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ACM Dynamic Opportunity Fund (ADOIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US66538G6504

CUSIP

66538G650

Issuer

ACM

Inception Date

Jan 19, 2015

Category

Long-Short

Min. Investment

$10,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

ADOIX has a high expense ratio of 1.72%, indicating above-average management fees.


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 ACM Dynamic Opportunity 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%50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
11.62%
180.47%
ADOIX (ACM Dynamic Opportunity Fund)
Benchmark (^GSPC)

Returns By Period

ACM Dynamic Opportunity Fund (ADOIX) returned -6.09% year-to-date (YTD) and -15.55% over the past 12 months. Over the past 10 years, ADOIX returned 0.65% annually, underperforming the S&P 500 benchmark at 10.43%.


ADOIX

YTD

-6.09%

1M

7.49%

6M

-24.19%

1Y

-15.55%

5Y*

-0.91%

10Y*

0.65%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.46%-2.34%-6.32%0.81%2.29%-6.09%
20242.64%6.47%2.47%-4.07%3.98%2.82%4.26%-1.83%0.72%0.38%2.13%-18.46%-1.03%
20230.47%-2.24%0.18%-1.38%1.28%4.46%2.65%-2.02%-2.07%-2.52%4.39%3.70%6.71%
2022-3.44%-1.66%1.58%-3.17%-0.36%-0.78%-0.00%-1.16%-2.92%1.31%0.22%-9.00%-18.14%
20212.63%1.72%-2.01%2.57%-0.09%2.33%-0.76%0.99%-4.89%3.74%-3.47%-3.73%-1.43%
20203.31%-2.23%-7.50%2.82%3.74%2.25%7.87%3.78%-0.39%-0.69%4.03%-0.00%17.40%
20191.95%2.02%0.50%0.22%-3.28%2.26%1.88%-2.93%-5.14%0.65%3.22%1.02%2.00%
20184.26%-1.61%-0.93%-1.05%1.95%-0.88%0.83%5.15%0.62%-7.35%-0.45%-1.96%-1.96%
20172.98%2.05%1.01%0.37%1.55%0.98%3.39%-0.64%1.71%1.62%0.63%0.96%17.86%
2016-2.59%-2.33%2.39%-1.36%1.38%-0.32%2.01%-1.21%0.06%-2.77%1.13%-0.98%-4.67%
2015-0.60%4.76%1.09%-1.33%1.86%1.64%2.85%-2.53%-1.55%1.38%1.92%-3.59%5.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ADOIX is 2, meaning it’s performing worse than 98% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ADOIX is 22
Overall Rank
The Sharpe Ratio Rank of ADOIX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of ADOIX is 22
Sortino Ratio Rank
The Omega Ratio Rank of ADOIX is 11
Omega Ratio Rank
The Calmar Ratio Rank of ADOIX is 11
Calmar Ratio Rank
The Martin Ratio Rank of ADOIX is 33
Martin 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 ACM Dynamic Opportunity Fund (ADOIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current ACM Dynamic Opportunity Fund Sharpe ratio is -0.66. 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 ACM Dynamic Opportunity 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.66
0.48
ADOIX (ACM Dynamic Opportunity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

ACM Dynamic Opportunity Fund provided a 0.13% dividend yield over the last twelve months, with an annual payout of $0.02 per share.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.05$0.10$0.15$0.2020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$0.02$0.02$0.23

Dividend yield

0.13%0.12%1.32%

Monthly Dividends

The table displays the monthly dividend distributions for ACM Dynamic Opportunity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2023$0.23$0.23

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-26.34%
-7.82%
ADOIX (ACM Dynamic Opportunity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ACM Dynamic Opportunity 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 ACM Dynamic Opportunity Fund was 31.65%, occurring on Apr 4, 2025. The portfolio has not yet recovered.

The current ACM Dynamic Opportunity Fund drawdown is 26.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.65%Feb 16, 20211040Apr 4, 2025
-15.63%Oct 2, 2018368Mar 19, 202084Jul 20, 2020452
-11.14%Jul 21, 2015140Feb 8, 2016336Jun 8, 2017476
-6.63%Oct 14, 202020Nov 10, 202019Dec 8, 202039
-5.38%Jan 29, 20189Feb 8, 2018136Aug 23, 2018145

Volatility

Volatility Chart

The current ACM Dynamic Opportunity Fund volatility is 5.89%, 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.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
5.89%
11.21%
ADOIX (ACM Dynamic Opportunity Fund)
Benchmark (^GSPC)