BLACK DIAMOND CAPITAL MANAGEMENT 13F

The chart shows the growth of an initial investment of $10,000 in BLACK DIAMOND CAPITAL MANAGEMENT 13F, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 3, 2026, the BLACK DIAMOND CAPITAL MANAGEMENT 13F returned -0.63% Year-To-Date and 11.88% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 11, 2015, BLACK DIAMOND CAPITAL MANAGEMENT 13F's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +44.5%, while the worst month was Mar 2020 at -33.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BLACK DIAMOND CAPITAL MANAGEMENT 13F closed higher 52% of trading days. The best single day was Apr 16, 2020 with a return of +15.7%, while the worst single day was Mar 16, 2020 at -15.6%.

BLACK DIAMOND CAPITAL MANAGEMENT 13F has an annualized alpha of 2.65%, beta of 0.82, and R² of 0.29 versus S&P 500 Index. Calculated based on daily prices since February 11, 2015.

• This portfolio participated in 95.11% of S&P 500 Index downside but only 87.96% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.29 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

BLACK DIAMOND CAPITAL MANAGEMENT 13F has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

BLACK DIAMOND CAPITAL MANAGEMENT 13F ranks 31 for risk / return — below 31% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BLACK DIAMOND CAPITAL MANAGEMENT 13F Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.03
• 5-Year: 0.54
• 10-Year: 0.43
• All Time: 0.34

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of BLACK DIAMOND CAPITAL MANAGEMENT 13F compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

BLACK DIAMOND CAPITAL MANAGEMENT 13F provided a 1.18% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the BLACK DIAMOND CAPITAL MANAGEMENT 13F. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BLACK DIAMOND CAPITAL MANAGEMENT 13F was 59.29%, occurring on Mar 18, 2020. Recovery took 183 trading sessions.

The current BLACK DIAMOND CAPITAL MANAGEMENT 13F drawdown is 2.67%.

The chart below shows the rolling one-month volatility.