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ISIN
US05465G1013
CUSIP
05465G101
Issuer
Axonic
Inception Date
Dec 29, 2019
Min. Investment
$25,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

AXSIX Performance Chart

Axonic Strategic Income Fund (AXSIX) is up 1.7% since the beginning of the year. AXSIX is currently trading at $9 per share. Investors who bought $1,000 worth of AXSIX shares 5 years ago would now be looking at an investment worth $1,199.


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S&P 500 Index

Returns By Period

Axonic Strategic Income Fund (AXSIX) has returned 1.72% so far this year and 5.42% over the past 12 months.


Axonic Strategic Income Fund

1D
-0.22%
1M
0.53%
YTD
1.72%
6M
1.72%
1Y
5.42%
3Y*
7.21%
5Y*
3.70%
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXSIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2020, AXSIX's average daily return is +0.01%, while the average monthly return is +0.29%. At this rate, an investment would double in approximately 19.9 years.

Historically, 74% of months were positive and 26% were negative. The best month was Jun 2020 with a return of +2.6%, while the worst month was Mar 2020 at -9.1%. The longest winning streak lasted 18 consecutive months, and the longest losing streak was 6 months.

On a daily basis, AXSIX closed higher 26% of trading days. The best single day was Mar 26, 2020 with a return of +3.2%, while the worst single day was Mar 18, 2020 at -3.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.01%0.80%-0.60%0.42%0.30%-0.22%1.72%
20250.55%1.06%0.33%0.54%0.33%0.99%-0.33%1.01%0.55%0.43%1.04%0.03%6.71%
20241.00%0.75%0.45%0.31%1.12%0.95%1.12%1.00%0.76%-0.22%0.76%0.01%8.30%
20231.57%0.79%-0.39%0.23%0.38%0.61%0.74%0.74%0.00%-0.34%1.33%1.66%7.54%
2022-0.05%-0.40%-1.21%-0.29%-0.81%-1.40%0.00%0.21%-1.64%-0.80%-0.27%-0.35%-6.81%
20211.87%0.62%0.04%0.58%0.77%0.47%0.57%0.33%0.21%0.00%0.11%0.20%5.91%

Benchmark Metrics

Axonic Strategic Income Fund has an annualized alpha of 2.95%, beta of 0.04, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since January 02, 2020.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (11.33%) than losses (7.00%) - typical of diversified or defensive assets.
  • Beta of 0.04 may look defensive, but with R2 of 0.04 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 0.04 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
2.95%
Beta
0.04
0.04
Upside Capture
11.33%
Downside Capture
7.00%

Expense Ratio

AXSIX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AXSIX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


AXSIX Risk / Return Rank: 8888
Overall Rank
AXSIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AXSIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
AXSIX Omega Ratio Rank: 9090
Omega Ratio Rank
AXSIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
AXSIX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Axonic Strategic Income Fund (AXSIX) 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.


AXSIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+2.38

Omega ratioGain probability vs. loss probability

1.62

1.32

+0.30

Calmar ratioReturn relative to maximum drawdown

4.56

2.46

+2.11

Martin ratioReturn relative to average drawdown

16.65

10.92

+5.73

Dividends

Dividend History

Axonic Strategic Income Fund provided a 6.22% dividend yield over the last twelve months, with an annual payout of $0.55 per share.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.55$0.57$0.58$0.55$0.34$0.65$0.20

Dividend yield

6.22%6.39%6.52%6.24%3.89%6.70%2.04%

Monthly Dividends

The table displays the monthly dividend distributions for Axonic Strategic Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.08$0.03$0.04$0.04$0.04$0.00$0.22
2025$0.05$0.04$0.05$0.05$0.05$0.05$0.00$0.05$0.05$0.05$0.08$0.05$0.57
2024$0.05$0.05$0.00$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.10$0.58
2023$0.04$0.04$0.05$0.00$0.04$0.04$0.05$0.05$0.00$0.00$0.05$0.21$0.55
2022$0.04$0.03$0.03$0.03$0.03$0.00$0.00$0.04$0.00$0.04$0.04$0.06$0.34
2021$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.00$0.04$0.28$0.65

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 Axonic Strategic Income 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 Axonic Strategic Income Fund was 12.55%, occurring on Mar 24, 2020. Recovery took 213 trading sessions.

The current Axonic Strategic Income Fund drawdown is 0.34%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-12.55%Mar 2020
29d10mo 9d
11mo 8dFeb 2020 - Jan 2021
Bear market2022
-6.87%Nov 2022
10mo 29d1y 1mo
1y 11moJan 2022 - Dec 2023
2026 pullback2026
-1.22%Mar 2026
25d2mo 3d
2mo 28dMar 2026 - May 2026
2024 pullback2024
-0.88%Oct 2024
26d1mo 2d
1mo 28dOct 2024 - Nov 2024
2025 selloff2025
-0.78%Apr 2025
4d19d
23dApr 2025 - Apr 2025

Drawdown Indicators


AXSIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-12.55%

-56.78%

+44.23%

Max Drawdown (1Y)

Largest decline over 1 year

-1.22%

-9.10%

+7.88%

Max Drawdown (3Y)

Largest decline over 3 years

-1.22%

-18.90%

+17.68%

Max Drawdown (5Y)

Largest decline over 5 years

-6.87%

-25.43%

+18.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.34%

-3.21%

+2.87%

Average Drawdown

Average peak-to-trough decline

-1.95%

-10.71%

+8.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

2.04%

-1.71%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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