PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

Bridgeway Ultra Small Company Market Fund (BRSIX)

Mutual Fund · Currency in USD · Last updated Sep 30, 2023

The investment seeks to provide a long-term total return on capital, primarily through capital appreciation. The fund invests at least 80% of its net assets (plus borrowings for investment purposes) in ultra-small company stocks based on company size at the time of purchase. It aims to achieve its objective by approximating the total return of the Cap-Based Portfolio 10 Index (the "index") published by the University of Chicago's Center for Research in Security Prices ("CRSP") over longer time periods. The Adviser invests in a representative sample of the companies included in the index.

Summary

Fund Info

ISINUS1087474037
CUSIP108747403
IssuerBridgeway
Inception DateJul 31, 1997
CategorySmall Cap Value Equities
Minimum Investment$2,000
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

The Bridgeway Ultra Small Company Market Fund has a high expense ratio of 0.78%, indicating higher-than-average management fees.


0.78%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in Bridgeway Ultra Small Company Market 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%MayJuneJulyAugustSeptember
-3.98%
3.97%
BRSIX (Bridgeway Ultra Small Company Market Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

Bridgeway Ultra Small Company Market Fund

Popular comparisons: BRSIX vs. XLB

Return

Bridgeway Ultra Small Company Market Fund had a return of -3.61% year-to-date (YTD) and 0.60% in the last 12 months. Over the past 10 years, Bridgeway Ultra Small Company Market Fund had an annualized return of 4.67%, while the S&P 500 had an annualized return of 9.79%, indicating that Bridgeway Ultra Small Company Market Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-6.08%-4.87%
6 months-3.33%4.35%
Year-To-Date-3.61%11.68%
1 year0.60%19.59%
5 years (annualized)-0.29%8.04%
10 years (annualized)4.67%9.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-7.26%-1.96%0.90%4.85%7.08%-7.31%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Market Fund (BRSIX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BRSIX
Bridgeway Ultra Small Company Market Fund
-0.07
^GSPC
S&P 500
0.89

Sharpe Ratio

The current Bridgeway Ultra Small Company Market Fund Sharpe ratio is -0.07. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-0.07
0.89
BRSIX (Bridgeway Ultra Small Company Market Fund)
Benchmark (^GSPC)

Dividend History

Bridgeway Ultra Small Company Market Fund granted a 2.20% dividend yield in the last twelve months. The annual payout for that period amounted to $0.22 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.22$0.22$3.51$0.49$0.15$1.65$1.96$1.19$1.65$1.78$1.83$2.94

Dividend yield

2.20%2.12%26.17%4.46%1.74%21.81%21.45%14.70%24.66%24.47%26.28%63.89%

Monthly Dividends

The table displays the monthly dividend distributions for Bridgeway Ultra Small Company Market 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$0.00$0.00$0.00$0.00$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$0.22
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.51
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.65
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.96
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.19
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.65
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.78
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.83
2012$2.94

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptember
-36.40%
-10.60%
BRSIX (Bridgeway Ultra Small Company Market Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Bridgeway Ultra Small Company Market 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 Bridgeway Ultra Small Company Market Fund is 61.79%, recorded on Mar 9, 2009. It took 978 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.79%Jul 13, 2007417Mar 9, 2009978Jan 28, 20131395
-54.09%Jul 10, 2018426Mar 18, 2020183Dec 7, 2020609
-37.37%Mar 16, 2021506Mar 20, 2023
-30.19%Jan 12, 2000240Dec 21, 2000312Mar 27, 2002552
-25.76%Apr 16, 2015209Feb 11, 2016194Nov 16, 2016403

Volatility Chart

The current Bridgeway Ultra Small Company Market Fund volatility is 3.59%, 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%8.00%MayJuneJulyAugustSeptember
3.59%
3.17%
BRSIX (Bridgeway Ultra Small Company Market Fund)
Benchmark (^GSPC)