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SPEDX vs. CDAZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPEDX vs. CDAZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Dynamic Opportunities Fund (SPEDX) and Multi-Manager Directional Alternative Strategies Fund (CDAZX). The values are adjusted to include any dividend payments, if applicable.

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SPEDX vs. CDAZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPEDX
Alger Dynamic Opportunities Fund
-6.41%6.22%23.03%4.24%-13.90%3.96%47.30%12.79%-2.32%7.41%
CDAZX
Multi-Manager Directional Alternative Strategies Fund
-2.66%19.20%19.75%3.90%1.31%20.14%-6.39%8.17%-12.03%10.32%

Returns By Period

In the year-to-date period, SPEDX achieves a -6.41% return, which is significantly lower than CDAZX's -2.66% return.


SPEDX

1D
0.88%
1M
-1.33%
YTD
-6.41%
6M
-7.69%
1Y
4.68%
3Y*
8.59%
5Y*
1.72%
10Y*
7.60%

CDAZX

1D
1.46%
1M
-3.88%
YTD
-2.66%
6M
4.28%
1Y
18.27%
3Y*
14.06%
5Y*
9.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPEDX vs. CDAZX - Expense Ratio Comparison

SPEDX has a 0.91% expense ratio, which is lower than CDAZX's 1.84% expense ratio.


Return for Risk

SPEDX vs. CDAZX — Risk / Return Rank

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

SPEDX
SPEDX Risk / Return Rank: 1313
Overall Rank
SPEDX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPEDX Sortino Ratio Rank: 1313
Sortino Ratio Rank
SPEDX Omega Ratio Rank: 1111
Omega Ratio Rank
SPEDX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPEDX Martin Ratio Rank: 1313
Martin Ratio Rank

CDAZX
CDAZX Risk / Return Rank: 8989
Overall Rank
CDAZX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CDAZX Sortino Ratio Rank: 9292
Sortino Ratio Rank
CDAZX Omega Ratio Rank: 8585
Omega Ratio Rank
CDAZX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CDAZX Martin Ratio Rank: 8989
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.

SPEDX vs. CDAZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Dynamic Opportunities Fund (SPEDX) and Multi-Manager Directional Alternative Strategies Fund (CDAZX). 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.


SPEDXCDAZXDifference

Sharpe ratio

Return per unit of total volatility

0.48

1.93

-1.45

Sortino ratio

Return per unit of downside risk

0.72

2.80

-2.08

Omega ratio

Gain probability vs. loss probability

1.09

1.36

-0.28

Calmar ratio

Return relative to maximum drawdown

0.54

2.43

-1.89

Martin ratio

Return relative to average drawdown

1.64

10.37

-8.72

SPEDX vs. CDAZX - Sharpe Ratio Comparison

The current SPEDX Sharpe Ratio is 0.48, which is lower than the CDAZX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SPEDX and CDAZX, 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


SPEDXCDAZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.93

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

1.10

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.61

-0.13

Correlation

The correlation between SPEDX and CDAZX is 0.55, 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

SPEDX vs. CDAZX - Dividend Comparison

SPEDX's dividend yield for the trailing twelve months is around 0.10%, less than CDAZX's 23.91% yield.


TTM2025202420232022202120202019201820172016
SPEDX
Alger Dynamic Opportunities Fund
0.10%0.09%0.00%0.00%0.00%5.69%4.94%3.75%1.92%0.00%0.32%
CDAZX
Multi-Manager Directional Alternative Strategies Fund
23.91%23.28%10.21%1.58%11.48%6.28%0.00%0.79%50.33%3.97%0.00%

Drawdowns

SPEDX vs. CDAZX - Drawdown Comparison

The maximum SPEDX drawdown since its inception was -29.02%, smaller than the maximum CDAZX drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for SPEDX and CDAZX.


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Drawdown Indicators


SPEDXCDAZXDifference

Max Drawdown

Largest peak-to-trough decline

-29.02%

-30.94%

+1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-7.32%

-1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-10.91%

-18.11%

Max Drawdown (10Y)

Largest decline over 10 years

-29.02%

Current Drawdown

Current decline from peak

-8.39%

-5.96%

-2.43%

Average Drawdown

Average peak-to-trough decline

-7.00%

-6.22%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

1.72%

+1.32%

Volatility

SPEDX vs. CDAZX - Volatility Comparison

The current volatility for Alger Dynamic Opportunities Fund (SPEDX) is 2.82%, while Multi-Manager Directional Alternative Strategies Fund (CDAZX) has a volatility of 3.46%. This indicates that SPEDX experiences smaller price fluctuations and is considered to be less risky than CDAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEDXCDAZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

3.46%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

7.10%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

10.44%

9.33%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.00%

9.09%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.78%

10.00%

+2.78%