Fulcrum Diversified Absolute Return Fund (FARYX)
The investment seeks to achieve long-term absolute returns. 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.
Fund Info
US89832P6714
89832P671
Jul 30, 2015
$25,000,000
Expense Ratio
FARYX has a high expense ratio of 1.04%, indicating above-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fulcrum Diversified Absolute Return Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Fulcrum Diversified Absolute Return Fund (FARYX) returned 3.64% year-to-date (YTD) and 7.43% over the past 12 months.
FARYX
3.64%
3.09%
3.57%
7.43%
4.36%
N/A
^GSPC (Benchmark)
-3.70%
13.67%
-5.18%
9.18%
14.14%
10.43%
Monthly Returns
The table below presents the monthly returns of FARYX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.61% | -0.32% | -1.16% | 3.74% | -0.21% | 3.64% | |||||||
| 2024 | 0.77% | 1.53% | 2.37% | -2.52% | 2.69% | 1.36% | 0.10% | -0.93% | 1.25% | -0.62% | 2.59% | -1.48% | 7.19% |
| 2023 | 0.33% | -0.88% | -1.44% | -0.56% | -0.23% | 0.68% | 1.01% | -0.67% | -0.45% | -0.45% | 1.58% | 1.91% | 0.79% |
| 2022 | 0.33% | 1.55% | 2.07% | -0.00% | 0.21% | -1.60% | 0.97% | 0.43% | -1.17% | 1.08% | -0.64% | -0.99% | 2.19% |
| 2021 | -0.53% | 3.84% | 0.72% | 2.04% | -0.80% | 1.01% | -1.80% | -0.81% | -0.92% | 1.65% | -0.71% | 0.67% | 4.30% |
| 2020 | 0.32% | -1.61% | 6.67% | 0.92% | 0.20% | -0.81% | 0.92% | 0.61% | -0.81% | 0.51% | 0.81% | 1.89% | 9.81% |
| 2019 | 3.93% | -0.02% | 0.32% | 1.10% | -2.43% | 1.70% | -0.33% | 0.34% | -1.00% | 2.69% | -0.33% | 1.56% | 7.62% |
| 2018 | 3.01% | -1.82% | -0.41% | 0.93% | -0.51% | -0.41% | 1.55% | 0.10% | 0.20% | -3.88% | 0.35% | -0.88% | -1.91% |
| 2017 | 0.21% | 0.10% | -0.51% | -0.31% | 0.10% | -0.10% | -0.72% | 0.41% | 1.65% | 1.63% | -0.20% | -0.34% | 1.90% |
| 2016 | -1.64% | -0.83% | 0.84% | -0.21% | -0.52% | 0.31% | 0.42% | -0.00% | -0.42% | 0.31% | 1.46% | 0.61% | 0.30% |
| 2015 | -1.70% | -1.42% | 1.55% | 1.12% | -1.81% | -2.30% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 85, FARYX is among the top 15% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Fulcrum Diversified Absolute Return Fund (FARYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Fulcrum Diversified Absolute Return Fund provided a 3.05% dividend yield over the last twelve months, with an annual payout of $0.30 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.30 | $0.30 | $0.08 | $0.00 | $0.81 | $0.42 | $0.06 | $0.77 | $0.13 | $0.04 |
Dividend yield | 3.05% | 3.16% | 0.89% | 0.00% | 8.96% | 4.40% | 0.63% | 8.88% | 1.30% | 0.40% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.81 | $0.81 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2019 | $0.00 | $0.02 | $0.02 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $0.77 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
| 2016 | $0.04 | $0.04 |
Drawdowns
Drawdowns Chart
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.
Worst Drawdowns
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 13.56%, occurring on Apr 14, 2016. Recovery took 390 trading sessions.
The current Fulcrum Diversified Absolute Return Fund drawdown is 0.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.56% | Aug 11, 2015 | 171 | Apr 14, 2016 | 390 | Oct 30, 2017 | 561 |
| -7.41% | Jan 25, 2018 | 231 | Dec 24, 2018 | 206 | Oct 18, 2019 | 437 |
| -6.87% | Apr 22, 2022 | 302 | Jul 6, 2023 | 165 | Mar 1, 2024 | 467 |
| -5.04% | May 11, 2021 | 71 | Aug 19, 2021 | 141 | Mar 11, 2022 | 212 |
| -4.69% | Jul 12, 2024 | 17 | Aug 5, 2024 | 51 | Oct 16, 2024 | 68 |
Volatility
Volatility Chart
The current Fulcrum Diversified Absolute Return Fund volatility is 1.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.