Anchor Risk Managed Credit Strategies Fund (ATCSX) Sharpe Ratio: 0.93

ATCSX's Sharpe Ratio of 0.93 indicates that for each unit of volatility, it generates 0.93 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ATCSX Sharpe Ratio Rank

Concerning

ATCSX ranks above 19.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

ATCSX Sharpe Ratio Market Positioning

The chart shows ATCSX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.06 or lower
Yellow zone (middle 50%): 1.06 to 1.94
Green zone (top 25%): 1.94 or higher
Top 1%: 3.87+
Median: 1.58 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Anchor Risk Managed Credit Strategies Fund's Sharpe Ratio with other mutual funds in the Nontraditional Bonds category across multiple time periods, showing how ATCSX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

Symbol	Name	1Y Sharpe Ratio
CBYYX	Victory Pioneer Cat Bond Fund Class Y	8.94
EIGMX	Eaton Vance Global Macro Absolute Return Fund	6.37
EGRIX	Eaton Vance Global Macro Absolute Return Advantage Fund	5.46
APFPX	Artisan Global Unconstrained Fund	4.64
SCFZX	PGIM Securitized Credit Fund	4.09
DFLEX	DoubleLine Flexible Income Fund	3.58
GMODX	GMO Opportunistic Income Fund	3.22
AFLIX	Anfield Universal Fixed Income Fund	3.11
MAHIX	iMGP High Income Alternatives Fund	3.04
BGCIX	BlackRock Global Long/Short Credit Fund	2.77
ATCSX	Anchor Risk Managed Credit Strategies Fund	0.93

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

The chart shows ATCSX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ATCSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ATCSX fit in your portfolio?

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