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BTPIX vs. CDAZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTPIX vs. CDAZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Salient Tactical Plus Fund (BTPIX) and Multi-Manager Directional Alternative Strategies Fund (CDAZX). The values are adjusted to include any dividend payments, if applicable.

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BTPIX vs. CDAZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTPIX
Salient Tactical Plus Fund
-1.76%-2.44%3.17%4.22%-1.65%6.48%7.46%7.54%2.94%0.09%
CDAZX
Multi-Manager Directional Alternative Strategies Fund
-4.07%19.20%19.75%3.90%1.31%20.14%-6.39%8.17%-12.03%10.32%

Returns By Period

In the year-to-date period, BTPIX achieves a -1.76% return, which is significantly higher than CDAZX's -4.07% return.


BTPIX

1D
-0.28%
1M
-4.83%
YTD
-1.76%
6M
-0.49%
1Y
-1.03%
3Y*
1.13%
5Y*
1.35%
10Y*
3.26%

CDAZX

1D
-0.73%
1M
-5.39%
YTD
-4.07%
6M
3.53%
1Y
16.24%
3Y*
13.51%
5Y*
9.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTPIX vs. CDAZX - Expense Ratio Comparison

BTPIX has a 1.08% expense ratio, which is lower than CDAZX's 1.84% expense ratio.


Return for Risk

BTPIX vs. CDAZX — Risk / Return Rank

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

BTPIX
BTPIX Risk / Return Rank: 44
Overall Rank
BTPIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BTPIX Sortino Ratio Rank: 44
Sortino Ratio Rank
BTPIX Omega Ratio Rank: 44
Omega Ratio Rank
BTPIX Calmar Ratio Rank: 44
Calmar Ratio Rank
BTPIX Martin Ratio Rank: 44
Martin Ratio Rank

CDAZX
CDAZX Risk / Return Rank: 8686
Overall Rank
CDAZX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CDAZX Sortino Ratio Rank: 9090
Sortino Ratio Rank
CDAZX Omega Ratio Rank: 8282
Omega Ratio Rank
CDAZX Calmar Ratio Rank: 8585
Calmar Ratio Rank
CDAZX Martin Ratio Rank: 8787
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.

BTPIX vs. CDAZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Salient Tactical Plus Fund (BTPIX) and Multi-Manager Directional Alternative Strategies Fund (CDAZX). 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.


BTPIXCDAZXDifference

Sharpe ratio

Return per unit of total volatility

-0.09

1.75

-1.84

Sortino ratio

Return per unit of downside risk

-0.06

2.53

-2.59

Omega ratio

Gain probability vs. loss probability

0.99

1.33

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.23

2.11

-2.34

Martin ratio

Return relative to average drawdown

-0.60

9.23

-9.83

BTPIX vs. CDAZX - Sharpe Ratio Comparison

The current BTPIX Sharpe Ratio is -0.09, which is lower than the CDAZX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of BTPIX and CDAZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTPIXCDAZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.75

-1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

1.08

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.60

-0.17

Correlation

The correlation between BTPIX and CDAZX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BTPIX vs. CDAZX - Dividend Comparison

BTPIX's dividend yield for the trailing twelve months is around 2.86%, less than CDAZX's 24.26% yield.


TTM2025202420232022202120202019201820172016
BTPIX
Salient Tactical Plus Fund
2.86%2.81%3.80%4.93%7.72%0.00%6.10%6.16%3.08%0.00%4.14%
CDAZX
Multi-Manager Directional Alternative Strategies Fund
24.26%23.28%10.21%1.58%11.48%6.28%0.00%0.79%50.33%3.97%0.00%

Drawdowns

BTPIX vs. CDAZX - Drawdown Comparison

The maximum BTPIX drawdown since its inception was -13.30%, smaller than the maximum CDAZX drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for BTPIX and CDAZX.


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Drawdown Indicators


BTPIXCDAZXDifference

Max Drawdown

Largest peak-to-trough decline

-13.30%

-30.94%

+17.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-7.32%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-8.90%

-10.91%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-11.04%

Current Drawdown

Current decline from peak

-6.75%

-7.32%

+0.57%

Average Drawdown

Average peak-to-trough decline

-3.90%

-6.22%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

1.67%

+0.94%

Volatility

BTPIX vs. CDAZX - Volatility Comparison

The current volatility for Salient Tactical Plus Fund (BTPIX) is 2.33%, while Multi-Manager Directional Alternative Strategies Fund (CDAZX) has a volatility of 3.00%. This indicates that BTPIX experiences smaller price fluctuations and is considered to be less risky than CDAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTPIXCDAZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

3.00%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

6.97%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

8.79%

9.24%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

9.07%

-2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.62%

9.99%

-1.37%