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Applied Finance Select Fund (AFVLX)

Mutual Fund · Currency in USD · Last updated Mar 18, 2023

The fund invests primarily in equity securities of U.S. companies whose market capitalizations are $3 billion or more, measured at the time of purchase. Equity securities in which the fund may invest include common and preferred stocks, rights and warrants, and securities convertible into equity securities. It may also invest in the securities of other investment companies including ETFs.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Applied Finance Select Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,950 for a total return of roughly 89.50%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
6.00%
6.48%
AFVLX (Applied Finance Select Fund)
Benchmark (^GSPC)

S&P 500

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Applied Finance Select Fund

Return

Applied Finance Select Fund had a return of -0.85% year-to-date (YTD) and -6.64% in the last 12 months. Over the past 10 years, Applied Finance Select Fund had an annualized return of 11.02%, outperforming the S&P 500 benchmark which had an annualized return of 9.25%.


PeriodReturnBenchmark
1 month-6.83%-5.31%
Year-To-Date-0.85%2.01%
6 months1.01%0.39%
1 year-6.64%-10.12%
5 years (annualized)8.94%7.32%
10 years (annualized)11.02%9.25%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20235.51%-2.21%
2022-7.66%9.65%5.53%-4.93%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Applied Finance Select Fund Sharpe ratio is -0.32. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.32
-0.43
AFVLX (Applied Finance Select Fund)
Benchmark (^GSPC)

Dividend History

Applied Finance Select Fund granted a 1.03% dividend yield in the last twelve months. The annual payout for that period amounted to $0.18 per share.


PeriodTTM202220212020201920182017
Dividend$0.18$0.18$0.42$0.17$0.10$0.15$0.24

Dividend yield

1.03%1.02%2.13%1.12%0.71%1.44%2.13%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00
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
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
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
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
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
2017$0.24

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2023FebruaryMarch
-12.87%
-18.34%
AFVLX (Applied Finance Select Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Applied Finance Select Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Applied Finance Select Fund is 36.29%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.29%Feb 13, 202027Mar 23, 2020111Aug 28, 2020138
-20.89%Sep 21, 201865Dec 24, 201889May 3, 2019154
-20.12%Jan 5, 2022186Sep 30, 2022
-15.3%Aug 3, 201713Aug 21, 201799Jan 11, 2018112
-10.43%Jan 29, 201844Apr 2, 2018103Aug 27, 2018147
-7.97%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-7.82%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-7.29%May 6, 201919May 31, 201921Jul 1, 201940
-7.19%Jul 29, 201913Aug 14, 201918Sep 10, 201931
-5.03%Jan 22, 20216Jan 29, 20216Feb 8, 202112

Volatility Chart

Current Applied Finance Select Fund volatility is 21.09%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
21.09%
21.17%
AFVLX (Applied Finance Select Fund)
Benchmark (^GSPC)