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AAMA Equity Fund (AMFEX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0454198435
CUSIP045419843
IssuerAAMA
Inception DateJun 30, 2017
CategoryLarge Cap Blend Equities
Min. Investment$10,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AMFEX has a high expense ratio of 1.17%, indicating higher-than-average management fees.


Expense ratio chart for AMFEX: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%

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.


AAMA Equity Fund

Popular comparisons: AMFEX vs. SWPPX, AMFEX vs. QQQ, AMFEX vs. VINIX, AMFEX vs. VDIGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AAMA Equity 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
10.85%
15.14%
AMFEX (AAMA Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AAMA Equity Fund had a return of 9.52% year-to-date (YTD) and 17.81% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date9.52%13.92%
1 month0.82%3.57%
6 months10.72%15.13%
1 year17.81%24.27%
5 years (annualized)11.08%13.51%
10 years (annualized)N/A10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.89%4.07%3.17%-3.29%3.86%9.52%
20234.50%-2.98%3.82%0.59%-0.91%5.80%2.62%-1.46%-4.25%-1.99%7.29%3.82%17.32%
2022-4.36%-1.24%3.18%-7.62%0.38%-7.02%7.22%-4.28%-8.21%8.09%5.70%-4.98%-14.08%
2021-1.18%2.38%4.32%4.40%0.94%1.31%2.28%1.56%-4.97%5.55%-0.00%4.42%22.58%
2020-0.78%-6.66%-11.42%9.76%3.63%1.83%4.42%5.96%-2.88%-2.36%10.14%2.64%12.70%
20197.60%2.95%0.61%3.36%-5.93%5.68%1.34%-1.57%1.60%1.74%2.85%2.62%24.62%
20185.64%-3.10%-2.67%-0.18%2.56%0.27%3.65%3.18%0.25%-7.39%2.60%-8.41%-4.58%
20171.40%0.49%2.06%2.02%2.92%1.05%10.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMFEX is 73, 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 AMFEX is 7373
AMFEX (AAMA Equity Fund)
The Sharpe Ratio Rank of AMFEX is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of AMFEX is 7171Sortino Ratio Rank
The Omega Ratio Rank of AMFEX is 6868Omega Ratio Rank
The Calmar Ratio Rank of AMFEX is 8080Calmar Ratio Rank
The Martin Ratio Rank of AMFEX is 7474Martin 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 AAMA Equity Fund (AMFEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AMFEX
Sharpe ratio
The chart of Sharpe ratio for AMFEX, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for AMFEX, currently valued at 2.57, compared to the broader market0.005.0010.002.57
Omega ratio
The chart of Omega ratio for AMFEX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for AMFEX, currently valued at 1.53, compared to the broader market0.005.0010.0015.001.53
Martin ratio
The chart of Martin ratio for AMFEX, currently valued at 6.74, compared to the broader market0.0020.0040.0060.0080.006.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-1.000.001.002.003.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market0.005.0010.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.005.0010.0015.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market0.0020.0040.0060.0080.008.07

Sharpe Ratio

The current AAMA Equity Fund Sharpe ratio is 1.81. 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 AAMA Equity 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
1.81
2.15
AMFEX (AAMA Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AAMA Equity Fund granted a 0.84% dividend yield in the last twelve months. The annual payout for that period amounted to $0.15 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.15$0.15$0.70$0.04$0.06$0.10$0.09$0.04

Dividend yield

0.84%0.92%4.82%0.22%0.44%0.78%0.83%0.40%

Monthly Dividends

The table displays the monthly dividend distributions for AAMA Equity 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$0.15$0.15
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2021$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
2020$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
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$0.09$0.09
2017$0.04$0.04

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.27%
0
AMFEX (AAMA Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AAMA Equity 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 AAMA Equity Fund was 30.41%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current AAMA Equity Fund drawdown is 0.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.41%Feb 20, 202023Mar 23, 2020108Aug 25, 2020131
-21.21%Dec 30, 2021190Sep 30, 2022306Dec 19, 2023496
-18.5%Sep 21, 201865Dec 24, 2018131Jul 3, 2019196
-9.64%Jan 29, 20189Feb 8, 2018124Aug 7, 2018133
-7.55%Sep 3, 202014Sep 23, 202035Nov 11, 202049

Volatility

Volatility Chart

The current AAMA Equity Fund volatility is 2.26%, 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
2.26%
2.49%
AMFEX (AAMA Equity Fund)
Benchmark (^GSPC)