Campbell Systematic Competition

Summary

EBSAXDelisted Fund

USD 9.55 0.00 0.00%

Campbell Systematic Macro competes with IShares Gold, JAMES BALANCED, Franklin Gold, PRECIOUS METALS, and IPath Bloomberg; as well as few others. The fund is listed under Macro Trading category and is part of Campbell & Company family. Analyzing Campbell Systematic competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Campbell Systematic to its intrinsic valuation because they are able to contrast its competitors on a relative basis.

You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Campbell Systematic competition on your existing holdings. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any Mutual Fund could be tightly coupled with the direction of predictive economic indicators such as various price indices.

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Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Campbell Systematic's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Campbell Systematic in the context of predictive analytics.

Hype

Prediction

Low	Estimated	High
8.70	9.55	10.40

Details

Intrinsic

Valuation

Low	Real	High
7.98	8.83	9.68

Details

Please note, it is not enough to conduct a financial or market analysis of a single entity such as Campbell Systematic. Your research has to be compared to or analyzed against Campbell Systematic's peers to derive any actionable benefits. When done correctly, Campbell Systematic's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Campbell Systematic Macro.

Campbell Systematic Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Campbell Systematic and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Campbell and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Campbell Systematic Macro does not affect the price movement of the other competitor.

Related Correlations

	IAU	GLRBX	FGPMX	UIPMX	JJP	ZSILF
IAU		0.65	0.81	0.86	0.98	0.31	IAU
GLRBX	0.65		0.65	0.74	0.7	0.73	GLRBX
FGPMX	0.81	0.65		0.98	0.87	0.48	FGPMX
UIPMX	0.86	0.74	0.98		0.91	0.56	UIPMX
JJP	0.98	0.7	0.87	0.91		0.39	JJP
ZSILF	0.31	0.73	0.48	0.56	0.39		ZSILF
	IAU	GLRBX	FGPMX	UIPMX	JJP	ZSILF

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Risk-Adjusted Indicators

Nowadays, there is a big difference between Campbell Mutual Fund performing well and Campbell Systematic Mutual Fund doing well compared to the competition. There are way too many exceptions to the normal that investors can tell for sure what's good or bad unless they analyze Campbell Systematic's multiple risk-adjusted performance indicators. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Information Ratio	Expected Shortfall	Potential Upside	Value At Risk	Maximum Drawdown
IAU	0.80	0.06	0.09	(0.15)	0.89	0.09	(0.79)	1.95	(1.60)	4.78	IShares Gold Profile IShares Gold Dashboard Technical analysis Backtest News Timeline
GLRBX	0.27	0.05	0.22	0.14	0.15	0.20	(0.35)	0.62	(0.47)	1.31	JAMES BALANCED Profile JAMES BALANCED Dashboard Technical analysis Backtest
FGPMX	1.36	0.08	0.05	0.12	1.58	0.05	(1.48)	2.93	(2.33)	9.09	Franklin Gold Profile Franklin Gold Dashboard Technical analysis Backtest
UIPMX	1.32	0.17	0.12	0.25	1.41	0.1	(1.56)	3.31	(2.45)	10.16	PRECIOUS METALS Profile PRECIOUS METALS Dashboard Technical analysis Backtest
JJP	0.86	0.08	0.12	(0.23)	0.89	0.10	(0.96)	2.03	(1.61)	5.31	IPath Bloomberg Profile IPath Bloomberg Dashboard Technical analysis Backtest News Timeline
ZSILF	0.68	0.12	0.00	0.13	0.00	0.0447	0.00	0.00	0.00	15.53	ZKB Silver Profile ZKB Silver Dashboard Technical analysis Backtest

