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Alger Capital Appreciation Portfolio (ALVOX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US0155447032

Issuer

Alger

Inception Date

Jan 25, 1995

Min. Investment

$500,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

ALVOX features an expense ratio of 0.91%, falling within the medium range.


Expense ratio chart for ALVOX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%

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.


Popular comparisons:
ALVOX vs. TBCIX ALVOX vs. FUMIX ALVOX vs. IYW ALVOX vs. ACAAX ALVOX vs. SMH ALVOX vs. BCH-USD
Popular comparisons:
ALVOX vs. TBCIX ALVOX vs. FUMIX ALVOX vs. IYW ALVOX vs. ACAAX ALVOX vs. SMH ALVOX vs. BCH-USD

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
18.23%
9.23%
ALVOX (Alger Capital Appreciation Portfolio)
Benchmark (^GSPC)

Returns By Period

Alger Capital Appreciation Portfolio had a return of 52.21% year-to-date (YTD) and 52.62% in the last 12 months. Over the past 10 years, Alger Capital Appreciation Portfolio had an annualized return of 5.19%, while the S&P 500 had an annualized return of 11.11%, indicating that Alger Capital Appreciation Portfolio did not perform as well as the benchmark.


ALVOX

YTD

52.21%

1M

3.16%

6M

20.25%

1Y

52.62%

5Y*

8.09%

10Y*

5.19%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.06%8.20%2.43%-4.25%8.12%6.26%-3.49%3.25%4.86%1.05%9.83%52.21%
20239.06%-1.76%6.22%1.30%5.38%6.51%3.07%-0.89%-5.99%-0.96%11.85%3.99%43.13%
2022-11.08%-2.86%1.64%-14.62%-3.49%-8.76%12.21%-4.15%-9.80%3.87%3.44%-15.79%-42.07%
2021-0.86%2.13%0.55%6.30%-1.23%5.70%2.38%3.25%-5.60%7.53%-0.64%-21.66%-5.62%
20203.26%-5.83%-8.77%14.69%6.81%4.47%7.56%10.16%-4.11%-3.13%10.20%-10.33%23.50%
20198.96%3.49%2.41%5.06%-6.28%7.20%1.24%-1.33%-0.88%2.82%4.64%-8.44%18.89%
20188.45%-2.24%-2.99%1.53%4.51%0.68%2.29%4.48%0.68%-9.53%2.12%-24.51%-17.56%
20175.35%3.62%1.69%2.74%3.11%-0.90%3.21%2.49%-0.19%4.65%1.60%-5.72%23.33%
2016-7.13%-2.01%6.39%-1.00%2.79%-1.72%5.12%-0.58%1.39%-2.57%0.07%-0.30%-0.28%
2015-1.29%6.59%0.04%-0.75%3.27%-1.01%2.51%-7.04%-3.40%8.13%1.04%-11.95%-5.43%
2014-1.99%5.50%-2.41%-0.93%3.42%3.02%-0.75%4.66%-1.32%1.45%3.47%-15.11%-2.72%
20135.11%0.61%3.34%0.45%3.10%-2.34%5.77%-1.01%4.79%4.62%3.19%-7.49%21.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 89, ALVOX is among the top 11% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ALVOX is 8989
Overall Rank
The Sharpe Ratio Rank of ALVOX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ALVOX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ALVOX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of ALVOX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ALVOX is 9393
Martin 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 Alger Capital Appreciation Portfolio (ALVOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ALVOX, currently valued at 2.62, compared to the broader market-1.000.001.002.003.004.002.622.07
The chart of Sortino ratio for ALVOX, currently valued at 3.31, compared to the broader market-2.000.002.004.006.008.0010.003.312.76
The chart of Omega ratio for ALVOX, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.003.501.451.39
The chart of Calmar ratio for ALVOX, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.0014.001.333.05
The chart of Martin ratio for ALVOX, currently valued at 14.40, compared to the broader market0.0020.0040.0060.0014.4013.27
ALVOX
^GSPC

The current Alger Capital Appreciation Portfolio Sharpe ratio is 2.62. 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 Alger Capital Appreciation Portfolio 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.62
2.07
ALVOX (Alger Capital Appreciation Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

Alger Capital Appreciation Portfolio provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.10%0.20%0.30%0.40%$0.00$0.05$0.10$0.15$0.20$0.2520132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.13$0.13$0.06$0.08$0.27

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.11%0.16%0.19%0.09%0.11%0.37%

Monthly Dividends

The table displays the monthly dividend distributions for Alger Capital Appreciation Portfolio. 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$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$0.00$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$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2017$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
2016$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
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2013$0.27$0.27

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.47%
-1.91%
ALVOX (Alger Capital Appreciation Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Alger Capital Appreciation Portfolio. 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 Alger Capital Appreciation Portfolio was 57.47%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Alger Capital Appreciation Portfolio drawdown is 5.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.47%Nov 17, 2021280Dec 28, 2022
-55.11%Nov 7, 2007262Nov 20, 2008610Apr 26, 2011872
-35.44%Oct 2, 201858Dec 24, 2018394Jul 20, 2020452
-31.05%Nov 28, 2014303Feb 11, 2016417Oct 6, 2017720
-29.89%May 15, 2002189Feb 13, 2003224Jan 6, 2004413

Volatility

Volatility Chart

The current Alger Capital Appreciation Portfolio volatility is 6.29%, 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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.29%
3.82%
ALVOX (Alger Capital Appreciation Portfolio)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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