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Accelerate Enhanced Canadian Benchmark Alternative...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINCA00436P1080
CUSIP00436P108

Share Price Chart


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Accelerate Enhanced Canadian Benchmark Alternative Fund

Popular comparisons: ATSX.TO vs. SPYV, ATSX.TO vs. MSFT

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Accelerate Enhanced Canadian Benchmark Alternative Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
11.71%
18.55%
ATSX.TO (Accelerate Enhanced Canadian Benchmark Alternative Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Accelerate Enhanced Canadian Benchmark Alternative Fund had a return of 7.49% year-to-date (YTD) and 11.70% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.49%6.12%
1 month0.74%-1.08%
6 months11.71%15.73%
1 year11.70%22.34%
5 years (annualized)N/A11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.75%0.64%2.27%
2023-1.26%-3.06%4.56%3.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ATSX.TO is 59, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ATSX.TO is 5959
Accelerate Enhanced Canadian Benchmark Alternative Fund(ATSX.TO)
The Sharpe Ratio Rank of ATSX.TO is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of ATSX.TO is 5454Sortino Ratio Rank
The Omega Ratio Rank of ATSX.TO is 5757Omega Ratio Rank
The Calmar Ratio Rank of ATSX.TO is 6868Calmar Ratio Rank
The Martin Ratio Rank of ATSX.TO is 6262Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Accelerate Enhanced Canadian Benchmark Alternative Fund (ATSX.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ATSX.TO
Sharpe ratio
The chart of Sharpe ratio for ATSX.TO, currently valued at 0.99, compared to the broader market0.002.004.000.99
Sortino ratio
The chart of Sortino ratio for ATSX.TO, currently valued at 1.46, compared to the broader market-2.000.002.004.006.008.0010.001.46
Omega ratio
The chart of Omega ratio for ATSX.TO, currently valued at 1.19, compared to the broader market1.001.502.002.501.19
Calmar ratio
The chart of Calmar ratio for ATSX.TO, currently valued at 1.10, compared to the broader market0.002.004.006.008.0010.0012.001.10
Martin ratio
The chart of Martin ratio for ATSX.TO, currently valued at 4.39, compared to the broader market0.0020.0040.0060.0080.004.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current Accelerate Enhanced Canadian Benchmark Alternative Fund Sharpe ratio is 0.99. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.99
2.81
ATSX.TO (Accelerate Enhanced Canadian Benchmark Alternative Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Accelerate Enhanced Canadian Benchmark Alternative Fund granted a 7.06% dividend yield in the last twelve months. The annual payout for that period amounted to CA$1.68 per share.


PeriodTTM20232022202120202019
DividendCA$1.68CA$1.68CA$1.68CA$1.04CA$0.40CA$0.65

Dividend yield

7.06%7.45%7.37%4.33%1.92%3.14%

Monthly Dividends

The table displays the monthly dividend distributions for Accelerate Enhanced Canadian Benchmark Alternative Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.00CA$0.00CA$0.42
2023CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42
2022CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42
2021CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42
2020CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10
2019CA$0.10CA$0.00CA$0.00CA$0.55

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.90%
-0.92%
ATSX.TO (Accelerate Enhanced Canadian Benchmark Alternative Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Accelerate Enhanced Canadian Benchmark Alternative 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 Accelerate Enhanced Canadian Benchmark Alternative Fund was 25.95%, occurring on Mar 16, 2020. Recovery took 55 trading sessions.

The current Accelerate Enhanced Canadian Benchmark Alternative Fund drawdown is 1.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.95%Mar 9, 20206Mar 16, 202055Jun 3, 202061
-18.45%Jun 4, 202016Jun 25, 2020327Oct 15, 2021343
-14.58%Apr 22, 2022110Sep 28, 2022331Jan 24, 2024441
-7.21%Jan 18, 20225Jan 24, 20228Feb 3, 202213
-5.88%Dec 31, 20211Dec 31, 20216Jan 11, 20227

Volatility

Volatility Chart

The current Accelerate Enhanced Canadian Benchmark Alternative Fund volatility is 4.34%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
4.34%
2.94%
ATSX.TO (Accelerate Enhanced Canadian Benchmark Alternative Fund)
Benchmark (^GSPC)