EBSIX - Campbell Systematic Macro Fund

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★★★
Number of Years Up6
Number of Years Down3
Best 1 Yr Total Return (Jun 5, 2023)30.94%
Worst 1 Yr Total Return (Jun 5, 2023)N/A

Risk Statistics

3 Years
EBSIXCategory Average
5 Years
EBSIXCategory Average
10 Years
EBSIXCategory Average
Alpha
14.43-0
10.92-0.01
5.19-0
BETA
-0.20
-0.110
-0.060
Mean Annual Return
1.160
0.980
0.480
R-squared
10.810.45
3.520.42
0.650.48
Standard Deviation
10.350.08
10.540.07
11.560.06
Sharpe Ratio
1.20
0.960
0.410
Treynor Ratio
-64.320.23
-91.890.09
-64.470.05