Campbell Systematic Competitive Analysis

The better you understand Campbell Systematic competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Campbell Systematic's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Campbell Systematic's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	EBSAX	IAU	GLRBX	FGPMX	UIPMX	JJP	ZSILF
	0.00 9.55 Campbell	1.18 36.76 IShares	0.15 19.50 JAMES	0.31 19.29 Franklin	0.22 18.27 PRECIOUS	0.97 66.04 IPath	0.00 226.52 ZKB
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Very Weak	OK	Solid	OK	Very Weak	Modest	Good
Odds of Financial Distress (Probability Of Bankruptcy)	Significantly High	Very Small	Very Small	Very Small	Very Small	Very Small	Close to Average
Current Valuation (Equity Enterprise Value)	Over Valued	Over Valued	Under Valued	Fairly Valued	Fairly Valued	Over Valued	Under Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Not Rated	Strong Sell	Strong Buy	Strong Hold	Hold	Strong Sell	Strong Buy
Price to Book	N/A	N/A	2.01 X	N/A	0.96 X	N/A	N/A
Cash Position Weight	139.30 %	N/A	5.97 %	0.37 %	0.76 %	N/A	N/A
Equity Positions Weight	(16.06) %	N/A	42.32 %	99.41 %	99.24 %	N/A	N/A
Three Year Return	3.68 %	2.86 %	0.21 %	10.13 %	14.80 %	1.06 %	N/A
Net Asset	584.7 M	25.74 B	448.66 M	903.16 M	425.1 M	6.46 M	N/A
Five Year Return	(1.54) %	5.15 %	0.28 %	9.81 %	10.91 %	N/A	N/A
One Year Return	9.62 %	(8.32) %	2.21 %	63.97 %	59.35 %	(12.18) %	N/A
Last Dividend Paid	0.79	N/A	0.04	2.54	0.04	N/A	N/A
Bond Positions Weight	9.78 %	N/A	0.75 %	N/A	N/A	N/A	N/A
Ten Year Return	N/A	(0.58) %	4.76 %	(3.28) %	(3.21) %	N/A	N/A
Price to Earning	N/A	60.88 X	13.88 X	N/A	20.05 X	N/A	N/A
Price to Sales	N/A	N/A	0.84 X	N/A	2.09 X	N/A	N/A
Coefficient Of Variation	1187.21	1308.25	696.68	2406.67	1124.28	1119.01	2602.42
Mean Deviation	0.467	0.7994	0.2729	1.36	1.32	0.8565	0.6781
Jensen Alpha	0.0498	0.0563	0.0463	0.0775	0.1672	0.0802	0.1169
Total Risk Alpha	0.0649	0.0991	0.0488	0.1143	0.2035	0.1243	0.1791
Sortino Ratio	0.0885	0.0945	0.2229	0.0547	0.1164	0.1174	N/A
Downside Variance	0.6798	1.04	0.0884	2.72	2.34	1.02	N/A
Standard Deviation	0.6582	1.03	0.3395	1.75	1.8	1.13	2.78
Kurtosis	3.54	0.1419	(0.38)	0.4997	1.53	0.5392	24.16
Potential Upside	0.9534	1.95	0.6244	2.93	3.31	2.03	N/A
Treynor Ratio	0.2849	(0.15)	0.1409	0.1161	0.245	(0.23)	0.1341
Maximum Drawdown	3.67	4.78	1.31	9.09	10.16	5.31	15.53
Variance	0.4332	1.06	0.1153	3.06	3.25	1.28	7.75
Market Risk Adjusted Performance	0.2949	(0.14)	0.1509	0.1261	0.255	(0.22)	0.1441
Risk Adjusted Performance	0.0745	0.0723	0.1165	0.0435	0.0879	0.0852	0.0425
Skewness	(1.32)	0.3325	0.2288	0.2448	0.5549	0.4549	(0.56)
Semi Deviation	0.6849	0.8913	0.1522	1.58	1.41	0.8937	N/A
Information Ratio	0.1109	0.0935	0.1952	0.0516	0.0987	0.1049	0.0447
Value At Risk	(0.99)	(1.60)	(0.47)	(2.33)	(2.45)	(1.61)	N/A
Expected Short fall	(0.51)	(0.79)	(0.35)	(1.48)	(1.56)	(0.96)	N/A
Downside Deviation	0.8245	1.02	0.2974	1.65	1.53	1.01	N/A
Semi Variance	0.4691	0.7944	0.0232	2.49	1.98	0.7988	N/A

Campbell Systematic Competition Performance Charts

Five steps to successful analysis of Campbell Systematic Competition

Campbell Systematic's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Campbell Systematic Macro in relation to its competition. Campbell Systematic's competition analysis typically involves several steps, including::

Identifying the key players in the market: This involves identifying the major competitors of Campbell Systematic in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Campbell Systematic's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Campbell Systematic Macro, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Campbell Systematic position

In addition to having Campbell Systematic in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Did You Try This Idea?

Run Social Domain Thematic Idea Now

Social Domain

New or established large and mid-sized companies that are involved in the social media industry, including entities that provide web-based or mobile media applications and services across across large segment of population in multiple geographical areas. The Social Domain theme has 39 constituents at this time.

You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Social Domain Theme or any other thematic opportunities.

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Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any Mutual Fund could be tightly coupled with the direction of predictive economic indicators such as various price indices. Note that the Campbell Systematic Macro information on this page should be used as a complementary analysis to other Campbell Systematic's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

Other Consideration for investing in Campbell Mutual Fund

If you are still planning to invest in Campbell Systematic Macro check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Campbell Systematic's history and understand the potential risks before investing.

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