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

Performance

RSBT vs. MAFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Bonds & Managed Futures ETF (RSBT) and Abbey Capital Multi Asset Fund Class I (MAFIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-8.36%
-3.26%
RSBT
MAFIX

Returns By Period

In the year-to-date period, RSBT achieves a -3.36% return, which is significantly lower than MAFIX's 8.66% return.


RSBT

YTD

-3.36%

1M

-3.08%

6M

-9.25%

1Y

-0.33%

5Y (annualized)

N/A

10Y (annualized)

N/A

MAFIX

YTD

8.66%

1M

1.42%

6M

-3.26%

1Y

10.62%

5Y (annualized)

11.63%

10Y (annualized)

N/A

Key characteristics


RSBTMAFIX
Sharpe Ratio-0.080.83
Sortino Ratio-0.011.17
Omega Ratio1.001.16
Calmar Ratio-0.060.86
Martin Ratio-0.202.34
Ulcer Index5.46%4.79%
Daily Std Dev13.86%13.47%
Max Drawdown-18.78%-13.28%
Current Drawdown-17.57%-5.73%

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RSBT vs. MAFIX - Expense Ratio Comparison

RSBT has a 0.97% expense ratio, which is lower than MAFIX's 1.79% 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 RSBT: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Correlation

-0.50.00.51.00.7

The correlation between RSBT and MAFIX is 0.69, 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

RSBT vs. MAFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) 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.


Sharpe ratio
The chart of Sharpe ratio for RSBT, currently valued at -0.02, compared to the broader market0.002.004.00-0.020.83
The chart of Sortino ratio for RSBT, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.0010.0012.000.061.17
The chart of Omega ratio for RSBT, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.16
The chart of Calmar ratio for RSBT, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.020.86
The chart of Martin ratio for RSBT, currently valued at -0.06, compared to the broader market0.0020.0040.0060.0080.00100.00-0.062.34
RSBT
MAFIX

The current RSBT Sharpe Ratio is -0.08, which is lower than the MAFIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of RSBT and MAFIX, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.02
0.83
RSBT
MAFIX

Dividends

RSBT vs. MAFIX - Dividend Comparison

RSBT's dividend yield for the trailing twelve months is around 2.46%, more than MAFIX's 0.91% yield.


TTM202320222021202020192018
RSBT
Return Stacked Bonds & Managed Futures ETF
2.46%2.38%0.00%0.00%0.00%0.00%0.00%
MAFIX
Abbey Capital Multi Asset Fund Class I
0.91%0.99%3.84%3.04%1.64%10.10%9.36%

Drawdowns

RSBT vs. MAFIX - Drawdown Comparison

The maximum RSBT drawdown since its inception was -18.78%, which is greater than MAFIX's maximum drawdown of -13.28%. Use the drawdown chart below to compare losses from any high point for RSBT and MAFIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.57%
-5.73%
RSBT
MAFIX

Volatility

RSBT vs. MAFIX - Volatility Comparison

The current volatility for Return Stacked Bonds & Managed Futures ETF (RSBT) is 3.76%, while Abbey Capital Multi Asset Fund Class I (MAFIX) has a volatility of 4.01%. This indicates that RSBT experiences smaller price fluctuations and is considered to be less risky than MAFIX 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%JuneJulyAugustSeptemberOctoberNovember
3.76%
4.01%
RSBT
MAFIX