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Inception Date
Jun 29, 2021
Min. Investment
$50,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

CBRDX Performance Chart

CrossingBridge Responsible Credit Fund (CBRDX) is up 0.6% since the beginning of the year. CBRDX is currently trading at $9 per share.


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S&P 500 Index

Returns By Period

CrossingBridge Responsible Credit Fund (CBRDX) has returned 0.61% so far this year and 3.87% over the past 12 months.


CrossingBridge Responsible Credit Fund

1D
-0.11%
1M
0.31%
YTD
0.61%
6M
0.76%
1Y
3.87%
3Y*
6.19%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBRDX Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 2021, CBRDX's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.

Historically, 78% of months were positive and 22% were negative. The best month was Jul 2022 with a return of +2.2%, while the worst month was Jun 2022 at -1.9%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 2 months.

On a daily basis, CBRDX closed higher 37% of trading days. The best single day was Jul 25, 2022 with a return of +1.2%, while the worst single day was Jun 25, 2024 at -0.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.62%0.38%-0.66%0.20%0.09%-0.00%0.61%
20250.69%1.24%-0.85%-0.73%1.26%1.08%0.54%0.62%0.44%0.21%0.28%0.15%5.01%
20240.65%1.04%0.77%0.51%0.50%-0.50%0.83%0.68%0.57%0.38%1.30%0.27%7.21%
20232.03%1.07%-1.09%0.50%-0.34%0.27%1.30%1.03%0.57%0.20%0.48%1.75%8.00%
2022-0.28%-0.24%0.26%-0.84%0.84%-1.93%2.17%0.47%-0.81%0.82%0.44%0.65%1.49%
2021-0.20%0.53%0.21%0.09%0.16%0.34%1.14%

Benchmark Metrics

CrossingBridge Responsible Credit Fund has an annualized alpha of 4.25%, beta of 0.04, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since July 01, 2021.

  • This fund captured 12.47% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.27%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.04 may look defensive, but with R2 of 0.10 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 0.10 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
4.25%
Beta
0.04
0.10
Upside Capture
12.47%
Downside Capture
-1.27%

Expense Ratio

CBRDX has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CBRDX ranks 68 for risk / return — better than 68% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


CBRDX Risk / Return Rank: 6868
Overall Rank
CBRDX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CBRDX Sortino Ratio Rank: 5858
Sortino Ratio Rank
CBRDX Omega Ratio Rank: 8383
Omega Ratio Rank
CBRDX Calmar Ratio Rank: 8484
Calmar Ratio Rank
CBRDX Martin Ratio Rank: 5252
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 CrossingBridge Responsible Credit Fund (CBRDX) and compare them to S&P 500 Index.


CBRDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.55

1.41

+0.14

Calmar ratioReturn relative to maximum drawdown

3.81

2.98

+0.82

Martin ratioReturn relative to average drawdown

10.26

13.78

-3.52

Dividends

Dividend History

CrossingBridge Responsible Credit Fund provided a 6.60% dividend yield over the last twelve months, with an annual payout of $0.59 per share.


2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.8020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.59$0.68$0.79$0.81$0.63$0.13

Dividend yield

6.60%7.52%8.57%8.57%6.67%1.34%

Monthly Dividends

The table displays the monthly dividend distributions for CrossingBridge Responsible Credit Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.04$0.00$0.05$0.05$0.00$0.19
2025$0.06$0.06$0.03$0.06$0.05$0.05$0.07$0.07$0.04$0.05$0.07$0.06$0.68
2024$0.07$0.06$0.05$0.06$0.07$0.06$0.07$0.06$0.05$0.05$0.11$0.08$0.79
2023$0.05$0.06$0.09$0.07$0.07$0.07$0.06$0.07$0.08$0.05$0.06$0.07$0.81
2022$0.01$0.04$0.03$0.03$0.03$0.00$0.04$0.06$0.06$0.05$0.02$0.27$0.63
2021$0.02$0.02$0.02$0.05$0.02$0.13

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 CrossingBridge Responsible Credit 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 CrossingBridge Responsible Credit Fund was 2.46%, occurring on Apr 10, 2025. Recovery took 49 trading sessions.

The current CrossingBridge Responsible Credit Fund drawdown is 0.60%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-2.46%Apr 2025
16d2mo 14d
3moMar 2025 - Jun 2025
Bear market2022
-2.40%Jun 2022
5mo 18d1mo 5d
6mo 23dJan 2022 - Aug 2022
2023 pullback2023
-1.86%Mar 2023
15d4mo 1d
4mo 16dMar 2023 - Jul 2023
Bear market2022
-1.45%Sep 2022
1mo 11d2mo 3d
3mo 14dAug 2022 - Dec 2022
2026 pullback2026
-1.02%May 2026
1mo 17d
2mo 10dMar 2026 - now

Drawdown Indicators


CBRDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-56.78%

+54.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.02%

-9.10%

+8.08%

Max Drawdown (3Y)

Largest decline over 3 years

-2.46%

-18.90%

+16.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.60%

-0.33%

-0.27%

Average Drawdown

Average peak-to-trough decline

-0.35%

-10.72%

+10.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

1.97%

-1.59%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with CBRDX

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