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CGFIX vs. REMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGFIX vs. REMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global Absolute Return Strategies Fund (CGFIX) and Standpoint Multi-Asset Fund Investor Class (REMIX). The values are adjusted to include any dividend payments, if applicable.

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CGFIX vs. REMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CGFIX
abrdn Global Absolute Return Strategies Fund
-0.35%5.79%4.85%-2.54%-9.99%1.39%5.95%
REMIX
Standpoint Multi-Asset Fund Investor Class
6.45%3.85%12.92%5.53%3.44%19.81%16.06%

Returns By Period

In the year-to-date period, CGFIX achieves a -0.35% return, which is significantly lower than REMIX's 6.45% return.


CGFIX

1D
0.36%
1M
-2.43%
YTD
-0.35%
6M
0.47%
1Y
4.99%
3Y*
3.59%
5Y*
-0.04%
10Y*
1.91%

REMIX

1D
-0.06%
1M
-0.19%
YTD
6.45%
6M
10.47%
1Y
15.91%
3Y*
9.01%
5Y*
8.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGFIX vs. REMIX - Expense Ratio Comparison

CGFIX has a 0.78% expense ratio, which is lower than REMIX's 1.55% expense ratio.


Return for Risk

CGFIX vs. REMIX — Risk / Return Rank

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

CGFIX
CGFIX Risk / Return Rank: 7979
Overall Rank
CGFIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CGFIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
CGFIX Omega Ratio Rank: 7575
Omega Ratio Rank
CGFIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
CGFIX Martin Ratio Rank: 8181
Martin Ratio Rank

REMIX
REMIX Risk / Return Rank: 6262
Overall Rank
REMIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
REMIX Sortino Ratio Rank: 6161
Sortino Ratio Rank
REMIX Omega Ratio Rank: 5757
Omega Ratio Rank
REMIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
REMIX Martin Ratio Rank: 5151
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.

CGFIX vs. REMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Absolute Return Strategies Fund (CGFIX) and Standpoint Multi-Asset Fund Investor Class (REMIX). 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.


CGFIXREMIXDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.18

+0.30

Sortino ratio

Return per unit of downside risk

2.04

1.56

+0.48

Omega ratio

Gain probability vs. loss probability

1.29

1.22

+0.07

Calmar ratio

Return relative to maximum drawdown

1.93

1.64

+0.29

Martin ratio

Return relative to average drawdown

8.06

4.93

+3.12

CGFIX vs. REMIX - Sharpe Ratio Comparison

The current CGFIX Sharpe Ratio is 1.48, which is comparable to the REMIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of CGFIX and REMIX, 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


CGFIXREMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.18

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.74

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.92

-0.03

Correlation

The correlation between CGFIX and REMIX is 0.11, 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

CGFIX vs. REMIX - Dividend Comparison

CGFIX's dividend yield for the trailing twelve months is around 6.14%, more than REMIX's 0.44% yield.


TTM20252024202320222021202020192018201720162015
CGFIX
abrdn Global Absolute Return Strategies Fund
6.14%5.51%6.43%2.08%0.00%7.49%0.23%3.29%6.05%0.33%1.12%0.35%
REMIX
Standpoint Multi-Asset Fund Investor Class
0.44%0.47%5.52%3.46%2.48%6.04%1.09%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CGFIX vs. REMIX - Drawdown Comparison

The maximum CGFIX drawdown since its inception was -20.28%, which is greater than REMIX's maximum drawdown of -17.89%. Use the drawdown chart below to compare losses from any high point for CGFIX and REMIX.


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Drawdown Indicators


CGFIXREMIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.28%

-17.89%

-2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-9.24%

+6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

-17.89%

-2.39%

Max Drawdown (10Y)

Largest decline over 10 years

-20.28%

Current Drawdown

Current decline from peak

-3.32%

-2.43%

-0.89%

Average Drawdown

Average peak-to-trough decline

-3.20%

-3.37%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

3.07%

-2.40%

Volatility

CGFIX vs. REMIX - Volatility Comparison

The current volatility for abrdn Global Absolute Return Strategies Fund (CGFIX) is 1.50%, while Standpoint Multi-Asset Fund Investor Class (REMIX) has a volatility of 3.82%. This indicates that CGFIX experiences smaller price fluctuations and is considered to be less risky than REMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGFIXREMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

3.82%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.12%

9.87%

-7.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

13.69%

-10.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.76%

11.55%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

11.76%

-7.02%