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MAFIX vs. REMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAFIX and REMIX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

MAFIX vs. REMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abbey Capital Multi Asset Fund Class I (MAFIX) and Standpoint Multi-Asset Fund Investor Class (REMIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.41%
-4.97%
MAFIX
REMIX

Key characteristics

Sharpe Ratio

MAFIX:

0.50

REMIX:

0.72

Sortino Ratio

MAFIX:

0.72

REMIX:

0.96

Omega Ratio

MAFIX:

1.10

REMIX:

1.14

Calmar Ratio

MAFIX:

0.51

REMIX:

0.91

Martin Ratio

MAFIX:

1.27

REMIX:

2.71

Ulcer Index

MAFIX:

5.21%

REMIX:

3.35%

Daily Std Dev

MAFIX:

13.16%

REMIX:

12.60%

Max Drawdown

MAFIX:

-13.28%

REMIX:

-10.01%

Current Drawdown

MAFIX:

-7.67%

REMIX:

-8.50%

Returns By Period

In the year-to-date period, MAFIX achieves a 6.43% return, which is significantly lower than REMIX's 9.16% return.


MAFIX

YTD

6.43%

1M

-2.85%

6M

-3.87%

1Y

6.62%

5Y*

10.64%

10Y*

N/A

REMIX

YTD

9.16%

1M

-4.40%

6M

-4.97%

1Y

9.08%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAFIX vs. REMIX - Expense Ratio Comparison

MAFIX has a 1.79% expense ratio, which is higher than REMIX's 1.55% expense ratio.


MAFIX
Abbey Capital Multi Asset Fund Class I
Expense ratio chart for MAFIX: current value at 1.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.79%
Expense ratio chart for REMIX: current value at 1.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.55%

Risk-Adjusted Performance

MAFIX vs. REMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) and Standpoint Multi-Asset Fund Investor Class (REMIX). 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 MAFIX, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.000.500.72
The chart of Sortino ratio for MAFIX, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.000.720.96
The chart of Omega ratio for MAFIX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.14
The chart of Calmar ratio for MAFIX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.0014.000.510.91
The chart of Martin ratio for MAFIX, currently valued at 1.27, compared to the broader market0.0020.0040.0060.001.272.71
MAFIX
REMIX

The current MAFIX Sharpe Ratio is 0.50, which is lower than the REMIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MAFIX and REMIX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.50
0.72
MAFIX
REMIX

Dividends

MAFIX vs. REMIX - Dividend Comparison

Neither MAFIX nor REMIX has paid dividends to shareholders.


TTM202320222021202020192018
MAFIX
Abbey Capital Multi Asset Fund Class I
0.00%0.99%3.84%3.04%1.64%10.10%9.36%
REMIX
Standpoint Multi-Asset Fund Investor Class
0.00%0.62%0.34%4.63%1.09%0.00%0.00%

Drawdowns

MAFIX vs. REMIX - Drawdown Comparison

The maximum MAFIX drawdown since its inception was -13.28%, which is greater than REMIX's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for MAFIX and REMIX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.67%
-8.50%
MAFIX
REMIX

Volatility

MAFIX vs. REMIX - Volatility Comparison

The current volatility for Abbey Capital Multi Asset Fund Class I (MAFIX) is 5.56%, while Standpoint Multi-Asset Fund Investor Class (REMIX) has a volatility of 6.61%. This indicates that MAFIX experiences smaller price fluctuations and is considered to be less risky than REMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.56%
6.61%
MAFIX
REMIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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