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Inception Date
Mar 18, 2021
Min. Investment
$2,500
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

ACSMX Performance Chart

Advisors Capital Small/Mid Cap Fund (ACSMX) is down 2.7% since the beginning of the year. ACSMX is currently trading at $11 per share. Investors who bought $1,000 worth of ACSMX shares 5 years ago would now be looking at an investment worth $1,061.


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S&P 500 Index

Returns By Period

Advisors Capital Small/Mid Cap Fund (ACSMX) has returned -2.74% so far this year and 2.42% over the past 12 months.


Advisors Capital Small/Mid Cap Fund

1D
1.57%
1M
3.58%
YTD
-2.74%
6M
-5.09%
1Y
2.42%
3Y*
8.80%
5Y*
1.19%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACSMX Monthly Returns History

Based on dividend-adjusted daily data since Mar 22, 2021, ACSMX's average daily return is +0.02%, while the average monthly return is +0.29%. At this rate, an investment would double in approximately 19.9 years.

Historically, 47% of months were positive and 53% were negative. The best month was Jan 2023 with a return of +11.4%, while the worst month was Apr 2022 at -10.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ACSMX closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Apr 3, 2025 at -5.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.35%-1.86%-6.33%6.27%-2.63%2.61%-2.74%
20256.03%-4.46%-5.68%-2.43%3.48%7.31%1.52%3.27%-1.54%-3.56%2.43%-0.62%4.92%
2024-1.39%2.71%2.64%-5.56%3.27%-0.95%10.22%-0.58%3.01%0.94%9.25%-7.78%15.29%
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%
2021-1.00%6.36%-1.33%0.67%2.96%0.09%-2.87%5.92%-5.59%2.10%6.89%

Benchmark Metrics

Advisors Capital Small/Mid Cap Fund has an annualized alpha of -9.79%, beta of 1.02, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since March 22, 2021.

  • This fund participated in 116.81% of S&P 500 Index downside but only 71.88% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -9.79% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.02 and R2 of 0.68, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-9.79%
Beta
1.02
0.68
Upside Capture
71.88%
Downside Capture
116.81%

Expense Ratio

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


Return for Risk

Risk / Return Rank

ACSMX ranks 4 for risk / return — in the bottom 4% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ACSMX Risk / Return Rank: 44
Overall Rank
ACSMX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ACSMX Sortino Ratio Rank: 44
Sortino Ratio Rank
ACSMX Omega Ratio Rank: 44
Omega Ratio Rank
ACSMX Calmar Ratio Rank: 44
Calmar Ratio Rank
ACSMX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Advisors Capital Small/Mid Cap Fund (ACSMX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACSMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-2.39

Omega ratioGain probability vs. loss probability

1.04

1.37

-0.33

Calmar ratioReturn relative to maximum drawdown

0.18

2.78

-2.61

Martin ratioReturn relative to average drawdown

0.40

12.44

-12.04

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.


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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. Recovery took 603 trading sessions.

The current Advisors Capital Small/Mid Cap Fund drawdown is 8.10%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-35.01%Jun 2022
7mo 9d2y 4mo
2y 12moNov 2021 - Nov 2024
2025 selloff2025
-21.82%Apr 2025
4mo 13d5mo
9mo 13dNov 2024 - Sep 2025
2026 correction2026
-16.04%Mar 2026
6mo 16d
9mo 14dSep 2025 - now
2021 pullback2021
-6.79%May 2021
12d1mo 13d
1mo 25dApr 2021 - Jun 2021
2021 pullback2021
-5.89%Oct 2021
27d25d
1mo 22dSep 2021 - Oct 2021

Drawdown Indicators


ACSMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.01%

-56.78%

+21.77%

Max Drawdown (1Y)

Largest decline over 1 year

-16.04%

-9.10%

-6.94%

Max Drawdown (3Y)

Largest decline over 3 years

-21.82%

-18.90%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-35.01%

-25.43%

-9.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-8.10%

-1.80%

-6.30%

Average Drawdown

Average peak-to-trough decline

-14.62%

-10.71%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.04%

2.03%

+5.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ACSMX

Add Advisors Capital Small/Mid Cap Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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