- ISIN
- US2654586468
- CUSIP
- 265458646
- Issuer
- Dunham
- Inception Date
- Jul 31, 2008
- Category
- Event Driven
- Min. Investment
- $5,000
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
Share Price Chart
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Performance
DAMDX Performance Chart
Dunham Monthly Distribution Fund (DAMDX) is up 1.2% since the beginning of the year. DAMDX is currently trading at $26 per share. Investors who bought $1,000 worth of DAMDX shares 5 years ago would now be looking at an investment worth $1,217.
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Returns By Period
Dunham Monthly Distribution Fund (DAMDX) has returned 1.20% so far this year and 3.92% over the past 12 months. Over the last ten years, DAMDX has returned 2.98% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Dunham Monthly Distribution Fund
- 1D
- 0.11%
- 1M
- -0.60%
- 6M
- 1.34%
- YTD
- 1.20%
- 1Y
- 3.92%
- 3Y*
- 5.50%
- 5Y*
- 4.01%
- 10Y*
- 2.98%
- ALL TIME*
- -1.59%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DAMDX Monthly Returns History
Based on dividend-adjusted daily data since Dec 26, 2000, DAMDX's average daily return is 0.00%, while the average monthly return is -0.10%.
Historically, 56% of months were positive and 44% were negative. The best month was Oct 2002 with a return of +14.0%, while the worst month was Sep 2002 at -13.7%. The longest winning streak lasted 20 consecutive months, and the longest losing streak was 7 months.
On a daily basis, DAMDX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +8.3%, while the worst single day was Oct 15, 2008 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.14% | 1.09% | 0.27% | 0.61% | -0.55% | 0.57% | -0.64% | 1.20% | |||||
| 2025 | 0.33% | 0.48% | 0.22% | 1.08% | 0.96% | 0.96% | 1.11% | 0.34% | 0.28% | 0.40% | 0.81% | 0.68% | 7.93% |
| 2024 | -0.35% | -0.19% | 0.86% | -0.85% | 0.39% | 0.79% | 1.12% | 0.53% | 0.60% | 0.74% | 1.06% | 0.48% | 5.29% |
| 2023 | -0.23% | -0.04% | 0.84% | -0.02% | -2.74% | 1.12% | 3.07% | 0.36% | -0.30% | -1.13% | 1.72% | 1.47% | 4.06% |
| 2022 | -0.43% | -0.34% | 0.08% | -0.32% | -0.97% | -0.36% | 0.92% | 2.40% | -0.98% | 0.11% | -0.73% | 1.24% | 0.57% |
| 2021 | -0.25% | 2.08% | -0.43% | 1.47% | 0.59% | -1.19% | -3.21% | -0.11% | 0.71% | -0.23% | -0.98% | 1.80% | 0.12% |
Benchmark Metrics
Dunham Monthly Distribution Fund has an annualized alpha of -4.37%, beta of 0.41, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since December 26, 2000.
- This fund participated in 55.12% of S&P 500 Index downside but only 24.83% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.41 may look defensive, but with R2 of 0.47 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.47 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -4.37%
- Beta
- 0.41
- R²
- 0.47
- Upside Capture
- 24.83%
- Downside Capture
- 55.12%
Expense Ratio
DAMDX has a high expense ratio of 2.38%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
DAMDX ranks 86 for risk / return — above 86% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Dunham Monthly Distribution Fund (DAMDX) 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.
| DAMDX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.25 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 2.00 | +1.19 |
| Martin ratioReturn relative to average drawdown | 13.47 | 8.49 | +4.98 |
Dividends
Dividend History
Dunham Monthly Distribution Fund provided a 6.94% dividend yield over the last twelve months, with an annual payout of $1.83 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.83 | $2.12 | $2.40 | $2.47 | $1.58 | $1.07 | $1.16 | $2.08 | $1.62 | $1.51 | $1.25 | $1.54 |
Dividend yield | 6.94% | 7.83% | 8.84% | 8.77% | 5.35% | 3.47% | 3.64% | 6.31% | 4.86% | 4.27% | 3.54% | 4.39% |
Monthly Dividends
The table displays the monthly dividend distributions for Dunham Monthly Distribution 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 | $0.16 | $0.16 | $0.16 | $0.16 | $0.16 | $0.16 | $0.00 | $0.98 | |||||
| 2025 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.17 | $0.17 | $0.16 | $2.12 |
| 2024 | $0.21 | $0.21 | $0.21 | $0.21 | $0.20 | $0.20 | $0.20 | $0.20 | $0.19 | $0.19 | $0.19 | $0.18 | $2.40 |
| 2023 | $0.19 | $0.20 | $0.20 | $0.20 | $0.21 | $0.20 | $0.21 | $0.21 | $0.21 | $0.21 | $0.21 | $0.21 | $2.47 |
| 2022 | $0.09 | $0.09 | $0.09 | $0.09 | $0.11 | $0.12 | $0.14 | $0.14 | $0.17 | $0.16 | $0.18 | $0.19 | $1.58 |
| 2021 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $1.07 |
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 Dunham Monthly Distribution 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 Dunham Monthly Distribution Fund was 69.68%, occurring on Nov 20, 2008. The portfolio has not yet recovered.
The current Dunham Monthly Distribution Fund drawdown is 35.51%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-69.68%Nov 2008 | 7y 9mo | — | 25y 6moFeb 2001 - now | Financial crisis2007–2009 |
-1.86%Jan 2001 | 1d | 25d | 26dJan 2001 - Jan 2001 | Dot-com crash2000–2002 |
-0.14%Jan 2001 | 1d | 1d | 1dJan 2001 - Feb 2001 | Dot-com crash2000–2002 |
Drawdown Indicators
| DAMDX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.68% | -56.78% | -12.90% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -9.10% | +7.93% |
Max Drawdown (3Y)Largest decline over 3 years | -1.89% | -18.90% | +17.01% |
Max Drawdown (5Y)Largest decline over 5 years | -5.22% | -25.43% | +20.21% |
Max Drawdown (10Y)Largest decline over 10 years | -8.44% | -33.92% | +25.48% |
Current DrawdownCurrent decline from peak | -35.51% | -1.58% | -33.93% |
Average DrawdownAverage peak-to-trough decline | -48.67% | -10.70% | -37.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 2.14% | -1.86% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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