Fulcrum Diversified Absolute Fund Price History
FARIX Fund | USD 9.85 0.02 0.20% |
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 9.85, as last reported on the 23rd of November, with the highest price reaching 9.85 and the lowest price hitting 9.85 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 0.13, which denotes the fund had a 0.13% 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 Mean Deviation of 0.2682, downside deviation of 0.3204, and Coefficient Of Variation of 793.23 to check if the risk estimate we provide is consistent with the expected return of 0.0433%.
Fulcrum Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Fulcrum |
Sharpe Ratio = 0.13
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Negative Returns | FARIX |
Estimated Market Risk
0.33 actual daily | 2 98% of assets are more volatile |
Expected Return
0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Fulcrum Diversified is performing at about 10% 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 Mutual Fund Price History Chart
There are several ways to analyze Fulcrum Diversified Absolute Fund price data. The simplest method is using a basic Fulcrum candlestick price chart, which shows Fulcrum Diversified price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
Highest Price | November 22, 2024 | 9.85 |
Lowest Price | September 3, 2024 | 9.51 |
Fulcrum Diversified November 23, 2024 Mutual Fund Price Synopsis
Various analyses of Fulcrum Diversified's daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell Fulcrum Mutual Fund. It can be used to describe the percentage change in the price of Fulcrum Diversified from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of Fulcrum Mutual Fund.Fulcrum Diversified Price Rate Of Daily Change | 1.00 | |
Fulcrum Diversified Price Action Indicator | 0.01 |
Fulcrum Diversified November 23, 2024 Mutual Fund Price Analysis
Fulcrum Mutual Fund Price History Data
The price series of Fulcrum Diversified for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 has a statistical range of 0.34 with a coefficient of variation of 0.94. Under current investment horizon, the daily prices are spread out with arithmetic mean of 9.67. The median price for the last 90 days is 9.67. The company completed dividends distribution on April 30, 2019.Open | High | Low | Close | Volume | ||
11/23/2024 | 9.85 | 9.85 | 9.85 | 9.85 | ||
11/22/2024 | 9.85 | 9.85 | 9.85 | 9.85 | 1.00 | |
11/21/2024 | 9.83 | 9.83 | 9.83 | 9.83 | 1.00 | |
11/20/2024 | 9.79 | 9.79 | 9.79 | 9.79 | 1.00 | |
11/19/2024 | 9.79 | 9.79 | 9.79 | 9.79 | 1.00 | |
11/18/2024 | 9.75 | 9.75 | 9.75 | 9.75 | 1.00 | |
11/15/2024 | 9.72 | 9.72 | 9.72 | 9.72 | 1.00 | |
11/14/2024 | 9.73 | 9.73 | 9.73 | 9.73 | 1.00 | |
11/13/2024 | 9.74 | 9.74 | 9.74 | 9.74 | 1.00 | |
11/12/2024 | 9.77 | 9.77 | 9.77 | 9.77 | 1.00 | |
11/11/2024 | 9.78 | 9.78 | 9.78 | 9.78 | 1.00 | |
11/08/2024 | 9.74 | 9.74 | 9.74 | 9.74 | 1.00 | |
11/07/2024 | 9.70 | 9.70 | 9.70 | 9.70 | 1.00 | |
11/06/2024 | 9.65 | 9.65 | 9.65 | 9.65 | 1.00 | |
