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Advisors Capital Small/Mid Cap Fund (ACSMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

IssuerAdvisors Capital
Inception DateMar 18, 2021
CategorySmall Cap Growth Equities
Min. Investment$2,500
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

ACSMX has a high expense ratio of 1.95%, indicating higher-than-average management fees.


Expense ratio chart for ACSMX: current value at 1.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.95%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Advisors Capital Small/Mid Cap Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
10.29%
9.54%
ACSMX (Advisors Capital Small/Mid Cap Fund)
Benchmark (^GSPC)

Returns By Period

Advisors Capital Small/Mid Cap Fund had a return of 12.30% year-to-date (YTD) and 26.20% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date12.30%19.70%
1 month2.04%1.08%
6 months10.29%9.56%
1 year26.20%34.99%
5 years (annualized)N/A14.15%
10 years (annualized)N/A11.26%

Monthly Returns

The table below presents the monthly returns of ACSMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.39%2.71%2.64%-5.56%2.40%-0.11%10.22%-0.58%3.01%12.30%
202311.39%0.00%-2.23%-1.08%-4.13%9.51%6.02%-2.84%-3.82%-7.59%8.09%9.36%22.38%
2022-9.53%-3.93%-0.86%-10.63%0.36%-6.53%9.57%-4.01%-8.98%7.03%2.15%-5.56%-28.60%
2021-0.90%6.36%-1.33%0.67%2.96%0.09%-2.87%5.92%-5.59%2.10%7.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACSMX is 14, indicating that it is in the bottom 14% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ACSMX is 1414
ACSMX (Advisors Capital Small/Mid Cap Fund)
The Sharpe Ratio Rank of ACSMX is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of ACSMX is 1212Sortino Ratio Rank
The Omega Ratio Rank of ACSMX is 1212Omega Ratio Rank
The Calmar Ratio Rank of ACSMX is 1717Calmar Ratio Rank
The Martin Ratio Rank of ACSMX is 1616Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Advisors Capital Small/Mid Cap Fund (ACSMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACSMX
Sharpe ratio
The chart of Sharpe ratio for ACSMX, currently valued at 1.30, compared to the broader market0.002.004.001.30
Sortino ratio
The chart of Sortino ratio for ACSMX, currently valued at 1.87, compared to the broader market0.005.0010.001.87
Omega ratio
The chart of Omega ratio for ACSMX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for ACSMX, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.000.73
Martin ratio
The chart of Martin ratio for ACSMX, currently valued at 7.02, compared to the broader market0.0020.0040.0060.0080.00100.007.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.005.0010.0015.0020.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.17, compared to the broader market0.0020.0040.0060.0080.00100.0016.17

Sharpe Ratio

The current Advisors Capital Small/Mid Cap Fund Sharpe ratio is 1.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Advisors Capital Small/Mid Cap Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.30
2.64
ACSMX (Advisors Capital Small/Mid Cap Fund)
Benchmark (^GSPC)

Dividends

Dividend History


Advisors Capital Small/Mid Cap Fund doesn't pay dividends

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.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-7.41%
-0.93%
ACSMX (Advisors Capital Small/Mid Cap Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Advisors Capital Small/Mid Cap 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 Advisors Capital Small/Mid Cap Fund was 35.01%, occurring on Jun 16, 2022. The portfolio has not yet recovered.

The current Advisors Capital Small/Mid Cap Fund drawdown is 7.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.01%Nov 9, 2021152Jun 16, 2022
-6.79%Apr 30, 20219May 12, 202130Jun 24, 202139
-5.89%Sep 7, 202120Oct 4, 202119Oct 29, 202139
-3.77%Jun 25, 202116Jul 19, 20215Jul 26, 202121
-3.7%Mar 22, 20213Mar 24, 20216Apr 1, 20219

Volatility

Volatility Chart

The current Advisors Capital Small/Mid Cap Fund volatility is 4.31%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptemberOctober
4.31%
4.04%
ACSMX (Advisors Capital Small/Mid Cap Fund)
Benchmark (^GSPC)