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ISIN
US90470K3133
CUSIP
90470K313
Issuer
Dean Fund
Inception Date
May 28, 1997
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

DASCX Performance Chart

Dean Small Cap Value Fund (DASCX) is up 14.3% since the beginning of the year. DASCX is currently trading at $22 per share. Investors who bought $1,000 worth of DASCX shares 5 years ago would now be looking at an investment worth $1,345.


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S&P 500 Index

Returns By Period

Dean Small Cap Value Fund (DASCX) has returned 14.31% so far this year and 32.14% over the past 12 months. Over the last ten years, DASCX has returned 8.08% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Dean Small Cap Value Fund

1D
-0.32%
1M
0.83%
YTD
14.31%
6M
14.45%
1Y
32.14%
3Y*
8.89%
5Y*
6.10%
10Y*
8.08%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DASCX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2008, DASCX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +24.4%, while the worst month was Mar 2020 at -24.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DASCX closed higher 50% of trading days. The best single day was Mar 13, 2020 with a return of +9.5%, while the worst single day was Dec 1, 2008 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.83%1.18%-6.74%9.44%1.10%-0.32%14.31%
20250.32%-3.21%-4.53%-5.66%4.78%4.04%1.24%6.50%-0.99%0.47%2.41%0.28%5.00%
2024-3.33%-0.89%2.69%-3.54%2.71%-2.37%11.72%-1.26%1.18%-3.08%8.08%-6.79%3.71%
20235.41%-1.85%-1.73%-2.98%-2.85%3.67%3.49%-4.32%-3.91%-3.38%3.91%8.27%2.76%
2022-3.48%0.17%2.03%-3.81%3.61%-3.49%6.31%-2.86%-7.50%9.78%5.90%-3.44%1.76%
20210.92%9.96%8.23%1.18%3.90%-2.41%-0.06%1.61%-1.87%3.40%-2.23%5.90%31.48%

Benchmark Metrics

Dean Small Cap Value Fund has an annualized alpha of -0.31%, beta of 1.02, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 03, 2008.

  • This fund participated in 107.14% of S&P 500 Index downside but only 103.13% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.02 and R2 of 0.72, 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
-0.31%
Beta
1.02
0.72
Upside Capture
103.13%
Downside Capture
107.14%

Expense Ratio

DASCX has a high expense ratio of 1.13%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DASCX ranks 35 for risk / return — below 35% 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.


DASCX Risk / Return Rank: 3535
Overall Rank
DASCX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DASCX Sortino Ratio Rank: 3535
Sortino Ratio Rank
DASCX Omega Ratio Rank: 3131
Omega Ratio Rank
DASCX Calmar Ratio Rank: 3939
Calmar Ratio Rank
DASCX Martin Ratio Rank: 3535
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 Dean Small Cap Value Fund (DASCX) and compare them to S&P 500 Index.


DASCXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.66

2.39

-0.73

Sortino ratio

Return per unit of downside risk

2.46

3.25

-0.79

Omega ratio

Gain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratio

Return relative to maximum drawdown

2.37

3.11

-0.74

Martin ratio

Return relative to average drawdown

7.80

14.38

-6.58

Dividends

Dividend History

Dean Small Cap Value Fund provided a 1.75% dividend yield over the last twelve months, with an annual payout of $0.38 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.38$0.38$0.71$0.33$0.24$0.18$0.23$0.59$0.40$2.72$0.67$0.90

Dividend yield

1.75%1.99%3.82%1.75%1.28%0.98%1.61%4.03%3.22%18.27%3.96%6.68%

Monthly Dividends

The table displays the monthly dividend distributions for Dean Small Cap Value 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$0.38$0.38
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18

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 Dean Small Cap Value 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 Dean Small Cap Value Fund was 58.74%, occurring on Mar 9, 2009. Recovery took 254 trading sessions.

The current Dean Small Cap Value Fund drawdown is 1.21%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-58.74%Mar 2009
5mo 18d1y 2d
1y 5moSep 2008 - Mar 2010
COVID crash2020
-46.28%Mar 2020
2mo 1d9mo 24d
11mo 25dJan 2020 - Jan 2021
2011 bear market2011
-30.31%Oct 2011
2mo 27d5mo 18d
8mo 15dJul 2011 - Mar 2012
2025 selloff2025
-24.79%Apr 2025
5mo 2d8mo 7d
1y 1moNov 2024 - Dec 2025
Rate-hike selloffLate 2018
-21.04%Dec 2018
4mo 4d11mo 29d
1y 3moAug 2018 - Dec 2019

Drawdown Indicators


DASCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.74%

-56.78%

-1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-9.10%

-4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-24.79%

-18.90%

-5.89%

Max Drawdown (5Y)

Largest decline over 5 years

-24.79%

-25.43%

+0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-46.28%

-33.92%

-12.36%

Current Drawdown

Current decline from peak

-1.21%

0.00%

-1.21%

Average Drawdown

Average peak-to-trough decline

-7.42%

-10.72%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

1.97%

+2.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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