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ISIN
US98147A2950
CUSIP
98147A295
Inception Date
Jun 11, 2015
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

AFDVX Performance Chart

Applied Finance Explorer Investor (AFDVX) is up 13.3% since the beginning of the year. AFDVX is currently trading at $26 per share. Investors who bought $1,000 worth of AFDVX shares 5 years ago would now be looking at an investment worth $1,645.


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S&P 500 Index

Returns By Period

Applied Finance Explorer Investor (AFDVX) has returned 13.32% so far this year and 26.68% over the past 12 months. Over the last ten years, AFDVX has had an annualized return of 13.66%, just under the S&P 500 Index benchmark’s 13.88%.


Applied Finance Explorer Investor

1D
1.01%
1M
3.90%
YTD
13.32%
6M
10.96%
1Y
26.68%
3Y*
16.13%
5Y*
10.47%
10Y*
13.66%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AFDVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, AFDVX's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Mar 2020 at -24.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, AFDVX closed higher 50% of trading days. The best single day was Apr 6, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.26%1.72%-3.35%8.25%0.24%2.88%13.32%
20253.77%-4.65%-4.04%-3.05%4.25%3.88%0.55%9.22%-0.13%-2.35%2.24%-0.18%8.96%
2024-1.97%2.86%3.61%-1.84%1.44%-2.13%10.97%-1.05%0.88%-1.96%8.06%-8.15%9.75%
20239.25%-1.64%-5.50%-1.35%-2.03%9.91%4.92%-2.00%-3.39%-4.84%7.61%11.36%22.19%
2022-6.62%2.06%1.80%-7.19%3.20%-12.18%11.64%-3.61%-10.36%10.65%5.16%-5.95%-13.84%
20214.83%8.38%6.40%2.44%3.90%-0.00%-1.90%2.00%0.22%4.69%1.49%4.72%43.58%

Benchmark Metrics

Applied Finance Explorer Investor has an annualized alpha of 0.17%, beta of 1.03, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • With beta of 1.03 and R2 of 0.67, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.17%
Beta
1.03
0.67
Upside Capture
100.35%
Downside Capture
102.14%

Expense Ratio

AFDVX has a high expense ratio of 1.08%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AFDVX ranks 50 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


AFDVX Risk / Return Rank: 5050
Overall Rank
AFDVX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AFDVX Sortino Ratio Rank: 4242
Sortino Ratio Rank
AFDVX Omega Ratio Rank: 3636
Omega Ratio Rank
AFDVX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AFDVX Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Applied Finance Explorer Investor (AFDVX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AFDVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

3.23

2.78

+0.45

Martin ratioReturn relative to average drawdown

10.61

12.44

-1.83

Dividends

Dividend History

Applied Finance Explorer Investor provided a 2.56% dividend yield over the last twelve months, with an annual payout of $0.67 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.67$0.67$0.54$0.16$0.29$0.13$0.02$0.05$0.98$0.23

Dividend yield

2.56%2.90%2.49%0.77%1.73%0.67%0.15%0.46%10.44%1.96%

Monthly Dividends

The table displays the monthly dividend distributions for Applied Finance Explorer Investor. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.67$0.67
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13

Drawdowns

Drawdowns Chart

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Applied Finance Explorer Investor. 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 Applied Finance Explorer Investor was 42.97%, occurring on Apr 3, 2020. Recovery took 130 trading sessions.

The current Applied Finance Explorer Investor drawdown is 0.50%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-42.97%Apr 2020
1y 7mo6mo 8d
2y 1moSep 2018 - Oct 2020
2025 selloff2025
-23.38%Apr 2025
4mo 13d4mo 29d
9mo 12dNov 2024 - Sep 2025
Bear market2022
-23.12%Sep 2022
10mo 14d1y 2mo
2y 28dNov 2021 - Dec 2023
2016 correction2016
-12.07%Feb 2016
1mo 7d1mo 5d
2mo 12dJan 2016 - Mar 2016
2018 correction2018
-10.52%Feb 2018
10d3mo 28d
4mo 8dJan 2018 - Jun 2018

Drawdown Indicators


AFDVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.97%

-56.78%

+13.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-9.10%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-23.38%

-18.90%

-4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

-25.43%

+2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-42.97%

-33.92%

-9.05%

Current Drawdown

Current decline from peak

-0.50%

-1.80%

+1.30%

Average Drawdown

Average peak-to-trough decline

-6.73%

-10.71%

+3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.03%

+0.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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