in 90 days.Very strong inverse diversification
For the present investment horizon, the measured correlation between SIMT MULTI-ASSET and Dow Jones stands at -0.53, or Very strong inverse diversification. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
SIMT MULTI-ASSET Additional Risk Indicators
Risk analysis around Simt Multi Asset Inflation becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.2661 | |||
| Market Risk Adjusted Performance | -1.28 | |||
| Mean Deviation | 0.3048 | |||
| Downside Deviation | 0.4573 | |||
| Coefficient Of Variation | 298.9 | |||
| Standard Deviation | 0.3893 | |||
| Variance | 0.1516 |
SIMT MULTI-ASSET Suggested Diversification Pairs
A pair strategy built around Simt Multi Asset Inflation is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against SIMT MULTI-ASSET as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. SIMT MULTI-ASSET's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, SIMT MULTI-ASSET's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Simt Multi Asset Inflation.