EBSIX: Campbell Systematic Macro Fund - MutualFunds.com
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Campbell Systematic Macro I

EBSIX - Snapshot

Vitals

  • YTD Return 7.3%
  • 3 Yr Annualized Return 5.6%
  • 5 Yr Annualized Return 0.9%
  • Net Assets $131 M
  • Holdings in Top 10 N/A

52 WEEK LOW AND HIGH

$8.62
$7.55
$8.66

Expenses

OPERATING RELATED FEES

  • Expense Ratio 2.24%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 15.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) $100,000
  • IRA N/A

Fund Classification

  • Primary Theme
  • Fund Type Open End Mutual Fund
  • Investment Style Managed Futures

Compare EBSIX to Popular Managed Futures Funds and ETFs

Overview

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

$8.05

+0.37%

$1.74 B

5.20%

$0.42

2.55%

1.22%

$11.37

+0.35%

$1.46 B

2.76%

$0.31

7.67%

1.97%

$10.93

+0.46%

$1.44 B

3.22%

$0.35

6.32%

1.54%

$8.91

+0.11%

$1.27 B

4.37%

$0.39

4.45%

2.17%

$12.22

+0.25%

$1.05 B

1.46%

$0.18

5.62%

1.90%

EBSIX - Profile

Distributions

  • YTD Total Return 7.3%
  • 3 Yr Annualized Total Return 5.6%
  • 5 Yr Annualized Total Return 0.9%
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio -0.91%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    Campbell Systematic Macro Fund
  • Fund Family Name
    Campbell & Company
  • Inception Date
    Mar 04, 2013
  • Shares Outstanding
    13078598
  • Share Class
    Inst
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    G. William Andrews

Fund Description

The fund pursues pursues its investment objective by (i) investing its assets pursuant to the Campbell Systematic Macro Program (ii) allocating up to 25% of its total assets in its wholly-owned subsidiary, Campbell Systematic Macro Offshore Limited (the "Subsidiary"), which is organized under the laws of the Cayman Islands and employs the Adviser's Campbell Systematic Macro Program, and (iii) allocating the remainder of its assets directly in a portfolio of investment grade securities for cash management purposes. It is non-diversified.


EBSIX - Performance

Return Ranking - Trailing

Period EBSIX Return Category Return Low Category Return High Rank in Category (%)
YTD 7.3% -6.1% 12.0% 20.21%
1 Yr 2.7% -16.1% 36.5% 65.59%
3 Yr 5.6%* -7.9% 13.3% 26.97%
5 Yr 0.9%* -5.3% 10.0% 54.22%
10 Yr N/A* -2.4% 4.3% N/A

* Annualized

Return Ranking - Calendar

Period EBSIX Return Category Return Low Category Return High Rank in Category (%)
2020 3.5% -16.4% 12.9% 44.09%
2019 -5.7% -9.3% 17.5% 78.26%
2018 -18.5% -25.8% 2.2% 96.51%
2017 4.1% -5.1% 21.0% 35.53%
2016 -11.4% -20.3% 4.6% 78.87%

Total Return Ranking - Trailing

Period EBSIX Return Category Return Low Category Return High Rank in Category (%)
YTD 7.3% -6.1% 12.0% 20.21%
1 Yr 2.7% -20.3% 36.5% 59.14%
3 Yr 5.6%* -9.0% 11.1% 20.22%
5 Yr 0.9%* -5.7% 8.7% 48.19%
10 Yr N/A* -2.4% 4.3% N/A

* Annualized

Total Return Ranking - Calendar

Period EBSIX Return Category Return Low Category Return High Rank in Category (%)
2020 3.5% -16.4% 12.9% 44.09%
2019 -5.7% -9.3% 17.5% 78.26%
2018 -18.5% -20.3% 2.5% 96.51%
2017 4.1% -5.1% 21.0% 40.79%
2016 -11.4% -20.3% 6.7% 84.51%

NAV & Total Return History


EBSIX - Holdings

Concentration Analysis

EBSIX Category Low Category High EBSIX % Rank
Net Assets 131 M 2.12 M 1.74 B 53.19%
Number of Holdings 155 3 876 38.30%
Net Assets in Top 10 311 M -284 M 2.04 B 25.53%
Weighting of Top 10 N/A 20.3% 96.5% 0.43%

Top 10 Holdings

  1. 3 Year Australian Treasury Bond Future Mar 21 132.65%
  2. 3 Year Australian Treasury Bond Future Mar 21 132.65%
  3. 3 Year Australian Treasury Bond Future Mar 21 132.65%
  4. 3 Year Australian Treasury Bond Future Mar 21 132.65%
  5. 3 Year Australian Treasury Bond Future Mar 21 132.65%
  6. 3 Year Australian Treasury Bond Future Mar 21 132.65%
  7. 3 Year Australian Treasury Bond Future Mar 21 132.65%
  8. 3 Year Australian Treasury Bond Future Mar 21 132.65%
  9. 3 Year Australian Treasury Bond Future Mar 21 132.65%
  10. 3 Year Australian Treasury Bond Future Mar 21 132.65%

