Singapore markets closed

Fuller & Thaler Behvrl S-M Cor Eq Instl (FTSIX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
Add to watchlist
37.08+0.63 (+1.73%)
As of 08:05AM EDT. Market open.

Risk overview

Morningstar risk rating★★★★
Number of years up4
Number of years down1
Best 1-yr total return (23 Jan 2024)26.74%
Worst 1-yr total return (23 Jan 2024)N/A

Risk statistics

3 years
FTSIXCategory average
5 years
FTSIXCategory average
10 years
FTSIXCategory average
Alpha
-2.45-0.06
-3.12-0.05
N/A-0.04
BETA
1.020.01
1.130.01
N/A0.01
Mean annual return
0.730.01
1.260.01
N/A0.01
R-squared
73.320.88
79.350.85
N/A0.84
Standard deviation
20.890.23
23.430.19
N/A0.17
Sharpe ratio
0.30.01
0.560.01
N/A0.01
Treynor ratio
4.320.11
9.790.11
N/A0.1