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STRGX vs. EOS-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between STRGX and EOS-USD is 0.17, 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.


-0.50.00.51.00.2

Performance

STRGX vs. EOS-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Stratton Mid Cap Value Fund (STRGX) and EOS (EOS-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-8.20%
46.56%
STRGX
EOS-USD

Key characteristics

Sharpe Ratio

STRGX:

-0.11

EOS-USD:

-0.16

Sortino Ratio

STRGX:

-0.02

EOS-USD:

0.40

Omega Ratio

STRGX:

1.00

EOS-USD:

1.04

Calmar Ratio

STRGX:

-0.06

EOS-USD:

0.01

Martin Ratio

STRGX:

-0.47

EOS-USD:

-0.44

Ulcer Index

STRGX:

4.17%

EOS-USD:

33.33%

Daily Std Dev

STRGX:

18.32%

EOS-USD:

74.71%

Max Drawdown

STRGX:

-57.68%

EOS-USD:

-98.10%

Current Drawdown

STRGX:

-29.90%

EOS-USD:

-96.10%

Returns By Period

In the year-to-date period, STRGX achieves a -3.53% return, which is significantly lower than EOS-USD's -0.41% return.


STRGX

YTD

-3.53%

1M

-17.64%

6M

-8.19%

1Y

-3.26%

5Y*

-2.27%

10Y*

0.96%

EOS-USD

YTD

-0.41%

1M

34.71%

6M

48.27%

1Y

-0.36%

5Y*

-19.85%

10Y*

N/A

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Risk-Adjusted Performance

STRGX vs. EOS-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Mid Cap Value Fund (STRGX) and EOS (EOS-USD). 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 STRGX, currently valued at -0.46, compared to the broader market-1.000.001.002.003.004.00-0.46-0.16
The chart of Sortino ratio for STRGX, currently valued at -0.45, compared to the broader market-2.000.002.004.006.008.0010.00-0.450.40
The chart of Omega ratio for STRGX, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.003.500.921.04
The chart of Calmar ratio for STRGX, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.060.01
The chart of Martin ratio for STRGX, currently valued at -2.32, compared to the broader market0.0020.0040.0060.00-2.32-0.44
STRGX
EOS-USD

The current STRGX Sharpe Ratio is -0.11, which is higher than the EOS-USD Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of STRGX and EOS-USD, 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 Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.46
-0.16
STRGX
EOS-USD

Drawdowns

STRGX vs. EOS-USD - Drawdown Comparison

The maximum STRGX drawdown since its inception was -57.68%, smaller than the maximum EOS-USD drawdown of -98.10%. Use the drawdown chart below to compare losses from any high point for STRGX and EOS-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-29.90%
-96.10%
STRGX
EOS-USD

Volatility

STRGX vs. EOS-USD - Volatility Comparison

The current volatility for Sterling Capital Stratton Mid Cap Value Fund (STRGX) is 12.96%, while EOS (EOS-USD) has a volatility of 44.66%. This indicates that STRGX experiences smaller price fluctuations and is considered to be less risky than EOS-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
12.96%
44.66%
STRGX
EOS-USD
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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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