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WWWEX vs. CEFS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WWWEX vs. CEFS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kinetics The Global Fund (WWWEX) and Saba Closed-End Funds ETF (CEFS). The values are adjusted to include any dividend payments, if applicable.

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WWWEX vs. CEFS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WWWEX
Kinetics The Global Fund
5.17%2.89%72.15%11.83%-6.45%16.29%25.00%21.61%-23.57%37.13%
CEFS
Saba Closed-End Funds ETF
-0.33%16.67%23.48%20.99%-7.08%17.86%3.40%28.41%-9.97%7.63%

Returns By Period

In the year-to-date period, WWWEX achieves a 5.17% return, which is significantly higher than CEFS's -0.33% return.


WWWEX

1D
-2.26%
1M
-7.55%
YTD
5.17%
6M
-1.12%
1Y
5.51%
3Y*
28.42%
5Y*
11.80%
10Y*
16.02%

CEFS

1D
2.04%
1M
-2.99%
YTD
-0.33%
6M
3.31%
1Y
14.56%
3Y*
17.06%
5Y*
11.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WWWEX vs. CEFS - Expense Ratio Comparison

WWWEX has a 1.39% expense ratio, which is lower than CEFS's 3.80% expense ratio.


Return for Risk

WWWEX vs. CEFS — Risk / Return Rank

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

WWWEX
WWWEX Risk / Return Rank: 1212
Overall Rank
WWWEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
WWWEX Sortino Ratio Rank: 1212
Sortino Ratio Rank
WWWEX Omega Ratio Rank: 1111
Omega Ratio Rank
WWWEX Calmar Ratio Rank: 1212
Calmar Ratio Rank
WWWEX Martin Ratio Rank: 1111
Martin Ratio Rank

CEFS
CEFS Risk / Return Rank: 6666
Overall Rank
CEFS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CEFS Sortino Ratio Rank: 6363
Sortino Ratio Rank
CEFS Omega Ratio Rank: 7070
Omega Ratio Rank
CEFS Calmar Ratio Rank: 6161
Calmar Ratio Rank
CEFS Martin Ratio Rank: 7272
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.

WWWEX vs. CEFS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinetics The Global Fund (WWWEX) and Saba Closed-End Funds ETF (CEFS). 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.


WWWEXCEFSDifference

Sharpe ratio

Return per unit of total volatility

0.30

1.11

-0.82

Sortino ratio

Return per unit of downside risk

0.53

1.54

-1.00

Omega ratio

Gain probability vs. loss probability

1.07

1.25

-0.18

Calmar ratio

Return relative to maximum drawdown

0.30

1.43

-1.13

Martin ratio

Return relative to average drawdown

0.74

6.94

-6.20

WWWEX vs. CEFS - Sharpe Ratio Comparison

The current WWWEX Sharpe Ratio is 0.30, which is lower than the CEFS Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of WWWEX and CEFS, 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


WWWEXCEFSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.11

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.90

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.70

-0.46

Correlation

The correlation between WWWEX and CEFS is 0.38, 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.


Dividends

WWWEX vs. CEFS - Dividend Comparison

WWWEX's dividend yield for the trailing twelve months is around 2.45%, less than CEFS's 8.01% yield.


TTM20252024202320222021202020192018201720162015
WWWEX
Kinetics The Global Fund
2.45%2.58%0.98%2.50%1.47%3.50%0.00%0.00%0.08%9.04%0.40%0.06%
CEFS
Saba Closed-End Funds ETF
8.01%7.84%8.79%9.20%11.32%10.73%8.61%8.10%10.43%5.02%0.00%0.00%

Drawdowns

WWWEX vs. CEFS - Drawdown Comparison

The maximum WWWEX drawdown since its inception was -82.60%, which is greater than CEFS's maximum drawdown of -38.99%. Use the drawdown chart below to compare losses from any high point for WWWEX and CEFS.


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Drawdown Indicators


WWWEXCEFSDifference

Max Drawdown

Largest peak-to-trough decline

-82.60%

-38.99%

-43.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-9.80%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-26.94%

-16.85%

-10.09%

Max Drawdown (10Y)

Largest decline over 10 years

-36.00%

Current Drawdown

Current decline from peak

-9.29%

-3.75%

-5.54%

Average Drawdown

Average peak-to-trough decline

-41.55%

-3.73%

-37.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.85%

2.02%

+2.83%

Volatility

WWWEX vs. CEFS - Volatility Comparison

Kinetics The Global Fund (WWWEX) has a higher volatility of 5.99% compared to Saba Closed-End Funds ETF (CEFS) at 4.75%. This indicates that WWWEX's price experiences larger fluctuations and is considered to be riskier than CEFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WWWEXCEFSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

4.75%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.18%

7.46%

+6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

13.15%

+5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

12.99%

+6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.12%

15.38%

+3.74%