Is there a free alternative to Fulcrum

Fund: Fulcrum Alternative Beta Plus Daily Z AUD


ISIN LU1222746759
Category: Absolute return flexible
Return after 1M: -0.79% (759 ° placed)
Yield after 1Y: 8.78% (501 ° placed)
Return after 3Y: -3.21% (907 ° placed)
Yield after 5Y: 0% (457 ° placed)
Running costs: 0.25%
Initial issue of shares: 02/07/2015

Expected return


The expected return is the arithmetic mean of the daily yield surveys for the last five years. It expresses the probability of a future return on the basis of past performance. The result is therefore not a certainty, but a guideline. Since the expected rate of return is a forecast based on past results, it changes with every update.

V.A.R. after 1 day - 1 month - 3 months 95% approximation

1 day0.94%
1 month4.33%
3 months7.63%

The VaR (Value at Risk) expresses the maximum loss that the portfolio can generate with an approximation of 95% on the next day, in the next month, in the next 3 months. In this way, you can weigh up whether the risk to which your portfolio is exposed corresponds to the maximum loss that you can tolerate.

Standard deviation


Please note that the standard deviation measures volatility: the higher the number, the more exposed the asset's value to both positive and negative fluctuations as market conditions change.

Sharpe ratio


The key figure evaluates the ability of a security or a portfolio of securities to outperform the return on a risk-free investment.

This makes it possible to assess whether it is worthwhile to “accept the risk”, which is also known as the “risk premium”. Since it is negative in this case, it is worthwhile, since for each risk point represented by the volatility - the "standard deviation" - we have an expected return that is neg. Points higher than a money market investment (where we use a Take a zero risk security).

Dates updated on 23/05/2021 by Spa.

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