Campbell Systematic Macro Fund I (EBSIX)
10.02
-0.05
(-0.50%)
USD |
Apr 23 2025
Key Stats
Customize
| Net Expense Ratio | Total Assets Under Management | Weighted Average Dividend Yield | Turnover Ratio (Generic) |
|---|---|---|---|
| 1.75% | 1.925B | -- | 0.10% |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized Total Returns Since Inception (Daily) | Max Drawdown (Since Inception) |
| 573.52M | 9.16% | Upgrade | Upgrade |
Basic Info
| Investment Strategy | |
| The Fund seeks to achieve long-term capital appreciation. The Fund makes a combination of investments directly in an actively managed fixed-income portfolio, and indirectly through its wholly-owned subsidiary (the Subsidiary) in trading companies that employ the managed futures program of Campbell & Company, Inc. |
| General | |
| Security Type | Mutual Fund |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Global Peer Group | Alternative Managed Futures |
| Peer Group | Alternative Managed Futures Funds |
| Global Macro | Liquid Alternatives |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Managed Futures Funds |
| Fund Owner Firm Name | Campbell & Company |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Net Fund Flows Versus Peer Group
1 Month
% Rank:
8
-345.50M
Peer Group Low
199.08M
Peer Group High
1 Year
% Rank:
4
573.52M
-659.60M
Peer Group Low
721.78M
Peer Group High
3 Months
% Rank:
4
-439.11M
Peer Group Low
481.31M
Peer Group High
3 Years
% Rank:
3
-323.79M
Peer Group Low
1.393B
Peer Group High
6 Months
% Rank:
4
-559.52M
Peer Group Low
609.27M
Peer Group High
5 Years
% Rank:
9
-2.737B
Peer Group Low
1.520B
Peer Group High
YTD
% Rank:
3
-439.11M
Peer Group Low
481.31M
Peer Group High
10 Years
% Rank:
25
-4.432B
Peer Group Low
2.457B
Peer Group High
Date Unavailable
Risk
Performance Versus Peer Group
Annual Total Returns Versus Peers
As of April 24, 2025.
Asset Allocation
As of December 31, 2024.
| Type | % Net |
|---|---|
| Cash | 16.54% |
| Stock | 0.00% |
| Bond | 75.83% |
| Convertible | 0.00% |
| Preferred | 0.00% |
| Other | 7.63% |
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
USD Cash
|
15.58% | -- | -- |
|
United States of America (Government) 0% 10-APR-2025
|
13.54% | -- | -- |
|
United States of America (Government) 0% 06-MAR-2025
|
13.25% | -- | -- |
|
United States of America (Government) 0% 15-MAY-2025
|
11.80% | -- | -- |
|
United States of America (Government) 0% 05-JUN-2025
|
11.77% | -- | -- |
|
United States of America (Government) 0% 06-FEB-2025
|
10.23% | -- | -- |
|
United States of America (Government) 0% 02-JAN-2025
|
9.93% | -- | -- |
|
Other Assets less Liabilities
|
7.00% | -- | -- |
|
Equinox Campbell Strategy Fund Ltd
|
5.80% | -- | -- |
|
GBP Cash
|
0.76% | -- | -- |
Fees & Availability
| Fees | |
| Actual 12B-1 Fee | -- |
| Actual Management Fee | 1.55% |
| Administration Fee | 179.2K% |
| Maximum Front Load | -- |
| Maximum Deferred Load | -- |
| Maximum Redemption Fee | -- |
| General Availability | |
| Available for Insurance Product | -- |
| Available for RRSP | -- |
| Purchase Details | |
| Open to New Investors |
|
| Minimum Initial Investment | 10000.00 None |
| Minimum Subsequent Investment | 0.00 None |
Basic Info
| Investment Strategy | |
| The Fund seeks to achieve long-term capital appreciation. The Fund makes a combination of investments directly in an actively managed fixed-income portfolio, and indirectly through its wholly-owned subsidiary (the Subsidiary) in trading companies that employ the managed futures program of Campbell & Company, Inc. |
| General | |
| Security Type | Mutual Fund |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Global Peer Group | Alternative Managed Futures |
| Peer Group | Alternative Managed Futures Funds |
| Global Macro | Liquid Alternatives |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Managed Futures Funds |
| Fund Owner Firm Name | Campbell & Company |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Fundamentals
| General | |
| Distribution Yield | -- |
| Dividend Yield TTM (4-23-25) | 1.53% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield | -- |
| Stock | |
| Weighted Average PE Ratio | -- |
| Weighted Average Price to Sales Ratio | -- |
| Weighted Average Price to Book Ratio | -- |
| Weighted Median ROE | -- |
| Weighted Median ROA | -- |
| ROI (TTM) | -- |
| Return on Investment (TTM) | -- |
| Earning Yield | -- |
| LT Debt / Shareholders Equity | -- |
| Bond | |
| Yield to Maturity (12-31-24) | 4.23% |
| Average Coupon | -- |
| Calculated Average Quality | 5.00 |
| Effective Maturity | 0.2370 |
| Nominal Maturity | 0.2370 |
As of December 31, 2024
Growth Metrics
| EPS Growth (1Y) | -- |
| EPS Growth (3Y) | -- |
| EPS Growth (5Y) | -- |
| Sales Growth (1Y) | -- |
| Sales Growth (3Y) | -- |
| Sales Growth (5Y) | -- |
| Sales per Share Growth (1Y) | -- |
| Sales per Share Growth (3Y) | -- |
| Operating Cash Flow - Growth Ratge (3Y) | -- |
As of December 31, 2024
Top Portfolio Holders
| Name | % Weight |
|---|---|
| Portfolio A | 5.00% |
| Portfolio B | 3.50% |
| Portfolio C | 2.25% |
Excel Add-In Codes
| Name: =YCI("M:EBSIX", "name") |
| Broad Asset Class: =YCI("M:EBSIX", "broad_asset_class") |
| Broad Category: =YCI("M:EBSIX", "broad_category_group") |
| Prospectus Objective: =YCI("M:EBSIX", "prospectus_objective") |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |