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KAMIX vs. ATESX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

KAMIX vs. ATESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kensington Managed Income Fund (KAMIX) and Anchor Risk Managed Equity Strategies Fund (ATESX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.14%
-0.34%
KAMIX
ATESX

Returns By Period

In the year-to-date period, KAMIX achieves a 4.34% return, which is significantly lower than ATESX's 6.48% return.


KAMIX

YTD

4.34%

1M

0.71%

6M

4.14%

1Y

7.86%

5Y (annualized)

2.36%

10Y (annualized)

N/A

ATESX

YTD

6.48%

1M

0.49%

6M

-0.34%

1Y

10.87%

5Y (annualized)

3.35%

10Y (annualized)

N/A

Key characteristics


KAMIXATESX
Sharpe Ratio2.331.02
Sortino Ratio3.561.42
Omega Ratio1.491.21
Calmar Ratio0.870.75
Martin Ratio9.492.51
Ulcer Index0.83%4.33%
Daily Std Dev3.37%10.70%
Max Drawdown-10.92%-18.77%
Current Drawdown-1.89%-7.06%

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KAMIX vs. ATESX - Expense Ratio Comparison

KAMIX has a 1.36% expense ratio, which is lower than ATESX's 2.10% expense ratio.


ATESX
Anchor Risk Managed Equity Strategies Fund
Expense ratio chart for ATESX: current value at 2.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.10%
Expense ratio chart for KAMIX: current value at 1.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.36%

Correlation

-0.50.00.51.00.3

The correlation between KAMIX and ATESX is 0.30, 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.

Risk-Adjusted Performance

KAMIX vs. ATESX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kensington Managed Income Fund (KAMIX) and Anchor Risk Managed Equity Strategies Fund (ATESX). 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.


Sharpe ratio
The chart of Sharpe ratio for KAMIX, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.005.002.331.02
The chart of Sortino ratio for KAMIX, currently valued at 3.56, compared to the broader market0.005.0010.003.561.42
The chart of Omega ratio for KAMIX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.21
The chart of Calmar ratio for KAMIX, currently valued at 0.87, compared to the broader market0.005.0010.0015.0020.0025.000.870.75
The chart of Martin ratio for KAMIX, currently valued at 9.49, compared to the broader market0.0020.0040.0060.0080.00100.009.492.51
KAMIX
ATESX

The current KAMIX Sharpe Ratio is 2.33, which is higher than the ATESX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of KAMIX and ATESX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.33
1.02
KAMIX
ATESX

Dividends

KAMIX vs. ATESX - Dividend Comparison

KAMIX's dividend yield for the trailing twelve months is around 4.81%, more than ATESX's 0.75% yield.


TTM20232022202120202019
KAMIX
Kensington Managed Income Fund
4.81%4.15%0.75%2.51%2.01%1.07%
ATESX
Anchor Risk Managed Equity Strategies Fund
0.75%1.30%0.00%0.00%0.00%0.00%

Drawdowns

KAMIX vs. ATESX - Drawdown Comparison

The maximum KAMIX drawdown since its inception was -10.92%, smaller than the maximum ATESX drawdown of -18.77%. Use the drawdown chart below to compare losses from any high point for KAMIX and ATESX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.89%
-7.06%
KAMIX
ATESX

Volatility

KAMIX vs. ATESX - Volatility Comparison

The current volatility for Kensington Managed Income Fund (KAMIX) is 0.76%, while Anchor Risk Managed Equity Strategies Fund (ATESX) has a volatility of 3.26%. This indicates that KAMIX experiences smaller price fluctuations and is considered to be less risky than ATESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctoberNovember
0.76%
3.26%
KAMIX
ATESX