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Spectrum Unconstrained Fund (SUNBX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Inception Date
Apr 15, 2021
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Spectrum Unconstrained Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Spectrum Unconstrained Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Spectrum Unconstrained Fund (SUNBX) has returned -1.31% so far this year and 6.55% over the past 12 months.


Spectrum Unconstrained Fund

1D
0.10%
1M
-3.41%
YTD
-1.31%
6M
1.54%
1Y
6.55%
3Y*
5.16%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 16, 2021, SUNBX's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, your investment would double in approximately 21.4 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2023 with a return of +5.6%, while the worst month was Feb 2022 at -3.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SUNBX closed higher 46% of trading days. The best single day was Dec 15, 2023 with a return of +1.5%, while the worst single day was Mar 3, 2026 at -1.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.36%0.80%-3.41%-1.31%
20250.48%0.32%-0.48%-0.16%1.70%2.77%-0.56%0.00%1.12%1.06%0.40%1.40%8.31%
2024-0.99%0.00%0.10%-0.55%0.48%-0.37%1.16%1.06%1.73%-1.27%0.79%-0.74%1.35%
20235.26%-1.91%0.00%-0.38%-1.15%1.45%-0.66%0.06%-1.49%-0.71%5.62%4.65%10.83%
2022-1.59%-3.90%-1.89%-1.49%0.95%-1.33%3.20%-0.44%-1.04%-0.33%0.67%-1.54%-8.55%
2021-0.15%1.10%1.88%-0.55%1.38%0.97%0.89%-0.93%1.39%6.12%

Benchmark Metrics

Spectrum Unconstrained Fund has an annualized alpha of 1.92%, beta of 0.13, and R² of 0.20 versus S&P 500 Index. Calculated based on daily prices since April 19, 2021.

  • This fund participated in 26.42% of S&P 500 Index downside but only 22.85% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.13 may look defensive, but with R² of 0.20 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 0.20 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
1.92%
Beta
0.13
0.20
Upside Capture
22.85%
Downside Capture
26.42%

Expense Ratio

SUNBX has a high expense ratio of 2.43%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SUNBX ranks 76 for risk / return — better than 76% 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.


SUNBX Risk / Return Rank: 7676
Overall Rank
SUNBX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SUNBX Sortino Ratio Rank: 8080
Sortino Ratio Rank
SUNBX Omega Ratio Rank: 8181
Omega Ratio Rank
SUNBX Calmar Ratio Rank: 7373
Calmar Ratio Rank
SUNBX Martin Ratio Rank: 6464
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 Spectrum Unconstrained Fund (SUNBX) and compare them to a chosen benchmark (S&P 500 Index).


SUNBXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.54

0.90

+0.65

Sortino ratio

Return per unit of downside risk

2.07

1.39

+0.69

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

1.72

1.40

+0.32

Martin ratio

Return relative to average drawdown

6.17

6.61

-0.43

Explore SUNBX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Spectrum Unconstrained Fund provided a 2.88% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.56$0.56$0.71$0.54$0.00$1.67

Dividend yield

2.88%2.84%3.75%2.81%0.00%8.52%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2024$0.00$0.00$0.00$0.18$0.00$0.00$0.10$0.00$0.00$0.27$0.00$0.16$0.71
2023$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.23$0.54
2022$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
2021$0.21$0.00$0.00$0.34$0.85$0.26$1.67

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 Spectrum Unconstrained 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 Spectrum Unconstrained Fund was 10.36%, occurring on Jun 28, 2022. Recovery took 374 trading sessions.

The current Spectrum Unconstrained Fund drawdown is 3.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.36%Dec 31, 2021123Jun 28, 2022374Dec 21, 2023497
-3.84%Feb 26, 202622Mar 27, 2026
-2.8%Dec 28, 202332Feb 13, 2024133Aug 23, 2024165
-2.53%Sep 30, 2024130Apr 7, 202527May 15, 2025157
-2.19%Nov 8, 202130Dec 20, 20217Dec 30, 202137

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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