11/05/2024 | 9.57 | 9.57 | 9.57 | 9.57 | 1.00 | |
11/04/2024 | 9.56 | 9.56 | 9.56 | 9.56 | 1.00 | |
11/01/2024 | 9.57 | 9.57 | 9.57 | 9.57 | 1.00 | |
10/31/2024 | 9.59 | 9.59 | 9.59 | 9.59 | 1.00 | |
10/30/2024 | 9.64 | 9.64 | 9.64 | 9.64 | 1.00 | |
10/29/2024 | 9.70 | 9.70 | 9.70 | 9.70 | 1.00 | |
10/28/2024 | 9.70 | 9.70 | 9.70 | 9.70 | 1.00 | |
10/25/2024 | 9.74 | 9.74 | 9.74 | 9.74 | 1.00 | |
10/24/2024 | 9.74 | 9.74 | 9.74 | 9.74 | 1.00 | |
10/23/2024 | 9.75 | 9.75 | 9.75 | 9.75 | 1.00 | |
10/22/2024 | 9.78 | 9.78 | 9.78 | 9.78 | 1.00 | |
10/21/2024 | 9.79 | 9.79 | 9.79 | 9.79 | 1.00 | |
10/18/2024 | 9.79 | 9.79 | 9.79 | 9.79 | 1.00 | |
10/17/2024 | 9.80 | 9.80 | 9.80 | 9.80 | 1.00 | |
10/16/2024 | 9.78 | 9.78 | 9.78 | 9.78 | 1.00 | |
10/15/2024 | 9.72 | 9.72 | 9.72 | 9.72 | 1.00 | |
10/14/2024 | 9.73 | 9.73 | 9.73 | 9.73 | 1.00 | |
10/11/2024 | 9.72 | 9.72 | 9.72 | 9.72 | 1.00 | |
10/10/2024 | 9.70 | 9.70 | 9.70 | 9.70 | 1.00 | |
10/09/2024 | 9.67 | 9.67 | 9.67 | 9.67 | 1.00 | |
10/08/2024 | 9.65 | 9.65 | 9.65 | 9.65 | 1.00 | |
10/07/2024 | 9.70 | 9.70 | 9.70 | 9.70 | 1.00 | |
10/04/2024 | 9.71 | 9.71 | 9.71 | 9.71 | 1.00 | |
10/03/2024 | 9.75 | 9.75 | 9.75 | 9.75 | 1.00 | |
10/02/2024 | 9.71 | 9.71 | 9.71 | 9.71 | 1.00 | |
10/01/2024 | 9.72 | 9.72 | 9.72 | 9.72 | 1.00 | |
09/30/2024 | 9.65 | 9.65 | 9.65 | 9.65 | 1.00 | |
09/27/2024 | 9.72 | 9.72 | 9.72 | 9.72 | 1.00 | |
09/26/2024 | 9.64 | 9.64 | 9.64 | 9.64 | 1.00 | |
09/25/2024 | 9.64 | 9.64 | 9.64 | 9.64 | 1.00 | |
09/24/2024 | 9.65 | 9.65 | 9.65 | 9.65 | 1.00 | |
09/23/2024 | 9.66 | 9.66 | 9.66 | 9.66 | 1.00 | |
09/20/2024 | 9.62 | 9.62 | 9.62 | 9.62 | 1.00 | |
09/19/2024 | 9.62 | 9.62 | 9.62 | 9.62 | 1.00 | |
09/18/2024 | 9.59 | 9.59 | 9.59 | 9.59 | 1.00 | |
09/17/2024 | 9.61 | 9.61 | 9.61 | 9.61 | 1.00 | |
09/16/2024 | 9.65 | 9.65 | 9.65 | 9.65 | 1.00 | |
09/13/2024 | 9.66 | 9.66 | 9.66 | 9.66 | 1.00 | |
09/12/2024 | 9.62 | 9.62 | 9.62 | 9.62 | 1.00 | |
09/11/2024 | 9.57 | 9.57 | 9.57 | 9.57 | 1.00 | |
09/10/2024 | 9.55 | 9.55 | 9.55 | 9.55 | 1.00 | |
09/09/2024 | 9.53 | 9.53 | 9.53 | 9.53 | 1.00 | |
09/06/2024 | 9.52 | 9.52 | 9.52 | 9.52 | 1.00 | |
09/05/2024 | 9.51 | 9.51 | 9.51 | 9.51 | 1.00 | |
09/04/2024 | 9.51 | 9.51 | 9.51 | 9.51 | 1.00 | |
09/03/2024 | 9.51 | 9.51 | 9.51 | 9.51 | 1.00 | |
08/30/2024 | 9.53 | 9.53 | 9.53 | 9.53 | 1.00 |
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.
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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 | 0.084 | |||
Jensen Alpha | 0.0117 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.27) | |||
Treynor Ratio | 0.1881 |
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
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Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
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.
Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
Global Correlations Find global opportunities by holding instruments from different markets |