- ISIN
- US9695578347
- Issuer
- Davenport
- Inception Date
- Jan 15, 1998
- Category
- Large Cap Growth Equities
- Min. Investment
- $5,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
DAVPX Performance Chart
Davenport Core Fund (DAVPX) is up 5.6% since the beginning of the year. DAVPX is currently trading at $39 per share. Investors who bought $1,000 worth of DAVPX shares 5 years ago would now be looking at an investment worth $1,612.
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Returns By Period
Davenport Core Fund (DAVPX) has returned 5.62% so far this year and 13.34% over the past 12 months. Over the last ten years, DAVPX has returned 11.95% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Davenport Core Fund
- 1D
- 0.90%
- 1M
- 0.02%
- YTD
- 5.62%
- 6M
- 5.37%
- 1Y
- 13.34%
- 3Y*
- 16.25%
- 5Y*
- 10.02%
- 10Y*
- 11.95%
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%
DAVPX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1998, DAVPX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +11.8%, while the worst month was Oct 2008 at -15.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DAVPX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.34% | -0.58% | -5.31% | 9.70% | 3.43% | -0.79% | 5.62% | ||||||
| 2025 | 3.82% | -0.64% | -6.43% | 0.32% | 6.24% | 4.29% | -0.66% | 2.12% | 1.69% | 0.89% | 0.10% | -0.94% | 10.73% |
| 2024 | 2.98% | 5.50% | 1.29% | -4.92% | 3.39% | 1.31% | 2.28% | 2.32% | 1.50% | -0.82% | 6.04% | -4.03% | 17.50% |
| 2023 | 5.96% | -5.19% | 3.29% | 2.95% | 0.43% | 6.85% | 3.86% | -0.66% | -4.26% | -0.66% | 9.69% | 4.55% | 28.98% |
| 2022 | -5.95% | -3.44% | 3.07% | -8.54% | 1.09% | -8.56% | 8.42% | -3.83% | -10.19% | 6.95% | 6.62% | -5.34% | -20.01% |
| 2021 | -1.98% | 2.56% | 3.25% | 5.91% | -0.45% | 2.13% | 3.55% | 2.87% | -4.80% | 6.25% | -2.19% | 4.35% | 22.90% |
Benchmark Metrics
Davenport Core Fund has an annualized alpha of 1.26%, beta of 0.91, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since January 02, 1998.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.67%) than losses (90.42%) - typical of diversified or defensive assets.
- With beta of 0.91 and R2 of 0.88, 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
- 1.26%
- Beta
- 0.91
- R²
- 0.88
- Upside Capture
- 92.67%
- Downside Capture
- 90.42%
Expense Ratio
DAVPX has an expense ratio of 0.86%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DAVPX ranks 16 for risk / return — in the bottom 16% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Davenport Core Fund (DAVPX) 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.
| DAVPX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 2.78 | -1.56 |
| Martin ratioReturn relative to average drawdown | 4.60 | 12.44 | -7.84 |
Dividends
Dividend History
Davenport Core Fund provided a 5.11% dividend yield over the last twelve months, with an annual payout of $2.01 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.01 | $1.69 | $1.06 | $1.99 | $1.23 | $2.78 | $0.35 | $0.61 | $0.27 | $0.57 | $0.67 | $0.75 |
Dividend yield | 5.11% | 4.43% | 2.94% | 6.31% | 4.71% | 8.10% | 1.16% | 2.24% | 1.30% | 2.48% | 3.37% | 3.97% |
Monthly Dividends
The table displays the monthly dividend distributions for Davenport Core 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 | $0.01 | $0.00 | $0.00 | $1.04 | $1.05 | ||||||
| 2025 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 | $1.69 |
| 2024 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $1.03 | $1.06 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.89 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $1.05 | $1.99 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.12 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $1.23 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.23 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.54 | $2.78 |
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 Davenport Core 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 Davenport Core Fund was 51.80%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.
The current Davenport Core Fund drawdown is 2.11%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -51.80%Mar 2009 | 1y 4mo | 3y 5d | 4y 4moNov 2007 - Mar 2012 |
Dot-com crash2000–2002 | -37.57%Jul 2002 | 2y 3mo | 3y 6d | 5y 3moApr 2000 - Jul 2005 |
COVID crash2020 | -34.99%Mar 2020 | 1mo 2d | 5mo 6d | 6mo 8dFeb 2020 - Aug 2020 |
Bear market2022 | -26.40%Oct 2022 | 9mo 18d | 1y 1mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.80%Dec 2018 | 10mo 29d | 3mo 19d | 1y 2moJan 2018 - Apr 2019 |
Drawdown Indicators
| DAVPX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.80% | -56.78% | +4.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -9.10% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -18.90% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -26.40% | -25.43% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -34.99% | -33.92% | -1.07% |
Current DrawdownCurrent decline from peak | -2.11% | -1.80% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -10.71% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.03% | +0.74% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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