- ISIN
- US14064D8323
- Inception Date
- Aug 1, 2016
- Category
- Tactical Allocation
- Min. Investment
- $5,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
CAPTX Performance Chart
Canterbury Portfolio Thermostat Fund (CAPTX) is up 16.4% since the beginning of the year. CAPTX is currently trading at $14 per share. Investors who bought $1,000 worth of CAPTX shares 5 years ago would now be looking at an investment worth $1,308.
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Returns By Period
Canterbury Portfolio Thermostat Fund (CAPTX) has returned 16.40% so far this year and 29.63% over the past 12 months.
Canterbury Portfolio Thermostat Fund
- 1D
- 0.63%
- 1M
- 5.46%
- YTD
- 16.40%
- 6M
- 18.40%
- 1Y
- 29.63%
- 3Y*
- 13.10%
- 5Y*
- 5.51%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
CAPTX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, CAPTX's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +7.5%, while the worst month was Mar 2020 at -12.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CAPTX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +6.4%, while the worst single day was Mar 16, 2020 at -9.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.59% | 2.04% | -5.69% | 7.52% | 5.03% | 0.49% | 16.40% | ||||||
| 2025 | 2.99% | -0.18% | -2.38% | -1.99% | 2.39% | 1.71% | -0.88% | 0.71% | 3.72% | 3.59% | 0.99% | 1.55% | 12.68% |
| 2024 | 3.32% | 1.36% | 2.50% | -0.84% | 2.55% | 1.20% | 0.09% | 0.73% | 1.17% | -0.71% | 4.50% | -4.99% | 11.07% |
| 2023 | 3.02% | -2.93% | 0.02% | 1.41% | -0.89% | 3.51% | 0.10% | -2.62% | -1.26% | -0.71% | 0.92% | 0.28% | 0.63% |
| 2022 | -2.66% | -0.64% | 2.75% | -3.13% | 1.01% | -3.74% | 2.94% | -2.30% | -6.13% | 3.31% | -1.26% | -2.17% | -11.80% |
| 2021 | 1.25% | 4.78% | 1.94% | 2.73% | 1.29% | -0.88% | 0.72% | 0.88% | -3.48% | 2.46% | -1.28% | 3.08% | 14.07% |
Benchmark Metrics
Canterbury Portfolio Thermostat Fund has an annualized alpha of -1.91%, beta of 0.56, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- This fund participated in 66.71% of S&P 500 Index downside but only 47.64% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.56 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -1.91%
- Beta
- 0.56
- R²
- 0.77
- Upside Capture
- 47.64%
- Downside Capture
- 66.71%
Expense Ratio
CAPTX has a high expense ratio of 1.98%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CAPTX ranks 82 for risk / return — in the top 82% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Canterbury Portfolio Thermostat Fund (CAPTX) and compare them to S&P 500 Index.
| CAPTX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.74 | 2.24 | +0.50 |
Sortino ratioReturn per unit of downside risk | 3.88 | 3.07 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.41 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.81 | 2.93 | +0.89 |
Martin ratioReturn relative to average drawdown | 16.73 | 13.52 | +3.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Canterbury Portfolio Thermostat Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $1.47 | $0.02 | $0.14 | $0.14 | $0.11 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.63% | 0.00% | 13.02% | 0.15% | 1.21% | 1.35% | 0.99% |
Monthly Dividends
The table displays the monthly dividend distributions for Canterbury Portfolio Thermostat 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $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 |
| 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 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.06 |
| 2022 | $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 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.47 | $1.47 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Canterbury Portfolio Thermostat 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 Canterbury Portfolio Thermostat Fund was 28.25%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -28.25%Mar 2020 | 1mo 2d | 11mo | 12mo 2dFeb 2020 - Feb 2021 |
Rate-hike selloffLate 2018 | -17.70%Dec 2018 | 10mo 29d | 1y 13d | 1y 11moJan 2018 - Jan 2020 |
2023 correction2023 | -15.88%Mar 2023 | 10mo 28d | 1y 7mo | 2y 6moApr 2022 - Oct 2024 |
2025 selloff2025 | -11.27%Apr 2025 | 4mo 7d | 5mo 17d | 9mo 24dDec 2024 - Sep 2025 |
2026 pullback2026 | -7.81%Mar 2026 | 1mo 16d | 1mo 1d | 2mo 17dFeb 2026 - Apr 2026 |
Drawdown Indicators
| CAPTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.25% | -56.78% | +28.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -9.10% | +1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -11.27% | -18.90% | +7.63% |
Max Drawdown (5Y)Largest decline over 5 years | -15.88% | -25.43% | +9.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -10.72% | +5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.97% | -0.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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