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Anchor Risk Managed Global Strategies Fund (ATGSX) Sharpe Ratio

Mutual Fund · Currency in USD · Last updated Jul 17, 2026

The fund seeks to achieve its investment objective by allocating assets among various strategies based on the adviser's research and analysis regarding market trends. It invests at least 40% of its assets (plus the amount of borrowings, if any) in long and short positions in exchange-traded funds, mutual funds and derivative instruments registered and offered in the U.S. with underlying holdings in non-U.S. companies.

Sharpe ratio is not yet available for ATGSX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares Anchor Risk Managed Global Strategies Fund's Sharpe Ratio with other mutual funds in the Long-Short category across multiple time periods, showing how ATGSX'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 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
BPLEXBoston Partners Long/Short Equity Fund3.42
VMNIXVanguard Market Neutral Fund Institutional Shares3.17
VMNFXVanguard Market Neutral Fund Investor Shares3.16
JAKVXJohn Hancock Disciplined Value Global Long/Short Fund Class R62.62
CDAZXMulti-Manager Directional Alternative Strategies Fund2.61
JAKRXJohn Hancock Disciplined Value Global Long/Short Fund Class A2.58
GTAPXQuantitative U.S. Long/Short Equity Portfolio2.34
KCEIXKnights of Columbus Long/Short Equity Fund2.18
LSEIXPersimmon Long/Short Fund2.15
GARIXGotham Absolute Return Fund2.13
ATGSXAnchor Risk Managed Global Strategies Fund—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ATGSX'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 ATGSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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