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ASFIX vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ASFIX and ^SP500TR is -0.26. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.3

Performance

ASFIX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Absolute Strategies Fund (ASFIX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.82%
3.78%
ASFIX
^SP500TR

Key characteristics

Returns By Period


ASFIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

-0.62%

1M

-3.35%

6M

3.78%

1Y

23.82%

5Y*

13.83%

10Y*

13.28%

*Annualized

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Risk-Adjusted Performance

ASFIX vs. ^SP500TR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASFIX
The Risk-Adjusted Performance Rank of ASFIX is 00
Overall Rank
The Sharpe Ratio Rank of ASFIX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of ASFIX is 00
Sortino Ratio Rank
The Omega Ratio Rank of ASFIX is 00
Omega Ratio Rank
The Calmar Ratio Rank of ASFIX is 11
Calmar Ratio Rank
The Martin Ratio Rank of ASFIX is 00
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 9595
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASFIX vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Absolute Strategies Fund (ASFIX) and S&P 500 Total Return (^SP500TR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ASFIX, currently valued at -0.88, compared to the broader market-1.000.001.002.003.004.00-0.881.88
The chart of Sortino ratio for ASFIX, currently valued at -1.17, compared to the broader market0.002.004.006.008.0010.00-1.172.51
The chart of Omega ratio for ASFIX, currently valued at 0.85, compared to the broader market1.002.003.000.851.35
The chart of Calmar ratio for ASFIX, currently valued at -0.17, compared to the broader market0.005.0010.0015.00-0.172.83
The chart of Martin ratio for ASFIX, currently valued at -0.93, compared to the broader market0.0020.0040.0060.00-0.9311.87
ASFIX
^SP500TR


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.88
1.88
ASFIX
^SP500TR

Drawdowns

ASFIX vs. ^SP500TR - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-32.89%
-3.94%
ASFIX
^SP500TR

Volatility

ASFIX vs. ^SP500TR - Volatility Comparison

The current volatility for Absolute Strategies Fund (ASFIX) is 0.00%, while S&P 500 Total Return (^SP500TR) has a volatility of 4.57%. This indicates that ASFIX experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember20250
4.57%
ASFIX
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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