Bridgeway Managed Volatility Fund (BRBPX)
The investment seeks to provide a high current return with short-term risk less than or equal to 40% of the stock market. Up to 75% of its total assets may be invested in common stocks and options on any size companies on which options are traded on a national securities exchange. At all times, at least 25% of its total assets will be invested in equities. The fund may invest up to 15% of its total assets in foreign securities. The Adviser normally invests at least 25% of its total assets in money market funds or fixed-income securities.
Fund Info
US1087477006
108747700
Jun 28, 2001
$2,000
Expense Ratio
BRBPX has a high expense ratio of 0.94%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bridgeway Managed Volatility Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
BRBPX
N/A
N/A
N/A
N/A
N/A
N/A
^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of BRBPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.06% | 1.54% | 1.57% | -1.67% | 2.06% | 1.25% | 2.05% | -37.29% | 0.37% | 0.28% | 0.18% | -32.42% | |
| 2023 | 1.81% | -0.63% | 1.91% | 0.94% | -0.99% | 3.38% | 0.97% | -0.42% | -0.78% | 0.12% | 3.40% | 4.28% | 14.71% |
| 2022 | -1.33% | -1.70% | -0.42% | -4.36% | 1.69% | -3.75% | 3.58% | -0.31% | -2.29% | 3.48% | 2.08% | -6.89% | -10.28% |
| 2021 | -1.79% | 2.01% | 1.35% | 2.12% | 0.65% | 1.18% | 0.64% | 0.87% | -1.49% | 1.58% | -0.98% | 0.52% | 6.78% |
| 2020 | -0.00% | -1.95% | -4.25% | 5.82% | 0.13% | 1.77% | 1.80% | 1.89% | -0.62% | -1.18% | 5.30% | -2.82% | 5.53% |
| 2019 | 4.54% | 1.17% | 0.61% | 1.63% | -3.00% | 3.37% | 0.93% | -1.58% | 1.74% | 0.13% | 1.51% | 0.44% | 11.88% |
| 2018 | 2.21% | -1.91% | 0.19% | 0.00% | 1.36% | 0.51% | 1.52% | 0.63% | -0.81% | -3.07% | 0.91% | -10.28% | -9.00% |
| 2017 | 1.47% | 0.76% | 0.21% | -0.07% | 0.34% | 0.61% | 0.34% | 0.54% | 1.01% | 0.66% | 1.71% | 0.32% | 8.18% |
| 2016 | -2.07% | 0.22% | 2.54% | -0.43% | 0.43% | 0.57% | 0.77% | -0.28% | 0.63% | -0.07% | -0.14% | 0.27% | 2.42% |
| 2015 | -0.86% | 3.02% | -0.56% | -0.14% | -0.28% | -0.85% | 0.07% | -2.20% | -1.09% | 2.50% | 0.21% | 0.46% | 0.17% |
| 2014 | -0.98% | 2.36% | 1.34% | 0.74% | 1.17% | 0.58% | -0.65% | 0.79% | -0.72% | 0.22% | 0.58% | 0.42% | 5.95% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BRBPX is 1, meaning it’s performing worse than 99% of other 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.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Bridgeway Managed Volatility Fund (BRBPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Bridgeway Managed Volatility Fund provided a 2.18% dividend yield over the last twelve months, with an annual payout of $0.24 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.24 | $1.41 | $0.05 | $0.00 | $0.00 | $0.16 | $0.14 | $0.09 | $0.06 | $0.00 | $0.02 |
Dividend yield | 2.18% | 8.64% | 0.34% | 0.00% | 0.00% | 1.03% | 0.97% | 0.58% | 0.41% | 0.03% | 0.13% |
Monthly Dividends
The table displays the monthly dividend distributions for Bridgeway Managed Volatility Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.41 | $1.41 |
| 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 | $0.00 | $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 | $0.16 | $0.16 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2017 | $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 |
| 2016 | $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 |
| 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 | $0.02 | $0.02 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Bridgeway Managed Volatility 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 Bridgeway Managed Volatility Fund was 37.29%, occurring on Aug 30, 2024. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.29% | Aug 1, 2024 | 22 | Aug 30, 2024 | — | — | — |
| -31.78% | Dec 27, 2007 | 300 | Mar 9, 2009 | 1001 | Mar 1, 2013 | 1301 |
| -15.63% | Aug 30, 2018 | 80 | Dec 24, 2018 | 404 | Aug 3, 2020 | 484 |
| -12.65% | May 3, 2002 | 110 | Oct 9, 2002 | 171 | Jun 16, 2003 | 281 |
| -12.08% | Nov 17, 2021 | 285 | Jan 5, 2023 | 238 | Dec 15, 2023 | 523 |
Volatility
Volatility Chart
The current Bridgeway Managed Volatility Fund volatility is 0.00%, 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.