- ISIN
- US66538H4276
- Issuer
- BlackRock
- Inception Date
- Jan 14, 2019
- Category
- Long-Short
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
ATGSX Performance Chart
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Returns By Period
Anchor Risk Managed Global Strategies Fund
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 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%
ATGSX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.39% | 0.42% | 0.39% | 0.48% | 2.31% | 1.23% | -0.74% | 0.86% | 5.43% | ||||
| 2024 | -0.87% | 2.76% | 1.71% | -2.43% | 1.44% | 1.51% | -1.49% | -2.12% | 0.49% | -0.87% | 1.75% | -2.11% | -0.40% |
| 2023 | 1.40% | 0.31% | -0.79% | 0.40% | 0.37% | 1.38% | 0.19% | -2.33% | -0.90% | -0.30% | 0.83% | 4.12% | 4.64% |
| 2022 | -1.46% | -3.75% | 4.00% | -0.99% | 0.80% | -2.67% | 4.06% | 0.68% | 0.48% | -0.19% | -2.71% | -0.40% | -2.43% |
| 2021 | -1.41% | -0.81% | 1.71% | 2.93% | 0.69% | 0.77% | 2.97% | 2.47% | -4.51% | 1.68% | -2.32% | -1.81% | 2.09% |
Benchmark Metrics
Anchor Risk Managed Global Strategies Fund has an annualized alpha of 2.24%, beta of 0.17, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since January 24, 2019.
- This fund participated in 31.93% of S&P 500 Index downside but only 24.59% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.17 may look defensive, but with R2 of 0.14 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 0.14 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
- 2.24%
- Beta
- 0.17
- R²
- 0.14
- Upside Capture
- 24.59%
- Downside Capture
- 31.93%
Expense Ratio
ATGSX has a high expense ratio of 2.25%, indicating above-average management fees.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Anchor Risk Managed Global Strategies Fund (ATGSX) 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.
| ATGSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
Anchor Risk Managed Global Strategies Fund provided a 0.95% dividend yield over the last twelve months, with an annual payout of $0.10 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.10 | $0.09 | $0.14 | $0.00 | $1.31 | $0.14 | $0.77 |
Dividend yield | 0.95% | 0.87% | 1.35% | 0.00% | 12.72% | 1.21% | 7.13% |
Monthly Dividends
The table displays the monthly dividend distributions for Anchor Risk Managed Global Strategies Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.12 | ||||
| 2024 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 |
| 2023 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.31 | $1.31 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
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 Anchor Risk Managed Global Strategies 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 Anchor Risk Managed Global Strategies Fund was 12.80%, occurring on Feb 15, 2022. Recovery took 601 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -12.80%Feb 2022 | 5mo 10d | 2y 4mo | 2y 10moSep 2021 - Jul 2024 |
2024 pullback2024 | -8.30%Sep 2024 | 2mo 2d | — | 1y 11moJul 2024 - now |
2020 pullback2020 | -7.80%May 2020 | 2mo 17d | 1mo 27d | 4mo 14dMar 2020 - Jul 2020 |
2021 pullback2021 | -6.20%Mar 2021 | 1mo 11d | 1mo 2d | 2mo 13dJan 2021 - Apr 2021 |
2020 pullback2020 | -6.07%Oct 2020 | 1mo 26d | 1mo 17d | 3mo 13dSep 2020 - Dec 2020 |
Drawdown Indicators
| ATGSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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