The Advisors’ Inner Circle Fund II

10-Year Study

CARK.US · · US · ETF

Executive Summary: The Advisors’ Inner Circle Fund II has compounded at 17.4% annually over the last 10 years, with a maximum drawdown of 13.8% and an annualized volatility of 18.8%.

1Y CAGR
+13.5%
3Y CAGR
+17.4%
5Y CAGR
+17.4%
10Y CAGR
+17.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
13.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.84
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +26.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 5.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.0-4.2-5.513.42.3———————5.0%
20252.4-4.9-9.41.97.77.11.80.63.24.0-3.10.310.8%
20245.07.32.4-5.16.37.4-4.52.21.0-0.25.0-2.026.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 18.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 111.7% of variance. Idiosyncratic stock-specific factors contribute 1.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-12-0110000
2024-01-0110503.450404217478
2024-02-0111269.284243949465
2024-03-0111536.408207157878
2024-04-0110943.619536064598
2024-05-0111628.641695645396
2024-06-0112483.527461654221
2024-07-0111922.204440824533
2024-08-0112183.633407675836
2024-09-0112310.514108637622
2024-10-0112287.002363900721
2024-11-0112904.289064016215
2024-12-0112649.477746563116
2025-01-0112950.103559849957
2025-02-0112311.659471033467
2025-03-0111160.443000722213
2025-04-0111369.757978562635
2025-05-0112243.892195946053
2025-06-0113118.058228951579
2025-07-0113359.8251413409
2025-08-0113442.832099417454
2025-09-0113874.506460162069
2025-10-0114435.670402881222
2025-11-0113982.997731546144
2025-12-0114021.144662452156
2026-01-0114015.41785047294
2026-02-0113423.647279287074
2026-03-0112687.115627515424
2026-04-0114393.387441101331
2026-05-0114726.815160780245
Annual Return Matrix
YearAnnual Return
20240.2649477746563116
20250.10843664405526354
20260.05032902201043776
Total Factor Risk
0.18759569949099225
VTI.US Exposure
1.1170409734506503
VEA.US Exposure
0.02582750260621666
VWO.US Exposure
-0.029172455345495472
QQQ.US Exposure
-0.10434254405321673
VTV.US Exposure
-0.13931594815682724
IJR.US Exposure
-0.06582802919904598
QUAL.US Exposure
0.22542336669159696
SHV.US Exposure
0.011731209320850408
TLT.US Exposure
-0.003928887778169799
LQD.US Exposure
-0.027339319165499174
HYG.US Exposure
-0.03933845319998209
GLD.US Exposure
0.0020137158361004117
USO.US Exposure
-0.0017548646832821356
VNQ.US Exposure
-0.05863068187709278
BTC-USD.CC Exposure
0.001969191909208948
CPER.US Exposure
-0.0059183864711011575
VIX.INDX Exposure
-0.0037806585908133528
UUP.US Exposure
0.00042905770804483516
TIP.US Exposure
0.07721943965345464
Idiosyncratic Exposure
0.017695771344402297
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
68
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+8.9%
50.0% retracement+11.9%
61.8% retracement+15.1%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is The Advisors’ Inner Circle Fund II a high-risk investment?

The Advisors’ Inner Circle Fund II (CARK.US) has an annualized volatility of 18.8% and experienced a maximum drawdown of 13.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CARK.US?

Over the past 10 years, CARK.US has generated a Compound Annual Growth Rate (CAGR) of 17.4%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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