The Advisors’ Inner Circle Fund II

10-Year Study

EDGI.US · · US · ETF

Executive Summary: The Advisors’ Inner Circle Fund II has compounded at 18.8% annually over the last 10 years, with a maximum drawdown of 9.8% and an annualized volatility of 25.2%.

1Y CAGR
+23.6%
3Y CAGR
+18.8%
5Y CAGR
+18.8%
10Y CAGR
+18.8%

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 →
9.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +26.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 6.3%
% 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.
20264.65.9-9.86.4————————6.3%
20252.41.10.62.63.73.6-1.54.43.51.00.52.126.8%
2024——————————-1.8-2.1-3.9%

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 25.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 68.4% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-019815.961644047911
2024-12-019614.353387947736
2025-01-019847.0632341935
2025-02-019953.110073008054
2025-03-0110014.96840817278
2025-04-0110278.398958616866
2025-05-0110663.444344249143
2025-06-0111052.378042981793
2025-07-0110888.202274847463
2025-08-0111365.033801784823
2025-09-0111760.412254567129
2025-10-0111882.5898180258
2025-11-0111937.315347107098
2025-12-0112187.771202057209
2026-01-0112745.626589738082
2026-02-0113491.579683101254
2026-03-0112166.299096710545
2026-04-0112949.57170251677
Annual Return Matrix
YearAnnual Return
20250.267664159020349
20260.06250531683192206
Total Factor Risk
0.2521737475820282
VTI.US Exposure
0.03833942641994588
VEA.US Exposure
0.1964394028379954
VWO.US Exposure
0.13176975646044875
QQQ.US Exposure
-0.04117798963506297
VTV.US Exposure
-0.05622511431285838
IJR.US Exposure
0.011688894619364084
QUAL.US Exposure
0.03430341674957466
SHV.US Exposure
0.6839915824063041
TLT.US Exposure
-0.01443237061429112
LQD.US Exposure
-0.006568656962125864
HYG.US Exposure
0.006311954199981504
GLD.US Exposure
0.009560831849068452
USO.US Exposure
-0.000558102364322872
VNQ.US Exposure
0.015185311066430396
BTC-USD.CC Exposure
-0.005030287011419777
CPER.US Exposure
-0.003571552053603653
VIX.INDX Exposure
0.0009859929960591314
UUP.US Exposure
-0.009575796795976782
TIP.US Exposure
0.008093425440562815
Idiosyncratic Exposure
0.0004698747039260397
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.2%

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 →12.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.78%
Market Cap$46.5B
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 relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
+1.8%
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 →
+7.8%
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 →
4.5% 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

Frequently Asked Questions & Methodology

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

The Advisors’ Inner Circle Fund II (EDGI.US) has an annualized volatility of 25.2% and experienced a maximum drawdown of 9.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EDGI.US has generated a Compound Annual Growth Rate (CAGR) of 18.8%. 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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