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Aegis Value Fund (AVALX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00761L1026
CUSIP00761L102
IssuerAegis
Inception DateMay 15, 1998
CategorySmall Cap Value Equities
Min. Investment$10,000
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

AVALX has a high expense ratio of 1.50%, indicating higher-than-average management fees.


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

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: AVALX vs. VSCAX, AVALX vs. SPY, AVALX vs. RAMSX, AVALX vs. NSDVX, AVALX vs. TASCX, AVALX vs. WMICX

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.98%
14.80%
AVALX (Aegis Value Fund)
Benchmark (^GSPC)

Returns By Period

Aegis Value Fund had a return of 16.41% year-to-date (YTD) and 24.68% in the last 12 months. Over the past 10 years, Aegis Value Fund had an annualized return of 9.46%, while the S&P 500 had an annualized return of 11.41%, indicating that Aegis Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date16.41%25.70%
1 month0.61%3.51%
6 months8.98%14.80%
1 year24.68%37.91%
5 years (annualized)20.86%14.18%
10 years (annualized)9.46%11.41%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.98%-1.55%8.71%1.53%7.51%-7.14%6.04%2.95%1.94%0.72%16.41%
202311.04%-3.01%0.81%-1.01%-7.92%6.80%4.85%-3.84%0.79%-1.89%7.15%-1.44%11.30%
20222.17%5.34%9.68%-0.82%0.18%-15.03%11.05%-5.64%-11.86%9.00%13.52%-2.96%10.50%
20210.43%10.12%4.04%11.68%12.46%-6.77%-2.79%-0.91%-0.70%5.49%-5.14%6.74%37.67%
2020-6.60%-10.46%-26.70%25.06%3.58%13.63%9.19%7.13%-6.45%-2.35%12.65%4.49%13.48%
201915.74%0.28%-0.28%0.17%-11.01%9.29%-2.81%2.19%-0.75%-3.20%-1.14%15.64%22.98%
20180.61%-1.37%2.10%1.05%3.38%-0.96%-2.47%-1.49%-1.41%-1.84%-6.79%-13.55%-21.46%
20173.88%-4.08%0.36%0.12%-8.89%5.96%3.09%-4.01%0.87%1.73%10.58%8.14%17.37%
2016-8.63%13.52%19.55%23.32%-6.57%2.32%7.69%-0.26%1.85%-5.84%5.07%7.88%70.70%
2015-5.64%3.80%-3.19%7.88%-1.12%1.66%-15.13%10.49%-10.28%-1.06%-4.72%-6.79%-24.00%
2014-2.77%3.00%-1.60%1.62%-3.43%6.37%-6.67%2.99%-11.55%-6.07%-4.00%-21.87%-38.39%
20137.81%3.82%4.39%-1.37%4.43%0.72%4.77%-0.53%2.97%1.89%-0.00%-1.14%31.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AVALX is 25, indicating that it is in the bottom 25% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AVALX is 2525
Combined Rank
The Sharpe Ratio Rank of AVALX is 1313Sharpe Ratio Rank
The Sortino Ratio Rank of AVALX is 1212Sortino Ratio Rank
The Omega Ratio Rank of AVALX is 1111Omega Ratio Rank
The Calmar Ratio Rank of AVALX is 7575Calmar Ratio Rank
The Martin Ratio Rank of AVALX is 1212Martin 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 Aegis Value Fund (AVALX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AVALX
Sharpe ratio
The chart of Sharpe ratio for AVALX, currently valued at 1.34, compared to the broader market0.002.004.001.34
Sortino ratio
The chart of Sortino ratio for AVALX, currently valued at 1.86, compared to the broader market0.005.0010.001.86
Omega ratio
The chart of Omega ratio for AVALX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for AVALX, currently valued at 2.05, compared to the broader market0.005.0010.0015.0020.002.05
Martin ratio
The chart of Martin ratio for AVALX, currently valued at 5.15, compared to the broader market0.0020.0040.0060.0080.00100.005.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market0.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current Aegis Value Fund Sharpe ratio is 1.34. 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 Aegis Value 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.34
2.97
AVALX (Aegis Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Aegis Value Fund provided a 0.56% dividend yield over the last twelve months, with an annual payout of $0.23 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.23$0.23$0.05$0.00$0.44$0.05$0.00$0.00$0.24$0.00$0.00$0.04

Dividend yield

0.56%0.65%0.16%0.00%2.10%0.25%0.00%0.00%1.45%0.04%0.00%0.16%

Monthly Dividends

The table displays the monthly dividend distributions for Aegis Value 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$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$0.23$0.23
2022$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
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$0.44$0.44
2019$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
2018$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
2017$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
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2015$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
2014$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
2013$0.04$0.04

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.72%
0
AVALX (Aegis Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Aegis Value 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 Aegis Value Fund was 79.55%, occurring on Mar 9, 2009. Recovery took 991 trading sessions.

The current Aegis Value Fund drawdown is 1.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.55%Dec 7, 2006565Mar 9, 2009991Feb 13, 20131556
-61.25%Jul 7, 2014389Jan 20, 20161248Jan 4, 20211637
-32%Apr 21, 2022109Sep 26, 2022377Apr 2, 2024486
-18.37%Jun 2, 202157Aug 20, 2021100Jan 12, 2022157
-17.42%May 15, 2002207Mar 11, 200356May 30, 2003263

Volatility

Volatility Chart

The current Aegis Value Fund volatility is 3.88%, 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%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.88%
3.92%
AVALX (Aegis Value Fund)
Benchmark (^GSPC)