MAFIX vs. EBSIX

In the year-to-date period, MAFIX achieves a -8.65% return, which is significantly lower than EBSIX's 1.74% return.

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MAFIX has a 1.79% expense ratio, which is higher than EBSIX's 1.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) and Campbell Systematic Macro Fund Class I Shares (EBSIX). 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.

The current MAFIX Sharpe Ratio is -0.95, which is lower than the EBSIX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of MAFIX and EBSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MAFIX's dividend yield for the trailing twelve months is around 1.74%, more than EBSIX's 1.54% yield.

The maximum MAFIX drawdown since its inception was -21.52%, smaller than the maximum EBSIX drawdown of -30.10%. Use the drawdown chart below to compare losses from any high point for MAFIX and EBSIX. For additional features, visit the drawdowns tool.

The current volatility for Abbey Capital Multi Asset Fund Class I (MAFIX) is 2.09%, while Campbell Systematic Macro Fund Class I Shares (EBSIX) has a volatility of 2.28%. This indicates that MAFIX experiences smaller price fluctuations and is considered to be less risky than EBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.