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CPITX vs. TUIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPITX vs. TUIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Counterpoint Tactical Income Fund (CPITX) and Toews Unconstrained Income Fund (TUIFX). The values are adjusted to include any dividend payments, if applicable.

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CPITX vs. TUIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPITX
Counterpoint Tactical Income Fund
-1.32%4.58%6.76%9.81%-2.40%2.53%8.47%9.85%-2.80%4.93%
TUIFX
Toews Unconstrained Income Fund
0.31%3.55%4.53%3.08%-4.36%-0.20%2.58%6.97%-2.82%2.10%

Returns By Period

In the year-to-date period, CPITX achieves a -1.32% return, which is significantly lower than TUIFX's 0.31% return. Over the past 10 years, CPITX has outperformed TUIFX with an annualized return of 5.00%, while TUIFX has yielded a comparatively lower 2.03% annualized return.


CPITX

1D
0.09%
1M
-1.49%
YTD
-1.32%
6M
-0.37%
1Y
2.92%
3Y*
5.75%
5Y*
3.74%
10Y*
5.00%

TUIFX

1D
0.11%
1M
-0.34%
YTD
0.31%
6M
0.30%
1Y
3.55%
3Y*
3.65%
5Y*
1.49%
10Y*
2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPITX vs. TUIFX - Expense Ratio Comparison

CPITX has a 1.46% expense ratio, which is higher than TUIFX's 1.25% expense ratio.


Return for Risk

CPITX vs. TUIFX — Risk / Return Rank

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

CPITX
CPITX Risk / Return Rank: 3838
Overall Rank
CPITX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CPITX Sortino Ratio Rank: 4040
Sortino Ratio Rank
CPITX Omega Ratio Rank: 4242
Omega Ratio Rank
CPITX Calmar Ratio Rank: 3434
Calmar Ratio Rank
CPITX Martin Ratio Rank: 2828
Martin Ratio Rank

TUIFX
TUIFX Risk / Return Rank: 8787
Overall Rank
TUIFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TUIFX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TUIFX Omega Ratio Rank: 8282
Omega Ratio Rank
TUIFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TUIFX Martin Ratio Rank: 8686
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.

CPITX vs. TUIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Income Fund (CPITX) and Toews Unconstrained Income Fund (TUIFX). 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.


CPITXTUIFXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.69

-0.71

Sortino ratio

Return per unit of downside risk

1.34

2.55

-1.22

Omega ratio

Gain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratio

Return relative to maximum drawdown

1.03

4.22

-3.19

Martin ratio

Return relative to average drawdown

3.34

9.99

-6.65

CPITX vs. TUIFX - Sharpe Ratio Comparison

The current CPITX Sharpe Ratio is 0.98, which is lower than the TUIFX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of CPITX and TUIFX, 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


CPITXTUIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.69

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

0.57

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.67

0.75

+0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

1.65

0.77

+0.89

Correlation

The correlation between CPITX and TUIFX is 0.51, 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

CPITX vs. TUIFX - Dividend Comparison

CPITX's dividend yield for the trailing twelve months is around 5.04%, more than TUIFX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
CPITX
Counterpoint Tactical Income Fund
5.04%5.18%5.92%5.80%2.62%3.93%2.25%3.68%3.52%4.60%4.60%1.39%
TUIFX
Toews Unconstrained Income Fund
4.18%4.17%4.68%4.09%1.05%2.13%1.33%2.44%2.05%4.34%2.29%1.19%

Drawdowns

CPITX vs. TUIFX - Drawdown Comparison

The maximum CPITX drawdown since its inception was -4.59%, smaller than the maximum TUIFX drawdown of -7.37%. Use the drawdown chart below to compare losses from any high point for CPITX and TUIFX.


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Drawdown Indicators


CPITXTUIFXDifference

Max Drawdown

Largest peak-to-trough decline

-4.59%

-7.37%

+2.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-0.87%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-4.59%

-7.37%

+2.78%

Max Drawdown (10Y)

Largest decline over 10 years

-4.59%

-7.37%

+2.78%

Current Drawdown

Current decline from peak

-1.87%

-0.56%

-1.31%

Average Drawdown

Average peak-to-trough decline

-0.95%

-2.10%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.37%

+0.53%

Volatility

CPITX vs. TUIFX - Volatility Comparison

Counterpoint Tactical Income Fund (CPITX) has a higher volatility of 1.18% compared to Toews Unconstrained Income Fund (TUIFX) at 0.48%. This indicates that CPITX's price experiences larger fluctuations and is considered to be riskier than TUIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPITXTUIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

0.48%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

1.25%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.17%

2.17%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.76%

2.62%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.01%

2.70%

+0.31%