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Campbell Systematic Macro I (EBSIX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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9.40-0.01 (-0.11%)
As of 08:05AM EDT. Market open.

Risk Overview

Morningstar Risk Rating★★★★★
Number of Years Up6
Number of Years Down4
Best 1 Yr Total Return (Jun 4, 2024)30.94%
Worst 1 Yr Total Return (Jun 4, 2024)N/A

Risk Statistics

3 Years
EBSIXCategory Average
5 Years
EBSIXCategory Average
10 Years
EBSIXCategory Average
Alpha
7.49-0
9.53-0.01
5.72-0
BETA
-0.310
-0.170
-0.090
Mean Annual Return
0.810
0.830
0.550
R-squared
23.70.45
8.330.42
1.420.48
Standard Deviation
10.470.08
10.340.07
11.430.06
Sharpe Ratio
0.610
0.740
0.440
Treynor Ratio
-20.280.23
-44.510.09
-49.080.05