Fuller Thaler Behavioral Fund Market Value
| FTZIX Fund | USD 69.58 0.11 0.16% |
| Symbol | Fuller |
Fuller Thaler '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 Fuller Thaler'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 Fuller Thaler.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Fuller Thaler on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Fuller Thaler Behavioral or generate 0.0% return on investment in Fuller Thaler over 90 days. Fuller Thaler is related to or competes with Fuller Thaler, Fuller Thaler, Fuller Thaler, Fuller Thaler, Fuller Thaler, Fuller Thaler, and Fuller Thaler. The fund seeks to achieve its objective by investing at least 80 percent of its net assets in common stocks of companies... More
Fuller Thaler 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 Fuller Thaler'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 Fuller Thaler Behavioral upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8496 | |||
| Information Ratio | 0.1587 | |||
| Maximum Drawdown | 4.39 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.95 |
Fuller Thaler Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fuller Thaler's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fuller Thaler's standard deviation. In reality, there are many statistical measures that can use Fuller Thaler historical prices to predict the future Fuller Thaler's volatility.| Risk Adjusted Performance | 0.2184 | |||
| Jensen Alpha | 0.2805 | |||
| Total Risk Alpha | 0.1233 | |||
| Sortino Ratio | 0.1824 | |||
| Treynor Ratio | (2.25) |
Fuller Thaler February 27, 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 | 0.2184 | |||
| Market Risk Adjusted Performance | (2.24) | |||
| Mean Deviation | 0.7837 | |||
| Semi Deviation | 0.5474 | |||
| Downside Deviation | 0.8496 | |||
| Coefficient Of Variation | 352.26 | |||
| Standard Deviation | 0.9763 | |||
| Variance | 0.9532 | |||
| Information Ratio | 0.1587 | |||
| Jensen Alpha | 0.2805 | |||
| Total Risk Alpha | 0.1233 | |||
| Sortino Ratio | 0.1824 | |||
| Treynor Ratio | (2.25) | |||
| Maximum Drawdown | 4.39 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.95 | |||
| Downside Variance | 0.7218 | |||
| Semi Variance | 0.2997 | |||
| Expected Short fall | (0.92) | |||
| Skewness | 0.0598 | |||
| Kurtosis | (0.22) |
Fuller Thaler Behavioral Backtested Returns
Fuller Thaler appears to be very steady, given 3 months investment horizon. Fuller Thaler Behavioral secures Sharpe Ratio (or Efficiency) of 0.25, which denotes the fund had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fuller Thaler Behavioral, which you can use to evaluate the volatility of the entity. Please utilize Fuller Thaler's Mean Deviation of 0.7837, downside deviation of 0.8496, and Coefficient Of Variation of 352.26 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fuller Thaler are expected to decrease at a much lower rate. During the bear market, Fuller Thaler is likely to outperform the market.
Auto-correlation | 0.72 |
Good predictability
Fuller Thaler Behavioral has good predictability. Overlapping area represents the amount of predictability between Fuller Thaler time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Fuller Thaler Behavioral price movement. The serial correlation of 0.72 indicates that around 72.0% of current Fuller Thaler price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
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 Fuller Mutual Fund
Fuller Thaler financial ratios help investors to determine whether Fuller 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 Fuller with respect to the benefits of owning Fuller Thaler security.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing |