Campbell Mutual Fund Quote

EBSAX Fund  USD 9.47  0.03  0.32%   

Market Performance

5 of 100

Odds Of Distress

Less than 1

Campbell Systematic is trading at 9.47 as of the 24th of March 2023; that is -0.32 percent down since the beginning of the trading day. The fund's open price was 9.5. Campbell Systematic has a very small chance of experiencing financial distress in the next few years but had a somewhat modest performance during the last 90 days. Equity ratings for Campbell Systematic Macro are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 3rd of April 2021 and ending today, the 24th of March 2023. Click here to learn more.
Fiscal Year End
The fund pursues its investment objective by investing its assets pursuant to the Campbell Systematic Macro Program allocating up to 25 percent of its total assets in its wholly-owned subsidiary, Campbell Systematic Macro Offshore Limited , which is organized under the acts of the Cayman Islands and employs the Advisers Campbell Systematic Macro Program, and allocating the remainder of its assets directly in a portfolio of investment grade securities for cash management purposes. More on Campbell Systematic Macro

Moving against Campbell Systematic

-0.65XNKGXNuveen Georgia QualityPairCorr
-0.59XDSMXDreyfus StrategicPairCorr
-0.59XNBHXNeuberger Berman IntPairCorr
-0.58XDMFXDreyfus MunicipalomePairCorr
-0.58XLEOXDreyfus StrategicPairCorr

Campbell Systematic Mutual Fund Highlights

Most reasonable investors view market volatility as an opportunity to invest at a favorable price or to sell short against a bearish trend. Campbell Systematic's investment highlights are automatically generated signals that are significant enough to either complement your investing judgment regarding Campbell Systematic or challenge it. These highlights can help you better understand the position you are entering and avoid costly mistakes.
Fama & French Classification
Macroaxis Advice
The buy hold or sell recommendation is provided in the context of your current investment horizon and risk tolerance. The advice algorithm takes into account all of Campbell Systematic's available fundamental, technical, and predictive indicators. Your current horizon is 90 days - details
Cautious HoldFairly Valued
Startdate31st of July 2017
Campbell Systematic Macro [EBSAX] is traded in USA and was established 24th of March 2023. The fund is listed under Macro Trading category and is part of Campbell & Company family. Campbell Systematic Macro currently has accumulated 584.7 M in assets under management (AUM) with no minimum investment requirements, while the total return for the last 3 years was 3.68%.
Check Campbell Systematic Probability Of Bankruptcy

Instrument Allocation

Sector Allocation

Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on Campbell Mutual Fund. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding Campbell Mutual Fund, and the less return is expected.
Institutional investors that are interested in enforcing a sector tilt in their portfolio can use exchange-traded funds, such as Campbell Systematic Macro Mutual Fund, as a low-cost alternative to building a custom portfolio. So, using sector ETFs to diversify your portfolio can be a profitable strategy. However, no matter what sectors are desirable at a given time, no single industry should ever make up more than 20 percent of your stock portfolio.

Campbell Systematic Target Price Odds Analysis

Based on a normal probability distribution, the odds of Campbell Systematic jumping above the current price in 90 days from now is about 35.56%. The Campbell Systematic Macro probability density function shows the probability of Campbell Systematic mutual fund to fall within a particular range of prices over 90 days. Assuming the 90 days horizon Campbell Systematic Macro has a beta of -0.1558 suggesting as returns on benchmark increase, returns on holding Campbell Systematic are expected to decrease at a much lower rate. During the bear market, however, Campbell Systematic Macro is likely to outperform the market. Additionally, the company has an alpha of 0.0298, implying that it can generate a 0.0298 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
  Odds Below 9.47HorizonTargetOdds Above 9.47
64.08%90 days
Based on a normal probability distribution, the odds of Campbell Systematic to move above the current price in 90 days from now is about 35.56 (This Campbell Systematic Macro probability density function shows the probability of Campbell Mutual Fund to fall within a particular range of prices over 90 days) .

Campbell Systematic Macro Risk Profiles

Investors will always prefer to have the highest possible return on investment while minimizing volatility. Campbell Systematic market risk premium is the additional return an investor will receive from holding Campbell Systematic long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Campbell Systematic. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although Campbell Systematic's alpha and beta are two of the key measurements used to evaluate Campbell Systematic's performance over the market, the standard measures of volatility play an important role as well.

Campbell Systematic Against Markets

Picking the right benchmark for Campbell Systematic mutual fund is fundamental to making educated investment choices. Many naive investors compare their positions with the S&P 500 or with the Nasdaq. But these benchmarks are not all-inclusive and generally should be used only for large-capitalization equities or stock offerings from large companies. When the price of a selected benchmark declines in a down market, there may be an uptick in Campbell Systematic mutual fund price where buyers come in believing the asset is cheap. The opposite is true when the market is bullish; so, accurately picking the benchmark for Campbell Systematic is critical whether you are bullish or bearish towards Campbell Systematic Macro at a given time.