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ISIN
US10964R8714
Inception Date
Mar 19, 2017
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Alternatives
Asset Class Size
Large-Cap

Share Price Chart


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Performance

DMSFX Performance Chart

Destinations Multi Strategy Alternatives Fund (DMSFX) is up 0.4% since the beginning of the year. DMSFX is currently trading at $10 per share. Investors who bought $1,000 worth of DMSFX shares 5 years ago would now be looking at an investment worth $1,222.


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S&P 500 Index

Returns By Period

Destinations Multi Strategy Alternatives Fund (DMSFX) has returned 0.43% so far this year and 3.89% over the past 12 months.


Destinations Multi Strategy Alternatives Fund

1D
0.00%
1M
-0.10%
YTD
0.43%
6M
0.30%
1Y
3.89%
3Y*
5.83%
5Y*
4.09%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DMSFX Monthly Returns History

Based on dividend-adjusted daily data since Mar 20, 2017, DMSFX's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +5.5%, while the worst month was Mar 2020 at -13.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DMSFX closed higher 45% of trading days. The best single day was Mar 26, 2020 with a return of +3.7%, while the worst single day was Mar 18, 2020 at -5.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.10%-0.39%-0.65%0.98%0.68%-0.10%0.43%
20250.10%-0.19%-1.26%-0.49%1.29%0.20%0.49%0.78%0.89%0.48%0.96%0.39%3.65%
20240.58%0.77%0.94%-0.38%0.29%0.21%2.03%0.09%0.77%0.19%1.14%-0.39%6.40%
20232.66%0.80%-0.63%0.80%0.79%1.37%1.08%0.39%1.39%-0.10%1.55%2.05%12.82%
2022-2.21%0.29%0.84%-1.07%-2.16%-1.73%1.44%-0.10%-1.11%1.75%0.81%-0.16%-3.45%
20211.35%0.57%0.28%1.04%0.28%0.14%-0.09%0.19%0.66%0.46%-0.83%1.07%5.22%

Benchmark Metrics

Destinations Multi Strategy Alternatives Fund has an annualized alpha of 2.17%, beta of 0.16, and R2 of 0.36 versus S&P 500 Index. Calculated based on daily prices since March 20, 2017.

  • This fund participated in 23.32% of S&P 500 Index downside but only 22.08% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.16 may look defensive, but with R2 of 0.36 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 0.36 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
2.17%
Beta
0.16
0.36
Upside Capture
22.08%
Downside Capture
23.32%

Expense Ratio

DMSFX has a high expense ratio of 1.15%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DMSFX ranks 28 for risk / return — below 28% 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.


DMSFX Risk / Return Rank: 2828
Overall Rank
DMSFX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DMSFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
DMSFX Omega Ratio Rank: 3535
Omega Ratio Rank
DMSFX Calmar Ratio Rank: 2323
Calmar Ratio Rank
DMSFX Martin Ratio Rank: 2121
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 Destinations Multi Strategy Alternatives Fund (DMSFX) 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.


DMSFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

1.67

2.78

-1.12

Martin ratioReturn relative to average drawdown

4.93

12.44

-7.51

Dividends

Dividend History

Destinations Multi Strategy Alternatives Fund provided a 3.74% dividend yield over the last twelve months, with an annual payout of $0.39 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.70201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.39$0.35$0.66$0.68$0.30$0.49$0.15$0.44$0.40$0.20

Dividend yield

3.74%3.42%6.41%6.62%3.05%4.68%1.48%4.64%4.31%2.00%

Monthly Dividends

The table displays the monthly dividend distributions for Destinations Multi Strategy Alternatives 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$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.22$0.35
2024$0.00$0.00$0.05$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.32$0.66
2023$0.00$0.00$0.04$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.37$0.68
2022$0.00$0.00$0.02$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.16$0.30
2021$0.00$0.00$0.01$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.43$0.49

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 Destinations Multi Strategy Alternatives 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 Destinations Multi Strategy Alternatives Fund was 21.11%, occurring on Mar 24, 2020. Recovery took 121 trading sessions.

The current Destinations Multi Strategy Alternatives Fund drawdown is 0.44%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-21.11%Mar 2020
1mo 2d5mo 25d
6mo 27dFeb 2020 - Sep 2020
Rate-hike selloffLate 2018
-8.94%Dec 2018
2mo 24d1y 4d
1y 2moOct 2018 - Dec 2019
Bear market2022
-6.84%Jul 2022
7mo 19d10mo 25d
1y 6moNov 2021 - May 2023
2025 selloff2025
-5.02%Apr 2025
4mo 9d2mo 14d
6mo 23dDec 2024 - Jun 2025
2026 pullback2026
-2.47%Mar 2026
2mo 13d
5mo 8dJan 2026 - now

Drawdown Indicators


DMSFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.11%

-56.78%

+35.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

-9.10%

+6.63%

Max Drawdown (3Y)

Largest decline over 3 years

-5.02%

-18.90%

+13.88%

Max Drawdown (5Y)

Largest decline over 5 years

-6.84%

-25.43%

+18.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.44%

-1.80%

+1.36%

Average Drawdown

Average peak-to-trough decline

-1.59%

-10.71%

+9.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

2.03%

-1.21%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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