Campbell Systematic Macro Fund Class A Shares (EBSAX)
Fund Info
| ISIN | US74933W8414 |
|---|---|
| CUSIP | 29446A827 |
| Issuer | Campbell & Company |
| Inception Date | Mar 4, 2013 |
| Category | Macro Trading |
| Min. Investment | $2,500 |
| Asset Class | Multi-Asset |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
EBSAX has a high expense ratio of 2.00%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Campbell Systematic Macro Fund Class A Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | N/A | 10.00% |
| 1 month | N/A | 2.41% |
| 6 months | N/A | 16.70% |
| 1 year | N/A | 26.85% |
| 5 years (annualized) | N/A | 12.81% |
| 10 years (annualized) | N/A | 10.84% |
Monthly Returns
The table below presents the monthly returns of EBSAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.87% | 4.63% | -1.75% | -0.00% | 1.26% | -1.34% | -2.41% | 0.54% | 3.74% | -1.85% | 1.30% | ||
| 2022 | 5.69% | 0.23% | 8.99% | 7.17% | -1.40% | 5.07% | -1.45% | 4.21% | 3.76% | 0.81% | -3.23% | -2.02% | 30.56% |
| 2021 | -1.89% | 2.56% | 4.75% | 2.63% | 2.91% | -0.57% | 0.80% | -1.13% | -0.68% | 1.38% | -2.83% | 0.90% | 8.90% |
| 2020 | 5.19% | 1.48% | -0.49% | -0.61% | -1.60% | -2.12% | -0.38% | -3.20% | -0.66% | 0.53% | 1.72% | 3.51% | 3.11% |
| 2019 | -1.34% | 1.24% | 4.65% | 2.92% | -1.82% | 5.67% | 5.36% | 4.57% | -2.58% | -4.38% | -0.21% | -2.56% | 11.36% |
| 2018 | 6.27% | -10.58% | 1.36% | -0.21% | -4.24% | 3.03% | -2.83% | 2.81% | -0.31% | -4.74% | -0.33% | 3.56% | -7.16% |
| 2017 | -2.89% | 4.15% | -1.22% | 1.24% | -1.02% | -3.82% | 0.43% | 0.96% | -0.95% | 6.20% | 0.60% | 0.50% | 3.82% |
| 2016 | 2.47% | 0.80% | -3.45% | -5.95% | -1.27% | 3.25% | 4.30% | -4.30% | -3.06% | -3.06% | -1.83% | 0.41% | -11.60% |
| 2015 | 5.69% | -0.41% | 2.13% | -3.69% | -1.00% | -8.41% | 1.56% | 0.72% | 0.27% | -1.43% | 4.81% | -3.34% | -3.84% |
| 2014 | -2.48% | -4.89% | -4.53% | 0.11% | 2.80% | 2.20% | 0.41% | 6.53% | 5.46% | 1.82% | 5.53% | 3.88% | 17.26% |
| 2013 | 0.80% | 5.65% | 0.47% | -2.06% | 0.38% | -1.80% | -1.84% | 2.56% | 1.73% | -0.95% | 4.80% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Campbell Systematic Macro Fund Class A Shares (EBSAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Campbell Systematic Macro Fund Class A Shares granted a 1.40% dividend yield in the last twelve months. The annual payout for that period amounted to $0.13 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.13 | $1.40 | $0.57 | $0.00 | $1.42 | $1.13 | $0.00 | $0.00 | $0.21 | $0.68 |
Dividend yield | 1.40% | 15.15% | 7.02% | 0.00% | 18.47% | 13.82% | 0.00% | 0.00% | 1.90% | 5.87% |
Monthly Dividends
The table displays the monthly dividend distributions for Campbell Systematic Macro Fund Class A Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 | |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.40 | $0.00 | $1.40 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.57 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.42 | $1.42 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.13 | $1.13 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2014 | $0.68 | $0.68 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Campbell Systematic Macro Fund Class A Shares. 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 Campbell Systematic Macro Fund Class A Shares was 30.76%, occurring on Nov 7, 2018. Recovery took 833 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.76% | Mar 19, 2015 | 919 | Nov 7, 2018 | 833 | Mar 2, 2022 | 1752 |
| -15.35% | May 23, 2013 | 221 | Apr 8, 2014 | 119 | Sep 26, 2014 | 340 |
| -8.54% | Oct 21, 2022 | 53 | Jan 6, 2023 | 39 | Mar 6, 2023 | 92 |
| -7.49% | Mar 9, 2023 | 174 | Nov 14, 2023 | — | — | — |
| -4.08% | Jun 15, 2022 | 32 | Aug 1, 2022 | 14 | Aug 19, 2022 | 46 |
Volatility
Volatility Chart
The current Campbell Systematic Macro Fund Class A Shares volatility is 2.61%, 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.