Sortino 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 Sortino 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 Jun 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BPLEX | Boston Partners Long/Short Equity Fund | 4.73 | |||
| BDMIX | BlackRock Global Long/Short Equity Fund Class I | 4.62 | |||
| VMNIX | Vanguard Market Neutral Fund Institutional Shares | 4.16 | |||
| VMNFX | Vanguard Market Neutral Fund Investor Shares | 4.15 | |||
| CDAZX | Multi-Manager Directional Alternative Strategies Fund | 3.80 | |||
| JAKVX | John Hancock Disciplined Value Global Long/Short Fund Class R6 | 3.52 | |||
| JAKRX | John Hancock Disciplined Value Global Long/Short Fund Class A | 3.48 | |||
| LSEIX | Persimmon Long/Short Fund | 3.17 | |||
| KCEIX | Knights of Columbus Long/Short Equity Fund | 3.04 | |||
| SNOIX | Easterly Snow Capital Long/Short Opportunity Fund | 3.02 | |||
| ATGSX | Anchor Risk Managed Global Strategies Fund | — |
Historical Sortino Ratio
The chart shows ATGSX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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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