ATESX vs. ASFYX
Compare and contrast key facts about Anchor Risk Managed Equity Strategies Fund (ATESX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
ATESX is managed by BlackRock. It was launched on Sep 5, 2016. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
ATESX vs. ASFYX - Performance Comparison
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ATESX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATESX Anchor Risk Managed Equity Strategies Fund | -1.11% | 5.56% | 7.21% | 8.12% | -9.25% | 11.06% | 18.02% | 20.31% | 3.72% | 16.12% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 5.82% |
Returns By Period
In the year-to-date period, ATESX achieves a -1.11% return, which is significantly lower than ASFYX's 6.72% return.
ATESX
- 1D
- 0.00%
- 1M
- 0.33%
- YTD
- -1.11%
- 6M
- -4.16%
- 1Y
- 9.19%
- 3Y*
- 5.81%
- 5Y*
- 4.08%
- 10Y*
- —
ASFYX
- 1D
- 0.12%
- 1M
- -0.84%
- YTD
- 6.72%
- 6M
- 10.49%
- 1Y
- 3.28%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
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ATESX vs. ASFYX - Expense Ratio Comparison
ATESX has a 2.10% expense ratio, which is higher than ASFYX's 1.47% expense ratio.
Return for Risk
ATESX vs. ASFYX — Risk / Return Rank
ATESX
ASFYX
ATESX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anchor Risk Managed Equity Strategies Fund (ATESX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.
| ATESX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.27 | +0.64 |
Sortino ratioReturn per unit of downside risk | 1.25 | 0.42 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.06 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.18 | +0.84 |
Martin ratioReturn relative to average drawdown | 2.19 | 0.29 | +1.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ATESX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.27 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.17 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.31 | +0.45 |
Correlation
The correlation between ATESX and ASFYX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ATESX vs. ASFYX - Dividend Comparison
ATESX has not paid dividends to shareholders, while ASFYX's dividend yield for the trailing twelve months is around 1.42%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATESX Anchor Risk Managed Equity Strategies Fund | 0.00% | 0.00% | 0.00% | 1.30% | 7.45% | 0.00% | 0.00% | 11.78% | 7.70% | 6.02% | 0.00% | 0.00% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.42% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
ATESX vs. ASFYX - Drawdown Comparison
The maximum ATESX drawdown since its inception was -12.87%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for ATESX and ASFYX.
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Drawdown Indicators
| ATESX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.87% | -36.43% | +23.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -13.51% | +4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -12.87% | -36.43% | +23.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.43% | — |
Current DrawdownCurrent decline from peak | -7.71% | -24.28% | +16.57% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -13.10% | +9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 8.26% | -4.10% |
Volatility
ATESX vs. ASFYX - Volatility Comparison
The current volatility for Anchor Risk Managed Equity Strategies Fund (ATESX) is 0.63%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that ATESX experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATESX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.63% | 3.82% | -3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 10.00% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.79% | 13.00% | -3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.44% | 13.67% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.96% | 12.68% | -1.72% |