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Adler Value Fund (ADLVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS90386H5458
IssuerAdler
Inception DateAug 16, 2018
CategoryLarge Cap Value Equities
Min. Investment$2,500
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

ADLVX has a high expense ratio of 1.29%, indicating higher-than-average management fees.


Expense ratio chart for ADLVX: current value at 1.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.29%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Adler Value Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Adler Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%50.00%60.00%70.00%80.00%90.00%100.00%FebruaryMarchAprilMayJuneJuly
59.95%
95.58%
ADLVX (Adler Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Adler Value Fund had a return of 7.05% year-to-date (YTD) and 8.81% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.05%16.48%
1 month3.81%1.67%
6 months10.05%14.21%
1 year8.81%21.98%
5 years (annualized)9.33%13.13%
10 years (annualized)N/A10.91%

Monthly Returns

The table below presents the monthly returns of ADLVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.08%3.47%6.15%-2.90%2.21%-3.03%7.05%
20235.79%-2.13%-6.28%0.26%-4.37%6.41%4.13%-2.67%-4.90%-4.72%7.15%8.12%5.33%
20220.14%-3.69%2.98%-7.28%4.02%-10.61%3.15%-2.55%-7.75%12.67%3.67%-4.38%-11.32%
20214.24%4.15%5.17%4.39%3.35%2.03%-0.80%-0.71%-2.15%-0.17%-1.17%5.85%26.50%
2020-2.71%-9.29%-20.78%17.57%7.31%-0.20%2.33%5.83%-4.20%-1.02%21.02%1.98%11.56%
20192.37%0.86%0.45%1.29%-2.94%2.43%0.74%0.49%1.90%1.53%3.44%3.29%16.87%
20180.00%-0.05%-0.30%1.15%-3.77%-3.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ADLVX is 26, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ADLVX is 2626
ADLVX (Adler Value Fund)
The Sharpe Ratio Rank of ADLVX is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of ADLVX is 2424Sortino Ratio Rank
The Omega Ratio Rank of ADLVX is 2424Omega Ratio Rank
The Calmar Ratio Rank of ADLVX is 3131Calmar Ratio Rank
The Martin Ratio Rank of ADLVX is 2424Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Adler Value Fund (ADLVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ADLVX
Sharpe ratio
The chart of Sharpe ratio for ADLVX, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.005.000.70
Sortino ratio
The chart of Sortino ratio for ADLVX, currently valued at 1.07, compared to the broader market0.005.0010.001.07
Omega ratio
The chart of Omega ratio for ADLVX, currently valued at 1.13, compared to the broader market1.002.003.004.001.13
Calmar ratio
The chart of Calmar ratio for ADLVX, currently valued at 0.39, compared to the broader market0.005.0010.0015.0020.000.39
Martin ratio
The chart of Martin ratio for ADLVX, currently valued at 1.83, compared to the broader market0.0020.0040.0060.0080.00100.001.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.005.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market0.005.0010.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market1.002.003.004.001.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.005.0010.0015.0020.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0020.0040.0060.0080.00100.007.44

Sharpe Ratio

The current Adler Value Fund Sharpe ratio is 0.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Adler Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.70
1.99
ADLVX (Adler Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Adler Value Fund granted a 1.11% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.


PeriodTTM20232022202120202019
Dividend$0.30$0.30$1.66$2.40$0.31$0.20

Dividend yield

1.11%1.19%6.93%8.29%1.23%0.91%

Monthly Dividends

The table displays the monthly dividend distributions for Adler Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.66$1.66
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.40$2.40
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2019$0.20$0.20

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.90%
-1.97%
ADLVX (Adler Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Adler Value Fund. 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 Adler Value Fund was 40.71%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current Adler Value Fund drawdown is 3.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.71%Feb 13, 202027Mar 23, 2020162Nov 10, 2020189
-23.7%Jan 12, 2022181Sep 30, 2022
-10.06%Jun 9, 202128Jul 19, 2021118Jan 4, 2022146
-6.29%Mar 16, 20217Mar 24, 202122Apr 26, 202129
-4.85%Sep 12, 201919Oct 8, 201913Oct 25, 201932

Volatility

Volatility Chart

The current Adler Value Fund volatility is 3.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.19%
2.94%
ADLVX (Adler Value Fund)
Benchmark (^GSPC)