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SGI Small Cap Core Fund (BOGIX)

Mutual Fund · Currency in USD · Last updated Apr 1, 2023

The fund seeks to achieve its objective by investing under normal circumstances at least 80% of the net assets of the portfolio (including borrowings for investment purposes) in the stocks of U.S. companies with market capitalizations, at the time of purchase, that are within the trailing twelve-month range of the market capitalizations of those companies that are included in the Russell 2000 Index ("Small Cap Stocks"). As part of its investment strategy, the Adviser will continue to invest in Small Cap Stocks that the adviser believes will appreciate more than the index.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in SGI Small Cap Core Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $48,086 for a total return of roughly 380.86%. All prices are adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2023FebruaryMarch
380.86%
186.83%
BOGIX (SGI Small Cap Core Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with BOGIX

SGI Small Cap Core Fund

Return

SGI Small Cap Core Fund had a return of 4.95% year-to-date (YTD) and -4.21% in the last 12 months. Over the past 10 years, SGI Small Cap Core Fund had an annualized return of 9.29%, while the S&P 500 had an annualized return of 10.16%, indicating that SGI Small Cap Core Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-4.92%3.51%
Year-To-Date4.95%7.03%
6 months12.04%12.88%
1 year-4.21%-10.71%
5 years (annualized)7.56%9.25%
10 years (annualized)9.29%10.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20239.05%1.23%
2022-9.44%10.99%3.08%-6.24%

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 SGI Small Cap Core Fund Sharpe ratio is -0.16. 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.


-0.80-0.60-0.40-0.200.000.20NovemberDecember2023FebruaryMarch
-0.16
-0.46
BOGIX (SGI Small Cap Core Fund)
Benchmark (^GSPC)

Dividend History

SGI Small Cap Core Fund granted a 0.60% dividend yield in the last twelve months. The annual payout for that period amounted to $0.15 per share.


PeriodTTM2022202120202019201820172016201520142013
Dividend$0.15$0.15$10.04$1.70$0.09$3.77$3.34$0.00$4.08$4.80$0.06

Dividend yield

0.60%0.63%35.34%7.13%0.44%23.81%18.12%0.00%31.10%33.65%0.45%

Monthly Dividends

The table displays the monthly dividend distributions for SGI Small Cap Core 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$0.15
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$10.04
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.70
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.77
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.34
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.08
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.80
2013$0.06

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-12.90%
-14.33%
BOGIX (SGI Small Cap Core Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the SGI Small Cap Core 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 SGI Small Cap Core Fund is 68.37%, recorded on Mar 9, 2009. It took 961 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.37%Jul 13, 2007416Mar 9, 2009961Jan 2, 20131377
-45.46%Sep 5, 2018386Mar 18, 2020144Oct 12, 2020530
-32.16%Apr 16, 2015209Feb 11, 2016198Nov 22, 2016407
-32.13%Apr 17, 2002122Oct 9, 2002215Aug 19, 2003337
-23.33%Nov 9, 2021221Sep 26, 2022
-23.27%Jun 6, 200171Sep 21, 2001113Mar 6, 2002184
-19.96%Oct 4, 20058Oct 13, 200591Feb 24, 200699
-19.89%Jan 27, 2004188Oct 22, 2004220Sep 7, 2005408
-18.72%May 8, 200667Aug 11, 2006130Feb 20, 2007197
-15.91%Sep 3, 201429Oct 13, 2014109Mar 20, 2015138

Volatility Chart

Current SGI Small Cap Core Fund volatility is 22.94%. 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.


15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
22.94%
15.42%
BOGIX (SGI Small Cap Core Fund)
Benchmark (^GSPC)