PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Advisors Capital Tactical Fixed Income Fund (ACTIX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

IssuerAmerican Century Investments
Inception DateFeb 1, 2021
CategoryLarge Cap Value Equities
Min. Investment$2,500
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

ACTIX has a high expense ratio of 2.09%, indicating higher-than-average management fees.


Expense ratio chart for ACTIX: current value at 2.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.09%

Share Price Chart


Loading data...

Compare to other instruments

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


Advisors Capital Tactical Fixed Income Fund

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
1.35%
14.20%
ACTIX (Advisors Capital Tactical Fixed Income Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Advisors Capital Tactical Fixed Income Fund had a return of 0.43% year-to-date (YTD) and 4.91% in the last 12 months. Over the past 10 years, Advisors Capital Tactical Fixed Income Fund had an annualized return of 6.35%, while the S&P 500 had an annualized return of 10.77%, indicating that Advisors Capital Tactical Fixed Income Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.43%12.69%
1 month0.87%2.92%
6 months2.32%15.76%
1 year4.91%23.89%
5 years (annualized)6.29%13.23%
10 years (annualized)6.35%10.77%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.22%-0.65%1.08%-2.36%1.21%0.43%
20232.79%-1.84%0.88%0.55%-0.76%0.00%0.77%-0.22%-1.42%-1.00%3.69%2.54%5.97%
2022-2.09%-1.42%-1.54%-2.93%0.32%-2.57%2.75%-2.14%-2.96%0.11%2.71%-0.45%-9.94%
202123.76%0.50%0.70%0.20%0.89%0.49%-0.29%-0.88%-0.29%-0.79%0.65%25.18%
20196.47%3.04%0.71%3.51%-6.22%7.00%1.01%-3.01%3.80%1.17%18.05%
20184.34%-5.03%-2.53%1.06%0.35%0.12%5.24%0.88%0.55%-6.00%2.90%-9.45%-8.31%
20171.03%3.75%-0.87%-0.33%-0.33%1.78%0.66%-1.73%3.64%0.11%2.45%1.18%11.74%
2016-5.85%-0.52%6.76%2.80%1.90%-1.28%3.18%1.37%-0.68%-1.25%6.31%2.34%15.42%
2015-4.22%6.10%-1.38%0.76%1.39%-1.48%0.43%-6.63%-3.89%7.74%0.88%-2.42%-3.58%
2014-4.18%4.24%2.26%0.66%1.76%2.59%-1.68%3.96%-2.16%2.10%1.75%0.91%12.53%
20136.14%0.83%3.28%2.12%3.50%-0.75%5.17%-3.84%2.12%3.91%3.41%2.07%31.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACTIX is 39, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ACTIX is 3939
ACTIX (Advisors Capital Tactical Fixed Income Fund)
The Sharpe Ratio Rank of ACTIX is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of ACTIX is 3636Sortino Ratio Rank
The Omega Ratio Rank of ACTIX is 3636Omega Ratio Rank
The Calmar Ratio Rank of ACTIX is 2929Calmar Ratio Rank
The Martin Ratio Rank of ACTIX is 5656Martin 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 Tactical Fixed Income Fund (ACTIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACTIX
Sharpe ratio
The chart of Sharpe ratio for ACTIX, currently valued at 1.05, compared to the broader market-1.000.001.002.003.004.001.05
Sortino ratio
The chart of Sortino ratio for ACTIX, currently valued at 1.55, compared to the broader market0.005.0010.001.55
Omega ratio
The chart of Omega ratio for ACTIX, currently valued at 1.19, compared to the broader market1.002.003.004.001.19
Calmar ratio
The chart of Calmar ratio for ACTIX, currently valued at 0.41, compared to the broader market0.005.0010.0015.000.41
Martin ratio
The chart of Martin ratio for ACTIX, currently valued at 4.44, compared to the broader market0.0020.0040.0060.0080.004.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0020.0040.0060.0080.008.30

Sharpe Ratio

The current Advisors Capital Tactical Fixed Income Fund Sharpe ratio is 1.05. 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 Tactical Fixed Income 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 Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.05
2.21
ACTIX (Advisors Capital Tactical Fixed Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Advisors Capital Tactical Fixed Income Fund granted a 2.43% dividend yield in the last twelve months. The annual payout for that period amounted to $0.23 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.23$0.23$0.10$0.04$0.00$1.04$0.31$0.98$0.76$0.69$0.70$0.12

Dividend yield

2.43%2.44%1.10%0.45%0.00%12.84%3.97%11.21%8.74%8.40%7.58%1.33%

Monthly Dividends

The table displays the monthly dividend distributions for Advisors Capital Tactical Fixed Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.04$1.04
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.98$0.98
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.76
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2013$0.12$0.12

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-5.78%
0
ACTIX (Advisors Capital Tactical Fixed Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Advisors Capital Tactical Fixed Income 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 Tactical Fixed Income Fund was 59.44%, occurring on Mar 9, 2009. Recovery took 1029 trading sessions.

The current Advisors Capital Tactical Fixed Income Fund drawdown is 5.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.44%Jul 16, 2007415Mar 9, 20091029Apr 11, 20131444
-30.82%Mar 20, 2002141Oct 9, 2002290Dec 4, 2003431
-21.61%Jul 8, 1999165Feb 25, 2000216Jan 4, 2001381
-18.96%Jan 29, 2018229Dec 24, 2018145Jul 24, 2019374
-18.39%Jun 24, 2015161Feb 11, 2016128Aug 15, 2016289

Volatility

Volatility Chart

The current Advisors Capital Tactical Fixed Income 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.


1.00%2.00%3.00%4.00%2024FebruaryMarchAprilMayJune
1.74%
2.41%
ACTIX (Advisors Capital Tactical Fixed Income Fund)
Benchmark (^GSPC)