Campbell Systematic Macro Fund Class I
EBSIX
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- Campbell Systematic Macro Fund Class I (EBSIX) is an open-ended mutual fund that seeks capital appreciation over the medium to long term through a systematic multi-strategy approach incorporating over 120 unique alpha sources across momentum (40%), quant macro (35%), and short-term (25%) strategies; the fund trades in approximately 100 global futures and forward markets spanning equity indices, fixed income, commodities, and foreign exchange, with long/short positioning across asset classes including Australian Dollar, Euro-Bund, WTI Crude Oil, S&P 500 Index, and others; up to 25% of assets are allocated to its wholly-owned Cayman Islands subsidiary, Campbell Systematic Macro Offshore Limited, which employs the same Campbell Systematic Macro Program, while the remainder is held in investment-grade securities for cash management. Launched on March 8, 2013, and managed by Campbell & Company Investment Adviser LLC, a pioneer in systematic managed futures since 1972, the fund is domiciled in the United States with headquarters at 2850 Quarry Lake Drive, Baltimore, MD; it targets institutional and private investors seeking low correlation (historically 0.02 to equities since 1988) to traditional assets like equities, bonds, and credit markets, operating globally across developed and emerging markets with tiered risk management constraining exposure by time horizon, factor, and sector to target stable volatility. In recent developments, the fund extended its contractual fee waivers through at least December 31, 2026, limiting net expense ratios to 1.75% for Class I shares (gross 1.87%), with potential recoupment within three years; style allocations were revised in November 2018 to enhance short-term and macro exposure, contributing to strong risk-adjusted performance including a 5-star Morningstar rating for 5-year and 10-year periods as of October 31, 2025 in the Macro Trading category; performance since inception (net of fees) stands at approximately 5.01% annualized through May 31, 2024, with ongoing innovation in portfolio construction drawing from Campbell's flagship Managed Futures program. Distributed by Quasar Distributors, LLC, the non-diversified fund emphasizes diversification across ~100 markets and rigorous risk controls to minimize tail risk, though it carries substantial leverage and derivative risks suitable only for high-tolerance investors.