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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Multi-Manager Value Strategies Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Multi-Manager Value Strategies Fund (CZMVX) has returned 0.98% so far this year and 11.76% over the past 12 months.
Multi-Manager Value Strategies Fund
- 1D
- -0.20%
- 1M
- -6.17%
- YTD
- 0.98%
- 6M
- 4.04%
- 1Y
- 11.76%
- 3Y*
- 12.88%
- 5Y*
- 8.37%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 1, 2017, CZMVX's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.2%, while the worst month was Mar 2020 at -16.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CZMVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.27% | 3.22% | -6.17% | 0.98% | |||||||||
| 2025 | 4.23% | 0.62% | -2.80% | -3.98% | 3.75% | 3.43% | 0.18% | 3.44% | 0.60% | -0.59% | 2.50% | 1.12% | 12.82% |
| 2024 | 0.67% | 4.04% | 5.15% | -4.25% | 2.22% | -0.65% | 4.39% | 2.58% | 0.52% | -0.76% | 5.42% | -6.38% | 12.90% |
| 2023 | 5.02% | -3.38% | -1.42% | 1.33% | -3.66% | 6.89% | 3.70% | -2.40% | -3.40% | -3.39% | 7.37% | 5.67% | 11.85% |
| 2022 | -2.30% | -1.70% | 2.40% | -5.80% | 2.67% | -9.47% | 6.38% | -2.78% | -8.51% | 11.05% | 6.16% | -4.17% | -7.94% |
| 2021 | -1.13% | 5.86% | 6.29% | 3.66% | 2.32% | -1.13% | 1.03% | 1.87% | -3.83% | 5.41% | -2.81% | 6.13% | 25.55% |
Benchmark Metrics
Multi-Manager Value Strategies Fund has an annualized alpha of -0.29%, beta of 0.90, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since February 02, 2017.
- This fund participated in 96.63% of S&P 500 Index downside but only 90.40% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.90 and R² of 0.87, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.29%
- Beta
- 0.90
- R²
- 0.87
- Upside Capture
- 90.40%
- Downside Capture
- 96.63%
Expense Ratio
CZMVX has an expense ratio of 0.69%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CZMVX ranks 39 for risk / return — below 39% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Multi-Manager Value Strategies Fund (CZMVX) and compare them to a chosen benchmark (S&P 500 Index).
| CZMVX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.90 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.39 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.40 | -0.42 |
Martin ratioReturn relative to average drawdown | 4.42 | 6.61 | -2.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CZMVX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Multi-Manager Value Strategies Fund provided a 15.28% dividend yield over the last twelve months, with an annual payout of $2.34 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.34 | $2.35 | $1.41 | $0.98 | $1.69 | $1.39 | $0.37 | $0.53 | $1.00 | $0.67 |
Dividend yield | 15.28% | 15.46% | 9.03% | 6.53% | 11.79% | 8.01% | 2.45% | 3.62% | 8.47% | 4.76% |
Monthly Dividends
The table displays the monthly dividend distributions for Multi-Manager Value Strategies 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 | $0.05 | $0.05 | |||||||||
| 2025 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $2.18 | $2.35 |
| 2024 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $1.22 | $1.41 |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.80 | $0.98 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $1.51 | $1.69 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $1.24 | $1.39 |
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 Multi-Manager Value Strategies 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 Multi-Manager Value Strategies Fund was 37.43%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Multi-Manager Value Strategies Fund drawdown is 6.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.43% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -19.85% | Jan 13, 2022 | 180 | Sep 30, 2022 | 303 | Dec 14, 2023 | 483 |
| -19.77% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
| -15.18% | Dec 2, 2024 | 87 | Apr 8, 2025 | 59 | Jul 3, 2025 | 146 |
| -7.17% | Jul 25, 2019 | 15 | Aug 14, 2019 | 51 | Oct 25, 2019 | 66 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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