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CRIHX vs. ASILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRIHX vs. ASILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRM Long/Short Opportunities Fund (CRIHX) and AB Select US Long/Short Portfolio (ASILX). The values are adjusted to include any dividend payments, if applicable.

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CRIHX vs. ASILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRIHX
CRM Long/Short Opportunities Fund
-1.18%-1.55%17.72%6.06%-4.24%5.91%20.44%12.95%-8.43%4.49%
ASILX
AB Select US Long/Short Portfolio
-2.41%9.77%18.46%11.06%-9.94%17.81%10.23%17.17%-1.61%12.61%

Returns By Period

In the year-to-date period, CRIHX achieves a -1.18% return, which is significantly higher than ASILX's -2.41% return.


CRIHX

1D
-1.03%
1M
-5.86%
YTD
-1.18%
6M
1.37%
1Y
7.73%
3Y*
6.17%
5Y*
3.88%
10Y*

ASILX

1D
-0.07%
1M
-2.68%
YTD
-2.41%
6M
-1.15%
1Y
7.77%
3Y*
11.88%
5Y*
7.29%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRIHX vs. ASILX - Expense Ratio Comparison

CRIHX has a 1.60% expense ratio, which is higher than ASILX's 1.55% expense ratio.


Return for Risk

CRIHX vs. ASILX — Risk / Return Rank

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

CRIHX
CRIHX Risk / Return Rank: 2222
Overall Rank
CRIHX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CRIHX Sortino Ratio Rank: 2222
Sortino Ratio Rank
CRIHX Omega Ratio Rank: 1818
Omega Ratio Rank
CRIHX Calmar Ratio Rank: 2424
Calmar Ratio Rank
CRIHX Martin Ratio Rank: 2121
Martin Ratio Rank

ASILX
ASILX Risk / Return Rank: 7373
Overall Rank
ASILX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ASILX Sortino Ratio Rank: 7070
Sortino Ratio Rank
ASILX Omega Ratio Rank: 6666
Omega Ratio Rank
ASILX Calmar Ratio Rank: 8282
Calmar Ratio Rank
ASILX Martin Ratio Rank: 7575
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.

CRIHX vs. ASILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CRM Long/Short Opportunities Fund (CRIHX) and AB Select US Long/Short Portfolio (ASILX). 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.


CRIHXASILXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.23

-0.66

Sortino ratio

Return per unit of downside risk

0.90

1.72

-0.83

Omega ratio

Gain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratio

Return relative to maximum drawdown

0.72

2.01

-1.28

Martin ratio

Return relative to average drawdown

2.27

7.16

-4.89

CRIHX vs. ASILX - Sharpe Ratio Comparison

The current CRIHX Sharpe Ratio is 0.57, which is lower than the ASILX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of CRIHX and ASILX, 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


CRIHXASILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.23

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.91

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.91

-0.46

Correlation

The correlation between CRIHX and ASILX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CRIHX vs. ASILX - Dividend Comparison

CRIHX has not paid dividends to shareholders, while ASILX's dividend yield for the trailing twelve months is around 13.48%.


TTM20252024202320222021202020192018201720162015
CRIHX
CRM Long/Short Opportunities Fund
0.00%0.00%8.11%2.32%1.55%0.75%8.83%0.03%1.75%0.24%0.00%0.00%
ASILX
AB Select US Long/Short Portfolio
13.48%13.15%7.18%1.41%6.51%11.92%4.28%3.54%8.71%5.03%0.00%3.35%

Drawdowns

CRIHX vs. ASILX - Drawdown Comparison

The maximum CRIHX drawdown since its inception was -21.33%, which is greater than ASILX's maximum drawdown of -18.36%. Use the drawdown chart below to compare losses from any high point for CRIHX and ASILX.


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Drawdown Indicators


CRIHXASILXDifference

Max Drawdown

Largest peak-to-trough decline

-21.33%

-18.36%

-2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-3.62%

-5.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.87%

-12.30%

-3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-18.36%

Current Drawdown

Current decline from peak

-8.27%

-3.61%

-4.66%

Average Drawdown

Average peak-to-trough decline

-4.15%

-2.49%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

1.01%

+1.88%

Volatility

CRIHX vs. ASILX - Volatility Comparison

CRM Long/Short Opportunities Fund (CRIHX) has a higher volatility of 4.68% compared to AB Select US Long/Short Portfolio (ASILX) at 1.16%. This indicates that CRIHX's price experiences larger fluctuations and is considered to be riskier than ASILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRIHXASILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

1.16%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

4.00%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.02%

6.59%

+6.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.10%

8.04%

+3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.01%

9.30%

+1.71%