Fuller Thaler Risk Adjusted Performance

FTHSX Fund  USD 53.17  0.18  0.34%   
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Fuller Thaler Behavioral has current Risk Adjusted Performance of 0.1236.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1236
ER[a] = Expected return on investing in Fuller Thaler
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Fuller Thaler Risk Adjusted Performance Peers Comparison

Fuller Risk Adjusted Performance Relative To Other Indicators

Fuller Thaler Behavioral is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  50.30  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fuller Thaler Behavioral is roughly  50.30 
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