Fulcrum Diversified Absolute Fund Price on November 26, 2024
| FARIX Fund | USD 9.84 0.05 0.51% |
Below is the normalized historical share price chart for Fulcrum Diversified Absolute extending back to July 31, 2015. 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 Fulcrum Diversified stands at 9.84, as last reported on the 30th of November, with the highest price reaching 9.84 and the lowest price hitting 9.84 during the day.
If you're considering investing in Fulcrum Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Fulcrum Mutual Fund to be very steady. Fulcrum Diversified secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the fund had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fulcrum Diversified Absolute, which you can use to evaluate the volatility of the entity. Please confirm Fulcrum Diversified's Downside Deviation of 0.3256, coefficient of variation of 732.55, and Mean Deviation of 0.2638 to check if the risk estimate we provide is consistent with the expected return of 0.0547%.
Fulcrum Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Fulcrum |
Sharpe Ratio = 0.1612
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Estimated Market Risk
| 0.34 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Fulcrum Diversified is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Fulcrum Diversified by adding it to a well-diversified portfolio.
Fulcrum Diversified Valuation on November 26, 2024
It is possible to determine the worth of Fulcrum Diversified on a given historical date. On November 26, 2024 Fulcrum was worth 9.89 at the beginning of the trading date compared to the closed value of 9.89. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Fulcrum Diversified mutual fund. Still, in general, we apply an absolute valuation method to find Fulcrum Diversified's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Fulcrum Diversified where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Fulcrum Diversified's related companies.
| Open | High | Low | Close | Volume | |
| 9.86 | 9.86 | 9.86 | 9.86 | 1.00 | |
11/26/2024 | 9.89 | 9.89 | 9.89 | 9.89 | 1.00 |
| 9.84 | 9.84 | 9.84 | 9.84 | 1.00 |
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Fulcrum Diversified Trading Date Momentum on November 26, 2024
| On November 27 2024 Fulcrum Diversified Absolute was traded for 9.84 at the closing time. The highest daily price throughout the period was 9.84 and the lowest price was 9.84 . There was no trading activity during the period 1.0. Lack of trading volume on 11/27/2024 added to the next day price reduction. The overall trading delta to closing price of the next trading day was 0.51% . The overall trading delta to current closing price is 0.51% . |
Fulcrum Diversified Fundamentals Correlations and Trends
By evaluating Fulcrum Diversified's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Fulcrum Diversified's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Fulcrum financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Fulcrum Diversified Mutual Fund history
Fulcrum Diversified investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Fulcrum is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Fulcrum Diversified will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Fulcrum Diversified stock prices may prove useful in developing a viable investing in Fulcrum Diversified
In seeking to achieve its aim of long-term absolute returns, the fund aims to hold a diversified portfolio and achieve long-term absolute returns in all market conditions over rolling five-year periods, with lower volatility than equity markets and in excess of inflation. The fund implements its strategy by investing globally either directly, or through derivatives, in a broad range of instruments, including, but not limited to, equity, fixed income, currency, commodity, credit derivative and cash instruments.
Fulcrum Diversified Mutual Fund Technical Analysis
Fulcrum Diversified technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Price Boundaries
Fulcrum Diversified Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
Fulcrum Diversified Absolute cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Fulcrum Diversified November 30, 2024 Market Strength
Market strength indicators help investors to evaluate how Fulcrum Diversified mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fulcrum Diversified shares will generate the highest return on investment. By undertsting and applying Fulcrum Diversified mutual fund market strength indicators, traders can identify Fulcrum Diversified Absolute entry and exit signals to maximize returns
Fulcrum Diversified Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Fulcrum Diversified's price direction in advance. Along with the technical and fundamental analysis of Fulcrum Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Fulcrum to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0916 | |||
| Jensen Alpha | 0.0256 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.28) | |||
| Treynor Ratio | 0.4459 |
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Other Information on Investing in Fulcrum Mutual Fund
Fulcrum Diversified financial ratios help investors to determine whether Fulcrum Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Fulcrum with respect to the benefits of owning Fulcrum Diversified security.
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