Utilities Portfolio Utilities Fund Market Value
| FSUTX Fund | USD 142.71 0.01 0.01% |
| Symbol | Utilities |
Utilities Portfolio 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Utilities Portfolio's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Utilities Portfolio.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Utilities Portfolio on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Utilities Portfolio Utilities or generate 0.0% return on investment in Utilities Portfolio over 90 days. Utilities Portfolio is related to or competes with Schwab Us, Transamerica Capital, Value Fund, Touchstone Sands, Retailing Portfolio, George Putnam, and Fidelity Select. The fund invests primarily in common stocks More
Utilities Portfolio Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Utilities Portfolio's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Utilities Portfolio Utilities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.0148 | |||
| Maximum Drawdown | 4.67 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 1.65 |
Utilities Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Utilities Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Utilities Portfolio's standard deviation. In reality, there are many statistical measures that can use Utilities Portfolio historical prices to predict the future Utilities Portfolio's volatility.| Risk Adjusted Performance | 0.0531 | |||
| Jensen Alpha | 0.0407 | |||
| Sortino Ratio | 0.0142 | |||
| Treynor Ratio | 0.1376 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Utilities Portfolio's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Utilities Portfolio February 18, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0531 | |||
| Market Risk Adjusted Performance | 0.1476 | |||
| Mean Deviation | 0.8385 | |||
| Semi Deviation | 1.03 | |||
| Downside Deviation | 1.14 | |||
| Coefficient Of Variation | 1579.41 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.2 | |||
| Information Ratio | 0.0148 | |||
| Jensen Alpha | 0.0407 | |||
| Sortino Ratio | 0.0142 | |||
| Treynor Ratio | 0.1376 | |||
| Maximum Drawdown | 4.67 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 1.65 | |||
| Downside Variance | 1.3 | |||
| Semi Variance | 1.07 | |||
| Expected Short fall | (0.86) | |||
| Skewness | (0.24) | |||
| Kurtosis | 0.2361 |
Utilities Portfolio Backtested Returns
At this stage we consider Utilities Mutual Fund to be very steady. Utilities Portfolio owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the fund had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Utilities Portfolio Utilities, which you can use to evaluate the volatility of the fund. Please validate Utilities Portfolio's Semi Deviation of 1.03, coefficient of variation of 1579.41, and Risk Adjusted Performance of 0.0531 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Utilities Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Utilities Portfolio is expected to be smaller as well.
Auto-correlation | -0.25 |
Weak reverse predictability
Utilities Portfolio Utilities has weak reverse predictability. Overlapping area represents the amount of predictability between Utilities Portfolio time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Utilities Portfolio price movement. The serial correlation of -0.25 indicates that over 25.0% of current Utilities Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 10.64 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Utilities Mutual Fund
Utilities Portfolio financial ratios help investors to determine whether Utilities 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 Utilities with respect to the benefits of owning Utilities Portfolio security.
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