Ultimus Managers Trust Fund Market Value
| WWMCX Fund | USD 9.70 0.00 0.00% |
| Symbol | Ultimus |
Ultimus Managers '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 Ultimus Managers' 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 Ultimus Managers.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Ultimus Managers on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Ultimus Managers Trust or generate 0.0% return on investment in Ultimus Managers over 90 days. Ultimus Managers is related to or competes with Westwood Short, Westwood Income, Westwood Income, Westwood Largecap, Westwood Quality, Westwood Quality, and Westwood Smallcap. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Ultimus Managers 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 Ultimus Managers' 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 Ultimus Managers Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6311 | |||
| Information Ratio | 0.1505 | |||
| Maximum Drawdown | 8.6 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.55 |
Ultimus Managers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ultimus Managers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ultimus Managers' standard deviation. In reality, there are many statistical measures that can use Ultimus Managers historical prices to predict the future Ultimus Managers' volatility.| Risk Adjusted Performance | 0.1809 | |||
| Jensen Alpha | 0.267 | |||
| Total Risk Alpha | 0.1305 | |||
| Sortino Ratio | 0.2617 | |||
| Treynor Ratio | (0.89) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ultimus Managers' 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.
Ultimus Managers February 28, 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 | 0.1809 | |||
| Market Risk Adjusted Performance | (0.88) | |||
| Mean Deviation | 0.581 | |||
| Downside Deviation | 0.6311 | |||
| Coefficient Of Variation | 430.37 | |||
| Standard Deviation | 1.1 | |||
| Variance | 1.2 | |||
| Information Ratio | 0.1505 | |||
| Jensen Alpha | 0.267 | |||
| Total Risk Alpha | 0.1305 | |||
| Sortino Ratio | 0.2617 | |||
| Treynor Ratio | (0.89) | |||
| Maximum Drawdown | 8.6 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.55 | |||
| Downside Variance | 0.3982 | |||
| Semi Variance | (0.09) | |||
| Expected Short fall | (0.79) | |||
| Skewness | 4.48 | |||
| Kurtosis | 28.4 |
Ultimus Managers Trust Backtested Returns
Ultimus Managers appears to be not too volatile, given 3 months investment horizon. Ultimus Managers Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Ultimus Managers Trust, which you can use to evaluate the volatility of the fund. Please review Ultimus Managers' Standard Deviation of 1.1, risk adjusted performance of 0.1809, and Downside Deviation of 0.6311 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ultimus Managers are expected to decrease at a much lower rate. During the bear market, Ultimus Managers is likely to outperform the market.
Auto-correlation | -0.43 |
Modest reverse predictability
Ultimus Managers Trust has modest reverse predictability. Overlapping area represents the amount of predictability between Ultimus Managers time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th 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 Ultimus Managers Trust price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Ultimus Managers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Ultimus Mutual Fund
Ultimus Managers financial ratios help investors to determine whether Ultimus 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 Ultimus with respect to the benefits of owning Ultimus Managers security.
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