Canterbury Portfolio Thermostat Fund (CAPTX)
The fund is designed to pursue risk-adjusted growth by maintaining an efficient portfolio exhibiting lower or decreasing portfolio volatility throughout variable market environments. The adviser employs a tactical methodology to adjust the portfolio's asset allocation and diversification to the changing market conditions. The fund will utilize broadly diversified liquid securities traded on major exchanges, primarily exchange traded funds ("ETFs").
Fund Info
US14064D8323
Aug 1, 2016
$5,000
Large-Cap
Blend
Expense Ratio
CAPTX has a high expense ratio of 1.98%, indicating above-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Canterbury Portfolio Thermostat 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
Canterbury Portfolio Thermostat Fund (CAPTX) returned -0.82% year-to-date (YTD) and 1.96% over the past 12 months.
CAPTX
-0.82%
6.21%
-3.44%
1.96%
1.87%
N/A
^GSPC (Benchmark)
-3.70%
13.67%
-5.18%
9.18%
14.14%
10.43%
Monthly Returns
The table below presents the monthly returns of CAPTX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.99% | -0.18% | -2.38% | -1.99% | 0.83% | -0.82% | |||||||
| 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% | 3.50% | 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% | -8.75% | 0.99% |
| 2020 | 1.04% | -6.59% | -12.45% | 5.03% | 0.90% | -0.55% | 3.08% | 2.99% | -1.69% | -2.19% | 5.07% | 3.52% | -3.30% |
| 2019 | 5.37% | 0.65% | 0.90% | 1.37% | -4.68% | 4.35% | 1.36% | 1.43% | 1.27% | -0.52% | 1.40% | 0.05% | 13.36% |
| 2018 | 4.43% | -2.80% | -1.83% | -0.89% | 1.70% | -1.69% | 1.80% | 3.09% | 0.00% | -6.42% | 1.01% | -7.10% | -9.01% |
| 2017 | 2.08% | 1.65% | -0.48% | 1.15% | 1.04% | -0.34% | 2.08% | 0.83% | 0.43% | 1.92% | 1.17% | 0.46% | 12.63% |
| 2016 | -0.60% | -0.60% | -1.11% | 3.07% | 0.63% | 1.34% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CAPTX is 31, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Canterbury Portfolio Thermostat Fund (CAPTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.06 | $0.02 | $0.07 | $0.04 |
Dividend yield | 0.00% | 0.00% | 0.63% | 0.00% | 0.00% | 0.14% | 0.50% | 0.22% | 0.65% | 0.44% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $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 | $0.00 | $0.00 |
| 2020 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 |
| 2019 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.06 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.07 |
| 2016 | $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.
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 230 trading sessions.
The current Canterbury Portfolio Thermostat Fund drawdown is 13.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.25% | Feb 20, 2020 | 23 | Mar 23, 2020 | 230 | Feb 19, 2021 | 253 |
| -25.02% | Dec 30, 2021 | 303 | Mar 15, 2023 | — | — | — |
| -17.7% | Jan 29, 2018 | 229 | Dec 24, 2018 | 268 | Jan 17, 2020 | 497 |
| -4.27% | Mar 16, 2021 | 7 | Mar 24, 2021 | 25 | Apr 29, 2021 | 32 |
| -4% | Nov 8, 2021 | 17 | Dec 1, 2021 | 17 | Dec 27, 2021 | 34 |
Volatility
Volatility Chart
The current Canterbury Portfolio Thermostat Fund volatility is 4.84%, 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.