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Applied Finance Select Fund (AFVLX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS98148J1960
CUSIP98148J196
IssuerApplied Finance Advisors
Inception DateFeb 1, 2017
CategoryLarge Cap Value Equities
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

AFVLX has a high expense ratio of 1.48%, indicating higher-than-average management fees.


Expense ratio chart for AFVLX: current value at 1.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.48%

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.


Applied Finance Select Fund

Popular comparisons: AFVLX vs. FSPGX

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
7.52%
15.17%
AFVLX (Applied Finance Select Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Applied Finance Select Fund had a return of 5.01% year-to-date (YTD) and 16.79% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.01%13.65%
1 month0.18%3.82%
6 months7.51%15.17%
1 year16.79%24.08%
5 years (annualized)13.27%13.46%
10 years (annualized)N/A10.86%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.53%4.26%3.72%-4.47%1.44%5.01%
20235.51%-2.21%0.66%0.11%-2.19%7.21%4.59%-2.69%-4.15%-2.67%8.67%6.16%19.43%
2022-3.06%-3.05%3.09%-4.71%1.36%-9.21%6.14%-2.72%-7.66%9.65%5.53%-4.92%-10.88%
2021-0.63%6.24%5.64%4.16%0.92%-0.27%1.34%2.27%-3.21%4.06%-1.85%6.62%27.73%
2020-2.50%-8.06%-15.07%13.33%6.05%-0.31%3.92%7.32%-2.25%-2.30%14.20%3.96%15.33%
20199.46%2.82%1.75%4.09%-7.15%7.70%1.26%-2.40%2.70%1.70%5.33%1.78%31.89%
20185.39%-4.71%-1.93%0.51%0.77%0.51%3.69%3.73%0.08%-7.41%0.76%-9.52%-8.91%
20172.50%-0.49%0.98%0.10%1.26%3.35%0.74%3.68%1.77%3.31%2.27%21.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AFVLX is 65, 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 AFVLX is 6565
AFVLX (Applied Finance Select Fund)
The Sharpe Ratio Rank of AFVLX is 6363Sharpe Ratio Rank
The Sortino Ratio Rank of AFVLX is 6161Sortino Ratio Rank
The Omega Ratio Rank of AFVLX is 5858Omega Ratio Rank
The Calmar Ratio Rank of AFVLX is 8282Calmar Ratio Rank
The Martin Ratio Rank of AFVLX is 6060Martin 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 Applied Finance Select Fund (AFVLX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AFVLX
Sharpe ratio
The chart of Sharpe ratio for AFVLX, currently valued at 1.56, compared to the broader market-1.000.001.002.003.004.001.56
Sortino ratio
The chart of Sortino ratio for AFVLX, currently valued at 2.22, compared to the broader market0.005.0010.002.22
Omega ratio
The chart of Omega ratio for AFVLX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for AFVLX, currently valued at 1.62, compared to the broader market0.005.0010.0015.001.62
Martin ratio
The chart of Martin ratio for AFVLX, currently valued at 4.73, compared to the broader market0.0020.0040.0060.0080.004.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.20, compared to the broader market-1.000.001.002.003.004.002.20
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.12, compared to the broader market0.005.0010.003.12
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.76, compared to the broader market0.005.0010.0015.001.76
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.26, compared to the broader market0.0020.0040.0060.0080.008.26

Sharpe Ratio

The current Applied Finance Select Fund Sharpe ratio is 1.56. 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 Applied Finance Select 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 Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.56
2.20
AFVLX (Applied Finance Select Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Applied Finance Select Fund granted a 1.13% dividend yield in the last twelve months. The annual payout for that period amounted to $0.25 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.25$0.25$0.18$0.42$0.17$0.10$0.15$0.24

Dividend yield

1.13%1.18%1.02%2.11%1.09%0.68%1.37%2.00%

Monthly Dividends

The table displays the monthly dividend distributions for Applied Finance Select 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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2017$0.24$0.24

Drawdowns

Drawdowns Chart

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


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-3.75%
0
AFVLX (Applied Finance Select Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Applied Finance Select 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 Applied Finance Select Fund was 36.29%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.

The current Applied Finance Select Fund drawdown is 3.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.29%Feb 20, 202023Mar 23, 2020111Aug 28, 2020134
-20.89%Sep 21, 201865Dec 24, 201889May 3, 2019154
-20.12%Jan 5, 2022186Sep 30, 2022207Jul 31, 2023393
-15.3%Aug 3, 201713Aug 21, 201799Jan 11, 2018112
-11.01%Aug 1, 202363Oct 27, 202330Dec 11, 202393

Volatility

Volatility Chart

The current Applied Finance Select Fund volatility is 2.85%, 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.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.85%
2.51%
AFVLX (Applied Finance Select Fund)
Benchmark (^GSPC)