Asset Allocation

Weighting Return Low Return High EBSIX % Rank
Bonds
593.03% -50.36% 772.87% 8.51%
Stocks
53.90% -1.78% 63.17% 6.38%
Other
12.06% 0.00% 58.63% 74.47%
Preferred Stocks
0.00% 0.00% 0.13% 45.74%
Convertible Bonds
0.00% 0.00% 2.20% 55.32%
Cash
-558.99% -735.41% 117.03% 92.55%

Stock Sector Breakdown

Weighting Return Low Return High EBSIX % Rank
Financial Services
22.23% 0.00% 30.46% 20.31%
Technology
14.72% 0.00% 45.08% 81.25%
Industrials
11.21% 0.00% 17.73% 18.75%
Consumer Cyclical
10.19% 0.00% 21.37% 81.25%
Basic Materials
8.46% 0.00% 12.01% 32.81%
Healthcare
7.81% 0.00% 16.51% 59.38%
Consumer Defense
6.77% 0.00% 14.38% 31.25%
Communication Services
6.52% 0.03% 20.13% 84.38%
Energy
6.39% 0.00% 6.41% 12.50%
Utilities
3.41% 0.00% 4.63% 28.13%
Real Estate
2.28% 0.27% 99.97% 43.75%

Stock Geographic Breakdown

Weighting Return Low Return High EBSIX % Rank
Non US
39.08% 0.00% 39.08% 2.13%
US
14.82% -5.85% 54.77% 17.02%

Bond Sector Breakdown

Weighting Return Low Return High EBSIX % Rank
Government
57.05% 0.00% 82.10% 20.21%
Derivative
36.73% 0.00% 63.99% 14.89%
Cash & Equivalents
6.22% 1.04% 100.00% 82.98%
Securitized
0.00% 0.00% 64.73% 55.32%
Corporate
0.00% 0.00% 31.20% 59.57%
Municipal
0.00% 0.00% 6.83% 48.94%

Bond Geographic Breakdown

Weighting Return Low Return High EBSIX % Rank
Non US
570.99% -77.11% 658.37% 8.51%
US
22.04% -169.44% 233.08% 51.06%

EBSIX - Expenses

Operational Fees

EBSIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 2.24% 0.75% 9.89% 36.56%
Management Fee 1.64% 0.65% 2.99% 84.04%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.09% 0.45% N/A

Sales Fees

EBSIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 3.50% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

EBSIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 1.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

EBSIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 15.00% 0.00% 198.00% 44.29%

EBSIX - Distributions

Dividend Yield Analysis

EBSIX Category Low Category High EBSIX % Rank
Dividend Yield 0.00% 0.00% 0.00% 40.43%

Dividend Distribution Analysis

EBSIX Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Monthly Annually

Net Income Ratio Analysis

EBSIX Category Low Category High EBSIX % Rank
Net Income Ratio -0.91% -3.14% 1.55% 74.19%

Capital Gain Distribution Analysis

EBSIX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually

Dividend Payout History

View More +

EBSIX - Fund Manager Analysis

Managers

G. William Andrews


Start Date

Tenure

Tenure Rank

Feb 01, 2018

3.16

3.2%

G. William Andrews, Chief Executive Officer, joined Campbell in April 1997, and in November 2012 he was appointed to the Board of Directors and as Chief Executive Officer. He formerly held the positions of Co-Director of Research from November 2011 to October 2012, Chief Operating Officer from January 2010 to May 2012, Vice President & Director of Operations from April 2007 to January 2010, Vice President & Director of Research Operations from March 2006 to April 2007, and Research Assistant from April 1997 to February 2006. In March 2010, Mr. Andrews was appointed a Co-Chair of Campbell's Investment Committee. Mr. Andrews holds an M.B.A. in Finance from Loyola College in Maryland and a Bachelor of Social Science from Waikato University, New Zealand. Mr. Andrews became listed as a Principal of Campbell & Company effective June 21, 2006. Mr. Andrews became listed as Principal of Campbell & Company Investment Adviser LLC effective March 29, 2010.

Kevin Cole


Start Date

Tenure

Tenure Rank

Feb 01, 2018

3.16

3.2%

Dr. Kevin Cole, joined Campbell in October 2003 and has served as Chief Research Officer, since June 2017. Dr. Cole was appointed to Campbell’s Board of Directors in January 2019. In February 2017, Dr. Cole was appointed to serve Campbell and its affiliates as an executive officer. Since joining the firm, Dr. Cole has had a significant role in the ongoing research and development of Campbell’s trading systems and models. Dr. Cole was appointed as Co-Chair of Campbell’s Investment Committee in September 2017. As Chief Research Officer, Dr. Cole is responsible for the management of the research and investment process at the firm.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.16 14.09 5.41 5.06