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ICSIX vs. CRDBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICSIX vs. CRDBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynamic U.S. Opportunity Fund (ICSIX) and Conquer Risk Defensive Bull Fund (CRDBX). The values are adjusted to include any dividend payments, if applicable.

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ICSIX vs. CRDBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ICSIX
Dynamic U.S. Opportunity Fund
-4.38%16.41%8.16%16.05%-7.52%16.14%13.79%
CRDBX
Conquer Risk Defensive Bull Fund
-2.90%25.36%19.91%18.44%-8.22%28.08%24.03%

Returns By Period

In the year-to-date period, ICSIX achieves a -4.38% return, which is significantly lower than CRDBX's -2.90% return.


ICSIX

1D
-0.37%
1M
-6.73%
YTD
-4.38%
6M
-2.81%
1Y
11.78%
3Y*
10.12%
5Y*
7.66%
10Y*
9.94%

CRDBX

1D
0.00%
1M
-0.07%
YTD
-2.90%
6M
3.92%
1Y
30.41%
3Y*
13.23%
5Y*
11.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICSIX vs. CRDBX - Expense Ratio Comparison

Both ICSIX and CRDBX have an expense ratio of 1.24%.


Return for Risk

ICSIX vs. CRDBX — Risk / Return Rank

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

ICSIX
ICSIX Risk / Return Rank: 4646
Overall Rank
ICSIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ICSIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
ICSIX Omega Ratio Rank: 4040
Omega Ratio Rank
ICSIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
ICSIX Martin Ratio Rank: 5454
Martin Ratio Rank

CRDBX
CRDBX Risk / Return Rank: 9292
Overall Rank
CRDBX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CRDBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CRDBX Omega Ratio Rank: 9595
Omega Ratio Rank
CRDBX Calmar Ratio Rank: 9797
Calmar Ratio Rank
CRDBX Martin Ratio Rank: 9595
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.

ICSIX vs. CRDBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic U.S. Opportunity Fund (ICSIX) and Conquer Risk Defensive Bull Fund (CRDBX). 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.


ICSIXCRDBXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.50

-0.61

Sortino ratio

Return per unit of downside risk

1.29

2.79

-1.50

Omega ratio

Gain probability vs. loss probability

1.18

1.52

-0.33

Calmar ratio

Return relative to maximum drawdown

1.22

4.28

-3.06

Martin ratio

Return relative to average drawdown

5.26

13.76

-8.50

ICSIX vs. CRDBX - Sharpe Ratio Comparison

The current ICSIX Sharpe Ratio is 0.89, which is lower than the CRDBX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of ICSIX and CRDBX, 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


ICSIXCRDBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.50

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.01

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.01

+0.58

Correlation

The correlation between ICSIX and CRDBX is 0.63, 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

ICSIX vs. CRDBX - Dividend Comparison

ICSIX's dividend yield for the trailing twelve months is around 20.01%, more than CRDBX's 15.82% yield.


TTM20252024202320222021202020192018201720162015
ICSIX
Dynamic U.S. Opportunity Fund
20.01%19.13%19.10%0.97%2.55%5.47%5.78%0.49%12.55%2.50%4.76%2.22%
CRDBX
Conquer Risk Defensive Bull Fund
15.82%15.36%12.58%9.91%0.18%25.05%1.65%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ICSIX vs. CRDBX - Drawdown Comparison

The maximum ICSIX drawdown since its inception was -25.63%, smaller than the maximum CRDBX drawdown of -97.00%. Use the drawdown chart below to compare losses from any high point for ICSIX and CRDBX.


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Drawdown Indicators


ICSIXCRDBXDifference

Max Drawdown

Largest peak-to-trough decline

-25.63%

-97.00%

+71.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-7.13%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-97.00%

+72.10%

Max Drawdown (10Y)

Largest decline over 10 years

-25.63%

Current Drawdown

Current decline from peak

-8.16%

-95.91%

+87.75%

Average Drawdown

Average peak-to-trough decline

-3.25%

-25.62%

+22.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.22%

-0.09%

Volatility

ICSIX vs. CRDBX - Volatility Comparison

Dynamic U.S. Opportunity Fund (ICSIX) has a higher volatility of 3.39% compared to Conquer Risk Defensive Bull Fund (CRDBX) at 2.03%. This indicates that ICSIX's price experiences larger fluctuations and is considered to be riskier than CRDBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICSIXCRDBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

2.03%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

9.57%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.11%

20.50%

-6.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

1,635.86%

-1,619.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

1,526.35%

-1,510.73%