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Amana Mutual Funds Trust Developing World Fund (AM...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0228653079
CUSIP022865307
IssuerAmana
Inception DateSep 27, 2009
CategoryEmerging Markets Diversified
Min. Investment$250
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AMDWX has a high expense ratio of 1.14%, indicating higher-than-average management fees.


Expense ratio chart for AMDWX: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%

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.


Amana Mutual Funds Trust Developing World Fund

Popular comparisons: AMDWX vs. UMMA, AMDWX vs. AMAGX, AMDWX vs. SPY, AMDWX vs. FXC.AS, AMDWX vs. HLAL, AMDWX vs. FDFIX, AMDWX vs. VXUS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amana Mutual Funds Trust Developing World 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%100.00%200.00%300.00%400.00%December2024FebruaryMarchAprilMay
43.38%
410.17%
AMDWX (Amana Mutual Funds Trust Developing World Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amana Mutual Funds Trust Developing World Fund had a return of 7.51% year-to-date (YTD) and 16.74% in the last 12 months. Over the past 10 years, Amana Mutual Funds Trust Developing World Fund had an annualized return of 2.62%, while the S&P 500 had an annualized return of 10.97%, indicating that Amana Mutual Funds Trust Developing World Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.51%11.29%
1 month5.49%4.87%
6 months14.96%17.88%
1 year16.74%29.16%
5 years (annualized)8.20%13.20%
10 years (annualized)2.62%10.97%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.68%3.74%3.06%-2.89%7.51%
20236.91%-4.19%3.77%-1.18%-0.09%2.91%3.99%-3.67%-3.81%-3.71%6.71%5.94%13.25%
2022-6.07%-1.32%-1.42%-4.80%-0.34%-7.09%3.63%-2.89%-7.31%2.14%10.11%-2.48%-17.60%
20211.86%1.83%-0.90%2.41%0.96%0.51%-2.47%2.53%-3.92%2.19%0.37%1.94%7.31%
2020-1.98%-4.03%-12.30%6.96%3.09%6.31%4.57%1.21%-0.83%2.04%8.72%7.69%21.26%
20197.34%-0.62%1.04%2.27%-5.85%6.54%0.20%-2.21%1.44%2.63%-0.10%5.32%18.67%
20181.59%-3.04%-0.76%-0.67%-3.27%-2.89%1.74%-1.51%-2.15%-6.48%3.69%-2.64%-15.56%
20173.06%1.98%1.94%2.75%2.68%0.00%3.01%0.10%0.58%-0.87%1.36%3.07%21.39%
2016-1.94%0.93%7.26%1.40%-0.64%2.56%1.87%0.61%-0.91%-2.87%-6.11%-0.62%0.97%
2015-1.13%0.67%-3.21%2.44%-1.91%-2.62%-2.10%-7.75%-4.09%4.61%-0.66%-2.21%-17.02%
2014-5.79%4.53%2.31%1.70%0.74%2.21%0.09%2.70%-4.11%1.55%-0.81%-3.53%1.05%
20131.78%-1.20%1.58%1.47%-1.17%-3.75%1.04%-4.23%5.01%4.11%-2.96%-2.12%-0.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMDWX is 48, 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 AMDWX is 4848
AMDWX (Amana Mutual Funds Trust Developing World Fund)
The Sharpe Ratio Rank of AMDWX is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of AMDWX is 5252Sortino Ratio Rank
The Omega Ratio Rank of AMDWX is 4747Omega Ratio Rank
The Calmar Ratio Rank of AMDWX is 4949Calmar Ratio Rank
The Martin Ratio Rank of AMDWX is 4343Martin 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 Amana Mutual Funds Trust Developing World Fund (AMDWX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AMDWX
Sharpe ratio
The chart of Sharpe ratio for AMDWX, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.001.48
Sortino ratio
The chart of Sortino ratio for AMDWX, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.0010.0012.002.19
Omega ratio
The chart of Omega ratio for AMDWX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.26
Calmar ratio
The chart of Calmar ratio for AMDWX, currently valued at 0.83, compared to the broader market0.002.004.006.008.0010.0012.000.84
Martin ratio
The chart of Martin ratio for AMDWX, currently valued at 3.94, compared to the broader market0.0020.0040.0060.003.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market-1.000.001.002.003.004.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.0010.0012.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market0.002.004.006.008.0010.0012.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.0020.0040.0060.009.39

Sharpe Ratio

The current Amana Mutual Funds Trust Developing World Fund Sharpe ratio is 1.48. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amana Mutual Funds Trust Developing World 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 Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.48
2.44
AMDWX (Amana Mutual Funds Trust Developing World Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Amana Mutual Funds Trust Developing World Fund granted a 0.85% dividend yield in the last twelve months. The annual payout for that period amounted to $0.11 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.11$0.11$0.11$0.16$0.00$0.04$0.05$0.02$0.02$0.05$0.02$0.04

Dividend yield

0.85%0.91%1.03%1.16%0.00%0.36%0.50%0.18%0.28%0.58%0.20%0.39%

Monthly Dividends

The table displays the monthly dividend distributions for Amana Mutual Funds Trust Developing World 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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2021$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
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$0.04$0.04
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2013$0.04$0.04

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.65%
0
AMDWX (Amana Mutual Funds Trust Developing World Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amana Mutual Funds Trust Developing World 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 Amana Mutual Funds Trust Developing World Fund was 28.89%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current Amana Mutual Funds Trust Developing World Fund drawdown is 1.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.89%Sep 8, 20141395Mar 23, 2020141Oct 12, 20201536
-27.43%Feb 22, 2021417Oct 14, 2022
-13.75%May 9, 2013186Feb 3, 2014118Jul 23, 2014304
-13.5%May 2, 2011108Oct 3, 2011393Apr 30, 2013501
-4.66%Jan 4, 201150Mar 16, 201126Apr 21, 201176

Volatility

Volatility Chart

The current Amana Mutual Funds Trust Developing World Fund volatility is 3.92%, 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%4.50%5.00%December2024FebruaryMarchAprilMay
3.92%
3.47%
AMDWX (Amana Mutual Funds Trust Developing World Fund)
Benchmark (^GSPC)