PortfoliosLab logoPortfoliosLab logo
ISIN
US03464F1093
Issuer
Angel Oak
Inception Date
Dec 25, 2017
Min. Investment
$50,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

ASCIX Performance Chart

Angel Oak Strategic Credit Fund (ASCIX) is up 2.5% since the beginning of the year. ASCIX is currently trading at $21 per share. Investors who bought $1,000 worth of ASCIX shares 5 years ago would now be looking at an investment worth $1,435.


Loading charts...

S&P 500 Index

Returns By Period

Angel Oak Strategic Credit Fund (ASCIX) has returned 2.54% so far this year and 7.07% over the past 12 months.


Angel Oak Strategic Credit Fund

1D
0.00%
1M
0.90%
YTD
2.54%
6M
3.13%
1Y
7.07%
3Y*
9.58%
5Y*
7.49%
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)

ASCIX Monthly Returns History

Based on dividend-adjusted daily data since Dec 26, 2017, ASCIX's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.

Historically, 80% of months were positive and 20% were negative. The best month was Jun 2020 with a return of +7.0%, while the worst month was Mar 2020 at -21.8%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ASCIX closed higher 39% of trading days. The best single day was Nov 10, 2020 with a return of +1.9%, while the worst single day was Mar 24, 2020 at -9.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.77%1.00%-0.68%0.87%0.60%-0.05%2.54%
20250.73%1.79%0.01%0.36%0.06%1.89%0.20%1.46%0.07%0.34%0.69%0.19%8.04%
20241.37%0.64%1.24%-0.26%1.78%1.48%1.36%1.67%0.86%-0.42%0.50%0.36%11.06%
20233.16%0.22%0.71%0.69%-0.02%0.56%1.70%1.00%0.59%-0.07%1.39%1.46%11.95%
20220.75%-0.74%-1.43%-0.44%-0.38%-1.17%0.52%-0.57%-2.89%-0.32%1.06%0.76%-4.79%
20212.06%0.70%-0.01%1.44%0.77%0.66%0.64%0.85%1.60%0.81%0.56%3.99%14.93%

Benchmark Metrics

Angel Oak Strategic Credit Fund has an annualized alpha of 6.80%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 26, 2017.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (23.33%) than losses (13.62%) - typical of diversified or defensive assets.
  • Beta of -0.01 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.80%
Beta
-0.01
0.00
Upside Capture
23.33%
Downside Capture
13.62%

Expense Ratio

ASCIX has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ASCIX ranks 82 for risk / return — in the top 82% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


ASCIX Risk / Return Rank: 8282
Overall Rank
ASCIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ASCIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
ASCIX Omega Ratio Rank: 9090
Omega Ratio Rank
ASCIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
ASCIX Martin Ratio Rank: 7676
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 Angel Oak Strategic Credit Fund (ASCIX) 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.


ASCIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.61

1.37

+0.25

Calmar ratioReturn relative to maximum drawdown

4.87

2.78

+2.08

Martin ratioReturn relative to average drawdown

13.33

12.44

+0.89

Dividends

Dividend History

Angel Oak Strategic Credit Fund provided a 8.49% dividend yield over the last twelve months, with an annual payout of $1.76 per share.


6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.76$1.79$1.84$1.74$1.62$3.11$1.98$1.71$1.50

Dividend yield

8.49%8.55%8.76%8.40%8.04%13.64%8.74%6.97%6.14%

Monthly Dividends

The table displays the monthly dividend distributions for Angel Oak Strategic Credit Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.13$0.13$0.15$0.14$0.14$0.00$0.69
2025$0.13$0.14$0.15$0.15$0.15$0.15$0.15$0.15$0.14$0.15$0.14$0.19$1.79
2024$0.11$0.11$0.13$0.13$0.13$0.12$0.11$0.12$0.13$0.15$0.16$0.46$1.84
2023$0.14$0.13$0.14$0.14$0.15$0.13$0.13$0.13$0.14$0.15$0.16$0.20$1.74
2022$0.20$0.18$0.20$0.18$0.18$0.00$0.00$0.00$0.00$0.14$0.14$0.40$1.62
2021$0.15$0.14$0.16$0.15$0.16$0.15$0.16$0.20$0.20$0.21$0.21$1.24$3.11

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Angel Oak Strategic Credit 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 Angel Oak Strategic Credit Fund was 25.70%, occurring on Apr 6, 2020. Recovery took 194 trading sessions.

The current Angel Oak Strategic Credit Fund drawdown is 0.14%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-25.70%Apr 2020
1mo 1d9mo 11d
10mo 12dMar 2020 - Jan 2021
Bear market2022
-7.54%Oct 2022
8mo 21d8mo 26d
1y 5moFeb 2022 - Jul 2023
Rate-hike selloffLate 2018
-3.03%Dec 2018
1mo 18d3mo 12d
5moNov 2018 - Apr 2019
2025 pullback2025
-1.49%Aug 2025
13d18d
1mo 1dAug 2025 - Sep 2025
2025 selloff2025
-1.46%Apr 2025
7d19d
26dApr 2025 - Apr 2025

Drawdown Indicators


ASCIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.70%

-56.78%

+31.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-9.10%

+7.61%

Max Drawdown (3Y)

Largest decline over 3 years

-1.49%

-18.90%

+17.41%

Max Drawdown (5Y)

Largest decline over 5 years

-7.54%

-25.43%

+17.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.14%

-1.80%

+1.66%

Average Drawdown

Average peak-to-trough decline

-1.86%

-10.71%

+8.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

2.03%

-1.49%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with ASCIX

Add Angel Oak Strategic Credit Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ASCIX