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ISIN
US90470L7331
CUSIP
90470L733
Issuer
Crawford
Inception Date
Sep 11, 2017
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

CMALX Performance Chart

Crawford Multi-Asset Income Fund (CMALX) is up 6.0% since the beginning of the year. CMALX is currently trading at $27 per share. Investors who bought $1,000 worth of CMALX shares 5 years ago would now be looking at an investment worth $1,355.


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S&P 500 Index

Returns By Period

Crawford Multi-Asset Income Fund (CMALX) has returned 6.03% so far this year and 8.95% over the past 12 months.


Crawford Multi-Asset Income Fund

1D
-0.11%
1M
-1.07%
YTD
6.03%
6M
6.36%
1Y
8.95%
3Y*
9.80%
5Y*
6.26%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMALX Monthly Returns History

Based on dividend-adjusted daily data since Sep 12, 2017, CMALX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.3%, while the worst month was Mar 2020 at -23.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CMALX closed higher 54% of trading days. The best single day was Mar 26, 2020 with a return of +7.3%, while the worst single day was Mar 18, 2020 at -12.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.45%2.87%-3.08%2.73%-0.23%0.30%6.03%
20251.30%3.02%-0.32%-2.63%0.60%1.31%0.53%1.24%0.85%-2.09%1.60%-0.14%5.26%
2024-0.41%0.44%2.38%-1.78%2.86%0.03%4.26%3.24%1.71%0.38%2.09%-4.12%11.36%
20235.00%-2.95%-2.37%1.15%-3.17%3.05%3.13%-1.52%-3.07%-1.98%6.55%3.05%6.42%
20220.55%-0.56%2.84%-3.19%2.82%-5.43%4.45%-2.79%-7.45%5.48%4.70%-1.43%-0.99%
2021-1.01%3.99%4.99%2.79%1.57%0.08%-0.06%0.72%-0.98%2.15%-3.06%3.96%15.89%

Benchmark Metrics

Crawford Multi-Asset Income Fund has an annualized alpha of -0.73%, beta of 0.49, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since September 12, 2017.

  • This fund participated in 66.74% of S&P 500 Index downside but only 47.98% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.49 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.73%
Beta
0.49
0.54
Upside Capture
47.98%
Downside Capture
66.74%

Expense Ratio

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


Return for Risk

Risk / Return Rank

CMALX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


CMALX Risk / Return Rank: 3333
Overall Rank
CMALX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CMALX Sortino Ratio Rank: 3333
Sortino Ratio Rank
CMALX Omega Ratio Rank: 3131
Omega Ratio Rank
CMALX Calmar Ratio Rank: 3434
Calmar Ratio Rank
CMALX Martin Ratio Rank: 3131
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 Crawford Multi-Asset Income Fund (CMALX) 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.


CMALXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

2.09

2.78

-0.70

Martin ratioReturn relative to average drawdown

6.63

12.44

-5.81

Dividends

Dividend History

Crawford Multi-Asset Income Fund provided a 7.35% dividend yield over the last twelve months, with an annual payout of $1.98 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.98$1.96$1.04$1.15$1.20$0.83$0.84$1.31$1.10$0.24

Dividend yield

7.35%7.61%3.94%4.66%4.93%3.21%3.67%5.07%4.87%0.99%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.06$0.09$0.11$0.10$0.09$0.00$0.44
2025$0.06$0.09$0.10$0.10$0.08$0.10$0.12$0.08$0.09$0.09$0.08$0.97$1.96
2024$0.06$0.07$0.10$0.08$0.09$0.10$0.08$0.07$0.10$0.08$0.09$0.11$1.04
2023$0.06$0.06$0.12$0.09$0.09$0.10$0.16$0.10$0.07$0.09$0.08$0.14$1.15
2022$0.03$0.07$0.06$0.09$0.06$0.06$0.09$0.08$0.08$0.08$0.07$0.42$1.20
2021$0.07$0.06$0.08$0.09$0.06$0.07$0.07$0.07$0.07$0.08$0.06$0.07$0.83

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 Crawford Multi-Asset 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 Crawford Multi-Asset Income Fund was 39.04%, occurring on Mar 23, 2020. Recovery took 269 trading sessions.

The current Crawford Multi-Asset Income Fund drawdown is 1.57%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.04%Mar 2020
1mo 1d1y 24d
1y 1moFeb 2020 - Apr 2021
Bear market2022
-12.68%Oct 2022
5mo 24d3mo 21d
9mo 15dApr 2022 - Jan 2023
Rate-hike selloffLate 2018
-10.74%Dec 2018
3mo 21d1mo 23d
5mo 14dSep 2018 - Feb 2019
2023 pullback2023
-9.59%Oct 2023
8mo 26d1mo 18d
10mo 14dFeb 2023 - Dec 2023
2025 selloff2025
-7.61%Apr 2025
1mo 6d3mo 3d
4mo 9dMar 2025 - Jul 2025

Drawdown Indicators


CMALXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.04%

-56.78%

+17.74%

Max Drawdown (1Y)

Largest decline over 1 year

-4.49%

-9.10%

+4.61%

Max Drawdown (3Y)

Largest decline over 3 years

-7.66%

-18.90%

+11.24%

Max Drawdown (5Y)

Largest decline over 5 years

-12.68%

-25.43%

+12.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.57%

-1.80%

+0.23%

Average Drawdown

Average peak-to-trough decline

-3.74%

-10.71%

+6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

2.03%

-0.62%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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