Fulcrum Diversified Absolute Return Fund (FARYX)

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Fulcrum Diversified Absolute Return Fund (FARYX) is up 6.9% since the beginning of the year. FARYX is currently trading at $11 per share. Investors who bought $1,000 worth of FARYX shares 5 years ago would now be looking at an investment worth $1,319.

Fulcrum Diversified Absolute Return Fund (FARYX) has returned 6.89% so far this year and 16.53% over the past 12 months. Over the last ten years, FARYX has returned 5.40% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.

Based on dividend-adjusted daily data since Jan 4, 2016, FARYX's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.

Historically, 58% of months were positive and 42% were negative. The best month was Jan 2026 with a return of +6.9%, while the worst month was Oct 2018 at -3.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FARYX closed higher 47% of trading days. The best single day was Mar 13, 2020 with a return of +1.8%, while the worst single day was Nov 26, 2021 at -1.9%.

Fulcrum Diversified Absolute Return Fund has an annualized alpha of 2.99%, beta of 0.15, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

• This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (19.70%) than losses (12.47%) - typical of diversified or defensive assets.
• Beta of 0.15 may look defensive, but with R2 of 0.21 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.21 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

FARYX has a high expense ratio of 1.04%, indicating above-average management fees.

FARYX ranks 70 for risk / return — better than 70% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for Fulcrum Diversified Absolute Return Fund (FARYX) and compare them to S&P 500 Index.

Fulcrum Diversified Absolute Return Fund provided a 6.72% dividend yield over the last twelve months, with an annual payout of $0.71 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for Fulcrum Diversified Absolute Return Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Fulcrum Diversified Absolute Return Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fulcrum Diversified Absolute Return Fund was 7.41%, occurring on Dec 24, 2018. Recovery took 206 trading sessions.

The current Fulcrum Diversified Absolute Return Fund drawdown is 2.13%.

The chart below shows the rolling one-month volatility.