Campbell Systematic Macro Fund Class I Shares (EBSIX)

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Campbell Systematic Macro Fund Class I Shares (EBSIX) is up 8.8% since the beginning of the year. EBSIX is currently trading at $10 per share. Investors who bought $1,000 worth of EBSIX shares 5 years ago would now be looking at an investment worth $1,557.

Campbell Systematic Macro Fund Class I Shares (EBSIX) has returned 8.76% so far this year and 6.65% over the past 12 months.

Based on dividend-adjusted daily data since Oct 28, 2020, EBSIX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was Mar 2022 with a return of +9.1%, while the worst month was Nov 2022 at -3.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EBSIX closed higher 51% of trading days. The best single day was Mar 2, 2022 with a return of +2.5%, while the worst single day was Nov 26, 2021 at -5.1%.

Campbell Systematic Macro Fund Class I Shares has an annualized alpha of 10.92%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since October 28, 2020.

• This fund captured 12.63% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -43.74%) - a profile typical of hedging or uncorrelated assets.
• Beta of 0.01 may look defensive, but with R2 of 0.00 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 0.00 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.

EBSIX has a high expense ratio of 1.75%, indicating above-average management fees.

EBSIX ranks 9 for risk / return — in the bottom 9% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Campbell Systematic Macro Fund Class I Shares provided a 2.90% dividend yield over the last twelve months, with an annual payout of $0.30 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for Campbell Systematic Macro Fund Class I Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Campbell Systematic Macro Fund Class I 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 I Shares was 10.96%, occurring on Jan 3, 2024. Recovery took 184 trading sessions.

The current Campbell Systematic Macro Fund Class I Shares drawdown is 1.74%.

The chart below shows the rolling one-month volatility.