EBSIX vs. MAFIX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and Abbey Capital Multi Asset Fund Class I (MAFIX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EBSIX or MAFIX.
Performance
EBSIX vs. MAFIX - Performance Comparison
Returns By Period
In the year-to-date period, EBSIX achieves a 6.33% return, which is significantly lower than MAFIX's 9.55% return.
EBSIX
6.33%
-1.03%
0.74%
2.79%
8.50%
4.22%
MAFIX
9.55%
3.20%
-2.85%
11.53%
11.80%
N/A
Key characteristics
| EBSIX | MAFIX | |
|---|---|---|
| Sharpe Ratio | 0.35 | 0.85 |
| Sortino Ratio | 0.53 | 1.20 |
| Omega Ratio | 1.07 | 1.16 |
| Calmar Ratio | 0.32 | 0.88 |
| Martin Ratio | 1.55 | 2.40 |
| Ulcer Index | 2.24% | 4.80% |
| Daily Std Dev | 9.80% | 13.48% |
| Max Drawdown | -30.10% | -13.28% |
| Current Drawdown | -4.78% | -4.96% |
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EBSIX vs. MAFIX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is lower than MAFIX's 1.79% expense ratio.
Correlation
The correlation between EBSIX and MAFIX is 0.46, 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.
Risk-Adjusted Performance
EBSIX vs. MAFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) and Abbey Capital Multi Asset Fund Class I (MAFIX). 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.
Dividends
EBSIX vs. MAFIX - Dividend Comparison
EBSIX has not paid dividends to shareholders, while MAFIX's dividend yield for the trailing twelve months is around 0.90%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 0.00% | 1.81% | 2.34% | 6.61% | 0.00% | 10.31% | 14.06% | 0.00% | 0.00% | 2.09% | 6.01% |
MAFIX Abbey Capital Multi Asset Fund Class I | 0.90% | 0.99% | 3.84% | 3.04% | 1.64% | 10.10% | 9.36% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EBSIX vs. MAFIX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -30.10%, which is greater than MAFIX's maximum drawdown of -13.28%. Use the drawdown chart below to compare losses from any high point for EBSIX and MAFIX. For additional features, visit the drawdowns tool.
Volatility
EBSIX vs. MAFIX - Volatility Comparison
Campbell Systematic Macro Fund Class I Shares (EBSIX) and Abbey Capital Multi Asset Fund Class I (MAFIX) have volatilities of 4.20% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.