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ISIN
US9695577760
Issuer
Davenport
Inception Date
Dec 31, 2010
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

DEOPX Performance Chart

Davenport Equity Opportunities Fund (DEOPX) is up 2.4% since the beginning of the year. DEOPX is currently trading at $24 per share. Investors who bought $1,000 worth of DEOPX shares 5 years ago would now be looking at an investment worth $1,215.


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S&P 500 Index

Returns By Period

Davenport Equity Opportunities Fund (DEOPX) has returned 2.36% so far this year and 2.06% over the past 12 months. Over the last ten years, DEOPX has returned 9.91% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Davenport Equity Opportunities Fund

1D
0.55%
1M
2.27%
YTD
2.36%
6M
2.97%
1Y
2.06%
3Y*
8.36%
5Y*
3.97%
10Y*
9.91%

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)

DEOPX Monthly Returns History

Based on dividend-adjusted daily data since Dec 31, 2010, DEOPX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +15.8%, while the worst month was Mar 2020 at -19.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DEOPX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -13.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.17%3.34%-7.13%4.64%1.19%0.55%2.36%
20254.14%-2.96%-4.90%-0.55%2.80%3.80%-0.28%2.18%-2.29%-4.56%0.59%-0.08%-2.60%
2024-0.13%5.88%4.92%-8.46%0.70%-1.07%6.34%-0.37%1.99%-2.08%10.77%-7.47%9.72%
202310.03%-2.55%-1.41%1.43%-0.65%8.17%3.37%-3.73%-3.05%-4.19%12.40%6.68%27.73%
2022-9.36%-1.93%0.73%-8.71%-0.88%-9.69%9.98%-3.09%-8.01%7.34%5.67%-5.48%-23.09%
2021-2.03%4.49%3.46%5.46%-0.23%1.76%1.98%4.24%-4.10%6.30%-3.22%6.21%26.32%

Benchmark Metrics

Davenport Equity Opportunities Fund has an annualized alpha of -0.72%, beta of 0.97, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 03, 2011.

  • This fund participated in 101.18% of S&P 500 Index downside but only 94.92% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.97 and R2 of 0.84, 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
-0.72%
Beta
0.97
0.84
Upside Capture
94.92%
Downside Capture
101.18%

Expense Ratio

DEOPX has an expense ratio of 0.88%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DEOPX 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.


DEOPX Risk / Return Rank: 33
Overall Rank
DEOPX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DEOPX Sortino Ratio Rank: 33
Sortino Ratio Rank
DEOPX Omega Ratio Rank: 33
Omega Ratio Rank
DEOPX Calmar Ratio Rank: 33
Calmar Ratio Rank
DEOPX 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 Davenport Equity Opportunities Fund (DEOPX) and compare them to S&P 500 Index.


DEOPXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.10

2.39

-2.29

Sortino ratio

Return per unit of downside risk

0.25

3.25

-3.00

Omega ratio

Gain probability vs. loss probability

1.03

1.43

-0.41

Calmar ratio

Return relative to maximum drawdown

0.11

3.11

-3.01

Martin ratio

Return relative to average drawdown

0.23

14.38

-14.15

Dividends

Dividend History

Davenport Equity Opportunities Fund provided a 2.94% dividend yield over the last twelve months, with an annual payout of $0.70 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.70$0.70$0.02$1.09$1.63$2.75$2.41$0.91$0.66$0.00$0.19$0.73

Dividend yield

2.94%3.01%0.09%4.85%8.78%10.45%10.39%4.26%4.11%0.00%1.26%5.20%

Monthly Dividends

The table displays the monthly dividend distributions for Davenport Equity Opportunities 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$0.24$0.00$0.00$0.00$0.00$0.00$0.46$0.70
2024$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2023$0.00$0.00$0.00$0.00$0.00$0.59$0.00$0.00$0.00$0.00$0.00$0.51$1.09
2022$0.00$0.00$0.00$0.00$0.00$1.31$0.00$0.00$0.00$0.00$0.00$0.32$1.63
2021$0.00$0.00$0.00$0.00$0.00$1.04$0.00$0.00$0.00$0.00$0.00$1.71$2.75

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 Equity Opportunities 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 Equity Opportunities Fund was 37.76%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.

The current Davenport Equity Opportunities Fund drawdown is 8.03%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-37.76%Mar 2020
1mo 1d5mo 7d
6mo 8dFeb 2020 - Aug 2020
Bear market2022
-30.22%Oct 2022
11mo 8d1y 4mo
2y 3moNov 2021 - Feb 2024
2016 bear market2016
-22.75%Feb 2016
7mo 22d1y 3mo
1y 11moJun 2015 - Jun 2017
2011 bear market2011
-20.42%Oct 2011
2mo 27d4mo 1d
6mo 28dJul 2011 - Feb 2012
2025 selloff2025
-20.22%Apr 2025
4mo 13d
1y 6moNov 2024 - now

Drawdown Indicators


DEOPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.76%

-56.78%

+19.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.94%

-9.10%

-4.84%

Max Drawdown (3Y)

Largest decline over 3 years

-20.22%

-18.90%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.22%

-25.43%

-4.79%

Max Drawdown (10Y)

Largest decline over 10 years

-37.76%

-33.92%

-3.84%

Current Drawdown

Current decline from peak

-8.03%

0.00%

-8.03%

Average Drawdown

Average peak-to-trough decline

-6.23%

-10.72%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

1.97%

+4.45%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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