FULLER THALER Variance
| FTHFX Fund | | | USD 49.90 -0.70 -1.38% |
The Variance indicator for Fuller Thaler Behavioral is derived from observed market data. The dataset is based on observed market activity where data is available. Some instruments may report limited inputs depending on trading history. Review
Investing Opportunities for context on portfolio diversification. The diversification view provides additional analytical depth. Portfolio construction reflects how positions are combined across holdings. The portfolio reflects a holding in Fuller Thaler Behavioral. The position falls within the allocation view. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in price.
Fuller Thaler Behavioral has current Variance of 0.7915. Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean.
Variance | = | SUM(RET DEV)2N |
| = | 0.7915 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N | = | Number of points for the period |
Variance Peers Comparison
Variance Relative To Other Indicators
Fuller Thaler Behavioral is rated
third in variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.57 of Maximum Drawdown per Variance. At
5.57 , Fuller Thaler Behavioral's Maximum Drawdown-to-Variance multiple reflects the spread between these metrics
Variance is also a measure of stock volatility and can help determine the risk an investor might take on when purchasing a specific security. A relatively big variance indicates that the daily prices or returns are far from the mean and a small variance indicates that they are located around the mean.
Compare FULLER THALER to Peers
Other Technical Indicators