CRTBX vs. SIOAX
Compare and contrast key facts about Conquer Risk Tactical Rotation Fund (CRTBX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX).
CRTBX is managed by Potomac Fund Management Inc.. It was launched on Jun 30, 2020. SIOAX is managed by BlackRock. It was launched on Apr 8, 2012.
Performance
CRTBX vs. SIOAX - Performance Comparison
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CRTBX vs. SIOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CRTBX Conquer Risk Tactical Rotation Fund | 3.34% | 9.90% | 10.21% | 0.35% | -0.25% | 8.96% | 16.25% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 0.64% | 10.08% | 7.25% | 11.09% | -13.13% | 4.50% | 10.43% |
Returns By Period
In the year-to-date period, CRTBX achieves a 3.34% return, which is significantly higher than SIOAX's 0.64% return.
CRTBX
- 1D
- 0.81%
- 1M
- 0.00%
- YTD
- 3.34%
- 6M
- 6.69%
- 1Y
- 17.52%
- 3Y*
- 7.79%
- 5Y*
- 4.82%
- 10Y*
- —
SIOAX
- 1D
- 0.29%
- 1M
- -1.34%
- YTD
- 0.64%
- 6M
- 2.46%
- 1Y
- 7.76%
- 3Y*
- 8.45%
- 5Y*
- 3.78%
- 10Y*
- 5.08%
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CRTBX vs. SIOAX - Expense Ratio Comparison
CRTBX has a 1.58% expense ratio, which is higher than SIOAX's 0.80% expense ratio.
Return for Risk
CRTBX vs. SIOAX — Risk / Return Rank
CRTBX
SIOAX
CRTBX vs. SIOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Conquer Risk Tactical Rotation Fund (CRTBX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX). 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.
| CRTBX | SIOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 2.32 | -0.56 |
Sortino ratioReturn per unit of downside risk | 2.97 | 3.10 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.54 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.28 | 2.43 | +0.85 |
Martin ratioReturn relative to average drawdown | 12.47 | 10.79 | +1.69 |
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
| CRTBX | SIOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.32 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.83 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.01 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 1.06 | -1.06 |
Correlation
The correlation between CRTBX and SIOAX is 0.43, 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
CRTBX vs. SIOAX - Dividend Comparison
CRTBX's dividend yield for the trailing twelve months is around 8.91%, more than SIOAX's 4.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRTBX Conquer Risk Tactical Rotation Fund | 8.91% | 9.21% | 5.04% | 1.03% | 0.13% | 19.33% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 4.90% | 5.37% | 6.08% | 6.49% | 6.11% | 3.87% | 3.05% | 4.43% | 3.29% | 4.31% | 4.27% | 6.30% |
Drawdowns
CRTBX vs. SIOAX - Drawdown Comparison
The maximum CRTBX drawdown since its inception was -98.35%, which is greater than SIOAX's maximum drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for CRTBX and SIOAX.
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Drawdown Indicators
| CRTBX | SIOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.35% | -22.10% | -76.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.35% | -2.61% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -98.35% | -17.57% | -80.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.10% | — |
Current DrawdownCurrent decline from peak | -98.00% | -1.96% | -96.04% |
Average DrawdownAverage peak-to-trough decline | -23.18% | -2.35% | -20.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 0.72% | +0.68% |
Volatility
CRTBX vs. SIOAX - Volatility Comparison
Conquer Risk Tactical Rotation Fund (CRTBX) has a higher volatility of 3.18% compared to SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) at 1.11%. This indicates that CRTBX's price experiences larger fluctuations and is considered to be riskier than SIOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRTBX | SIOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 1.11% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 6.81% | 1.87% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.99% | 3.36% | +6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2,492.22% | 4.55% | +2,487.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2,323.69% | 5.06% | +2,318.63% |