  We present a detailed analytical study of spherically symmetric self-similar
solutions in the SU(2) sigma model coupled to gravity. Using a shooting
argument we prove that there is a countable family of solutions which are
analytic inside the past self-similarity horizon. In addition, we show that for
sufficiently small values of the coupling constant these solutions possess a
regular future self-similarity horizon and thus are examples of naked
singularities. One of the solutions constructed here has been recently found as
the critical solution at the threshold of black hole formation.
