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ISIN
US0570715658
Issuer
Baird
Inception Date
Apr 14, 2016
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

CCWSX Performance Chart

Chautauqua International Growth Fund (CCWSX) is down 5.5% since the beginning of the year. CCWSX is currently trading at $21 per share. Investors who bought $1,000 worth of CCWSX shares 5 years ago would now be looking at an investment worth $1,168.


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S&P 500 Index

Returns By Period

Chautauqua International Growth Fund (CCWSX) has returned -5.54% so far this year and 2.61% over the past 12 months.


Chautauqua International Growth Fund

1D
1.76%
1M
0.48%
YTD
-5.54%
6M
-6.08%
1Y
2.61%
3Y*
7.32%
5Y*
3.15%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCWSX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, CCWSX's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2022 with a return of +14.8%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CCWSX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -9.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.14%-2.36%-11.05%5.22%3.87%-0.62%-5.54%
20255.44%3.09%-3.39%1.52%5.00%1.05%-0.80%2.95%3.05%0.40%-1.34%1.06%19.17%
2024-0.41%3.62%1.78%-4.05%4.52%0.90%1.28%4.67%3.25%-3.30%3.26%-4.16%11.30%
202310.06%-3.73%5.43%0.53%-1.77%1.44%3.67%-7.36%-4.93%-4.15%9.12%4.93%12.16%
2022-6.73%-4.50%0.91%-7.90%-2.28%-2.86%7.40%-4.85%-10.46%2.92%14.76%-3.51%-18.05%
20212.46%0.11%-1.11%2.42%2.20%0.38%0.05%4.98%-3.93%4.46%-6.15%1.13%6.62%

Benchmark Metrics

Chautauqua International Growth Fund has an annualized alpha of -1.11%, beta of 0.84, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

  • This fund participated in 96.60% of S&P 500 Index downside but only 82.63% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.11%
Beta
0.84
0.69
Upside Capture
82.63%
Downside Capture
96.60%

Expense Ratio

CCWSX has a high expense ratio of 1.05%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CCWSX ranks 3 for risk / return — in the bottom 3% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CCWSX Risk / Return Rank: 33
Overall Rank
CCWSX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CCWSX Sortino Ratio Rank: 33
Sortino Ratio Rank
CCWSX Omega Ratio Rank: 33
Omega Ratio Rank
CCWSX Calmar Ratio Rank: 33
Calmar Ratio Rank
CCWSX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Chautauqua International Growth Fund (CCWSX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CCWSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

1.03

1.37

-0.34

Calmar ratioReturn relative to maximum drawdown

0.06

2.78

-2.72

Martin ratioReturn relative to average drawdown

0.17

12.44

-12.27

Dividends

Dividend History

Chautauqua International Growth Fund provided a 1.51% dividend yield over the last twelve months, with an annual payout of $0.31 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.40201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.31$0.31$0.08$0.03$0.12$0.09$0.05$0.23$0.23$0.42

Dividend yield

1.51%1.43%0.45%0.16%0.80%0.47%0.28%1.85%2.25%3.31%

Monthly Dividends

The table displays the monthly dividend distributions for Chautauqua International Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.31$0.31
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2021$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

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 Chautauqua International Growth 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 Chautauqua International Growth Fund was 34.59%, occurring on Oct 14, 2022. Recovery took 489 trading sessions.

The current Chautauqua International Growth Fund drawdown is 9.68%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-34.59%Oct 2022
1y 1mo1y 11mo
3y 19dSep 2021 - Sep 2024
COVID crash2020
-29.95%Mar 2020
1mo 9d3mo 15d
4mo 24dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018
-26.47%Dec 2018
10mo 29d1y 20d
1y 11moJan 2018 - Jan 2020
2026 correction2026
-19.75%Mar 2026
2mo 16d
5mo 11dJan 2026 - now
2025 selloff2025
-17.45%Apr 2025
1mo 3d1mo 19d
2mo 22dMar 2025 - May 2025

Drawdown Indicators


CCWSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-56.78%

+22.19%

Max Drawdown (1Y)

Largest decline over 1 year

-19.75%

-9.10%

-10.65%

Max Drawdown (3Y)

Largest decline over 3 years

-19.75%

-18.90%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

-25.43%

-9.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-9.68%

-1.80%

-7.88%

Average Drawdown

Average peak-to-trough decline

-8.89%

-10.71%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.47%

2.03%

+5.44%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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