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CSQIX vs. GAAVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSQIX vs. GAAVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manteio Multialternative Strategy Fund I (CSQIX) and GMO Alternative Allocation Fund (GAAVX). The values are adjusted to include any dividend payments, if applicable.

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CSQIX vs. GAAVX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CSQIX
Manteio Multialternative Strategy Fund I
0.99%0.90%0.87%1.95%5.82%10.23%6.39%-0.52%
GAAVX
GMO Alternative Allocation Fund
3.33%15.19%-5.70%6.07%3.63%-5.12%-0.28%3.49%

Returns By Period

In the year-to-date period, CSQIX achieves a 0.99% return, which is significantly lower than GAAVX's 3.33% return.


CSQIX

1D
-0.37%
1M
-4.78%
YTD
0.99%
6M
1.77%
1Y
-1.26%
3Y*
2.70%
5Y*
3.14%
10Y*
3.28%

GAAVX

1D
0.53%
1M
-0.68%
YTD
3.33%
6M
10.93%
1Y
13.22%
3Y*
5.94%
5Y*
3.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSQIX vs. GAAVX - Expense Ratio Comparison

CSQIX has a 0.90% expense ratio, which is higher than GAAVX's 0.61% expense ratio.


Return for Risk

CSQIX vs. GAAVX — Risk / Return Rank

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

CSQIX
CSQIX Risk / Return Rank: 44
Overall Rank
CSQIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CSQIX Sortino Ratio Rank: 33
Sortino Ratio Rank
CSQIX Omega Ratio Rank: 44
Omega Ratio Rank
CSQIX Calmar Ratio Rank: 44
Calmar Ratio Rank
CSQIX Martin Ratio Rank: 55
Martin Ratio Rank

GAAVX
GAAVX Risk / Return Rank: 9292
Overall Rank
GAAVX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GAAVX Sortino Ratio Rank: 9595
Sortino Ratio Rank
GAAVX Omega Ratio Rank: 9090
Omega Ratio Rank
GAAVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GAAVX Martin Ratio Rank: 8585
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.

CSQIX vs. GAAVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manteio Multialternative Strategy Fund I (CSQIX) and GMO Alternative Allocation Fund (GAAVX). 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.


CSQIXGAAVXDifference

Sharpe ratio

Return per unit of total volatility

-0.12

2.05

-2.17

Sortino ratio

Return per unit of downside risk

-0.11

3.22

-3.33

Omega ratio

Gain probability vs. loss probability

0.99

1.39

-0.41

Calmar ratio

Return relative to maximum drawdown

-0.20

3.65

-3.86

Martin ratio

Return relative to average drawdown

-0.33

8.73

-9.06

CSQIX vs. GAAVX - Sharpe Ratio Comparison

The current CSQIX Sharpe Ratio is -0.12, which is lower than the GAAVX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of CSQIX and GAAVX, 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


CSQIXGAAVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

2.05

-2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.63

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.48

-0.45

Correlation

The correlation between CSQIX and GAAVX is 0.15, 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

CSQIX vs. GAAVX - Dividend Comparison

CSQIX's dividend yield for the trailing twelve months is around 1.26%, less than GAAVX's 8.49% yield.


TTM20252024202320222021202020192018201720162015
CSQIX
Manteio Multialternative Strategy Fund I
1.26%1.28%13.42%2.95%2.80%9.19%13.34%4.97%1.84%4.76%2.11%0.24%
GAAVX
GMO Alternative Allocation Fund
8.49%8.78%0.00%5.18%0.91%4.10%2.41%2.61%0.00%0.00%0.00%0.00%

Drawdowns

CSQIX vs. GAAVX - Drawdown Comparison

The maximum CSQIX drawdown since its inception was -80.60%, which is greater than GAAVX's maximum drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for CSQIX and GAAVX.


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Drawdown Indicators


CSQIXGAAVXDifference

Max Drawdown

Largest peak-to-trough decline

-80.60%

-9.59%

-71.01%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-3.19%

-1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-13.33%

-9.59%

-3.74%

Max Drawdown (10Y)

Largest decline over 10 years

-80.60%

Current Drawdown

Current decline from peak

-73.55%

-1.20%

-72.35%

Average Drawdown

Average peak-to-trough decline

-47.66%

-3.11%

-44.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

1.54%

+1.57%

Volatility

CSQIX vs. GAAVX - Volatility Comparison

Manteio Multialternative Strategy Fund I (CSQIX) has a higher volatility of 3.06% compared to GMO Alternative Allocation Fund (GAAVX) at 1.87%. This indicates that CSQIX's price experiences larger fluctuations and is considered to be riskier than GAAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSQIXGAAVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

1.87%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

5.81%

4.83%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.74%

6.83%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.36%

5.82%

+4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

130.39%

5.87%

+124.52%