Simt Large Cap Fund Volatility
| SLYCX Fund | USD 13.51 -0.20 -1.46% |
The latest risk read is supported by 21 technical indicators. Over the last 3 months, Simt Large Cap maintains relatively low price volatility. Simt Large Cap posts a Sharpe ratio of -0.0998, suggesting weak return efficiency over the last 3 months.
Sharpe Ratio = -0.0998
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SLYCX |
Simt Large Cap (SLYCX) recorded a Market Risk Adjusted Performance of -0.1%, a Risk of 0.80, and a Risk Adjusted Performance of -0.1%. SIMT LARGE is below its full potential per monthly moving average analysis. Pairing it with a well-diversified portfolio structure may improve overall efficiency. Correlation structure between SIMT LARGE and other holdings determines the diversification benefit. The risk-reduction potential of adding SIMT LARGE to a diversified portfolio can be quantified.
Key indicators related to SIMT LARGE's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding SIMT LARGE's historical volatility sets realistic expectations for SIMT LARGE's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging SIMT LARGE exposure. Volatility analysis for SIMT LARGE is most actionable when combined with directional views. High financial distress probability for SIMT LARGE amplifies the risk of extreme downside scenarios.
SIMT |
Volatility Strategy
Simt Large Cap return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 0.8% with a beta coefficient of 0.85, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0998, evaluates return per unit of total risk. An alpha value of -0.004655 reflects performance relative to systematic market exposure. Expected return estimates near -0.0796% 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 LARGE's market risk premium analysis include:
Beta 0.85 | Alpha -0.0047 | Risk 0.8 | Sharpe Ratio -0.1 | Expected Return -0.08 |
Moving together with SIMT Mutual Fund
| 0.84 | SSCGX | Simt Small Cap | PairCorr |
| 0.79 | SSGAX | Saat Aggressive Strategy | PairCorr |
| 0.97 | SSPIX | Simt Sampp 500 | PairCorr |
| 0.96 | STLYX | Simt Tax Managed | PairCorr |
| 0.85 | STMPX | Simt Tax Managed | PairCorr |
| 0.74 | SCLAX | Simt Multi Asset | PairCorr |
| 0.97 | SCPAX | Siit Large Cap | PairCorr |
| 0.88 | SDLAX | Siit Dynamic Asset | PairCorr |
| 0.79 | SEAIX | Saat Aggressive Strategy | PairCorr |
| 0.85 | SEIYX | Simt High Yield | PairCorr |
| 0.89 | SELCX | Simt Large Cap | PairCorr |
| 0.86 | AAEZX | Enhanced Fixed Income | PairCorr |
Moving Against SIMT Mutual Fund
Sensitivity To Market
Simt Large Cap exhibits a beta of 0.85, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 0.8%.Volatility metrics for Simt Large Cap describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. For SIMT LARGE, the volatility profile is a portfolio effect rather than a single-company effect.
3 Months Beta |Analyze Simt Large Cap Demand TrendCheck current 90 days SIMT LARGE correlation with market (Dow Jones Industrial)Downside Risk
For SIMT, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low. Standard deviation for SIMT provides a measure of daily price dispersion around the mean. Standard deviation for SIMT allows comparison of risk levels across different time horizons.
Standard Deviation | 0.8 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for SIMT LARGE. Upside risk is measured by SIMT LARGE's standard deviation, while downside risk is captured by downside deviation of SIMT LARGE's returns. Standard deviation and downside deviation for SIMT LARGE measure different things — total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in SIMT LARGE's returns. Simt Large Cap (SLYCX) recorded a Maximum Drawdown of 3.58.
Mutual Fund Volatility Analysis
For investors tracking SIMT LARGE, understanding volatility is essential to managing portfolio risk. It indicates how dramatically SIMT LARGE's price swings over a specific time horizon. For traders and investors in SIMT LARGE, volatility is both a risk factor and a source of opportunity. Sharp price movements in SIMT LARGE's can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Simt Large Cap 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 LARGE has a beta of 0.8476 . This usually implies as returns on the market go up, SIMT LARGE's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Simt Large Cap is expected to be smaller as well.Investors in SIMT LARGE face systematic risk from overall mutual fund market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Simt Large Cap (SLYCX) recorded a Mean Deviation of 0.61 and a Standard Deviation of 0.78.
Predicted Return Distribution |
| Density |
What Drives SIMT LARGE's Price Volatility?
Industry Dynamics
SIMT LARGE's volatility can rise when competitive dynamics or demand conditions shift across the SEI sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into SIMT LARGE's trading.SIMT LARGE's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in SIMT LARGE.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of SIMT LARGE is -1002.35. The daily returns are distributed with a variance of 0.64 and standard deviation of 0.8. The mean deviation of Simt Large Cap is currently at 0.63. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | -0.0047 | |
β | Beta against Dow Jones | 0.85 | |
σ | Overall volatility | 0.80 | |
Ir | Information ratio | 0.01 |
Mutual Fund Return Volatility
SIMT LARGE return volatility captures the typical daily swing in fund returns relative to the mean over the selected period. The fund has volatility of 0.7983% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8534% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Risk-Adjusted Indicators
SIMT LARGE Mutual Fund can look attractive on recent price action while risk efficiency lags the peer group. Reviewing SIMT LARGE's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.Risk Metrics, Assumptions & Methodology
Beta exposure for SIMT LARGE estimates how much of the fund's return variability is driven by market-wide forces versus allocation-specific effects. A beta above one indicates amplified sensitivity to market swings, increasing both upside and downside exposure.
Data shown for Simt Large Cap is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardSIMT LARGE Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than Simt Large Cap, by roughly a 1.06x factor. Investors usually compare this volatility gap with trend durability and valuation before deciding which name better fits the mandate.You can use Simt Large Cap to protect the portfolio against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of SIMT LARGE to be traded at $13.1 in 90 days.Minimal diversification benefit
SIMT LARGE currently posts a 0.95 correlation with Dow Jones, indicating a Minimal diversification benefit relationship for the active sample. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
SIMT LARGE Additional Risk Indicators
Looking at additional risk metrics for Simt Large Cap frames how the position may behave under different market and portfolio conditions. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.06 | |||
| Market Risk Adjusted Performance | -0.07 | |||
| Mean Deviation | 0.6112 | |||
| Coefficient Of Variation | -1,304 | |||
| Standard Deviation | 0.7773 | |||
| Variance | 0.6041 | |||
| Information Ratio | 0.009 |
SIMT LARGE Suggested Diversification Pairs
Pair trading with SIMT LARGE can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around SIMT LARGE, market-wide risk remains. What pair trading can address is SIMT LARGE's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.