PortfoliosLab logoPortfoliosLab logo
ISIN
US9695577687
Issuer
Davenport
Inception Date
Dec 31, 2014
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

DSCPX Performance Chart

Davenport Small Cap Focus Fund (DSCPX) is up 9.2% since the beginning of the year. DSCPX is currently trading at $17 per share. Investors who bought $1,000 worth of DSCPX shares 5 years ago would now be looking at an investment worth $1,191.


Loading charts...

S&P 500 Index

Returns By Period

Davenport Small Cap Focus Fund (DSCPX) has returned 9.24% so far this year and 10.28% over the past 12 months. Over the last ten years, DSCPX has returned 10.01% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Davenport Small Cap Focus Fund

1D
1.72%
1M
2.66%
YTD
9.24%
6M
7.45%
1Y
10.28%
3Y*
4.24%
5Y*
3.55%
10Y*
10.01%

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)

DSCPX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2015, DSCPX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +15.9%, while the worst month was Mar 2020 at -23.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DSCPX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 12, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.12%5.72%-6.40%7.90%-1.96%4.23%9.24%
20251.36%-3.37%-7.43%-3.89%3.98%4.07%3.80%1.80%-2.59%-3.99%-0.31%-0.19%-7.26%
20241.71%2.19%5.14%-7.69%0.45%-4.99%7.85%-3.36%0.55%-1.82%9.72%-6.84%1.25%
20239.51%-0.24%-1.82%1.68%-4.60%8.19%3.97%-2.53%-3.28%-5.06%7.03%9.09%22.31%
2022-8.94%1.56%1.54%-7.56%0.91%-8.74%7.44%-1.50%-8.29%13.59%2.36%-6.28%-15.48%
2021-2.95%7.15%1.73%3.87%-0.89%-0.99%0.32%6.33%-1.61%4.20%-2.71%4.82%20.26%

Benchmark Metrics

Davenport Small Cap Focus Fund has an annualized alpha of -1.44%, beta of 0.93, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.

  • This fund participated in 101.06% of S&P 500 Index downside but only 88.49% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.93 and R2 of 0.69, 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
-1.44%
Beta
0.93
0.69
Upside Capture
88.49%
Downside Capture
101.06%

Expense Ratio

DSCPX has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DSCPX ranks 8 for risk / return — in the bottom 8% 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.


DSCPX Risk / Return Rank: 88
Overall Rank
DSCPX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DSCPX Sortino Ratio Rank: 99
Sortino Ratio Rank
DSCPX Omega Ratio Rank: 88
Omega Ratio Rank
DSCPX Calmar Ratio Rank: 99
Calmar Ratio Rank
DSCPX Martin Ratio Rank: 77
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 Small Cap Focus Fund (DSCPX) 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.


DSCPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.11

1.37

-0.25

Calmar ratioReturn relative to maximum drawdown

0.79

2.78

-1.99

Martin ratioReturn relative to average drawdown

1.93

12.44

-10.51

Dividends

Dividend History

Davenport Small Cap Focus Fund provided a 3.60% dividend yield over the last twelve months, with an annual payout of $0.62 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.62$0.07$0.14$0.80$0.97$2.84$1.09$0.32$0.12$0.36

Dividend yield

3.60%0.46%0.79%4.60%6.45%14.92%5.95%2.07%1.04%2.66%

Monthly Dividends

The table displays the monthly dividend distributions for Davenport Small Cap Focus 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$0.01$0.00$0.00$0.54$0.55
2025$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.02$0.00$0.00$0.05$0.07
2024$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.07$0.14
2023$0.00$0.00$0.10$0.00$0.00$0.44$0.00$0.00$0.03$0.00$0.00$0.24$0.80
2022$0.00$0.00$0.00$0.00$0.00$0.94$0.00$0.00$0.00$0.00$0.00$0.03$0.97
2021$0.00$0.00$0.00$0.00$0.00$1.18$0.00$0.00$0.00$0.00$0.00$1.66$2.84

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Davenport Small Cap Focus 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 Small Cap Focus Fund was 41.99%, occurring on Mar 18, 2020. Recovery took 99 trading sessions.

The current Davenport Small Cap Focus Fund drawdown is 6.27%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.99%Mar 2020
26d4mo 22d
5mo 18dFeb 2020 - Aug 2020
2025 selloff2025
-25.62%Apr 2025
4mo 13d
1y 6moNov 2024 - now
Bear market2022
-24.90%Sep 2022
10mo 21d1y 2mo
2y 1moNov 2021 - Dec 2023
2016 bear market2016
-24.70%Jan 2016
6mo 29d9mo 27d
1y 4moJun 2015 - Nov 2016
Rate-hike selloffLate 2018
-23.99%Dec 2018
6mo 6d4mo 3d
10mo 9dJun 2018 - Apr 2019

Drawdown Indicators


DSCPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.99%

-56.78%

+14.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-9.10%

-4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-25.62%

-18.90%

-6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.62%

-25.43%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-33.92%

-8.07%

Current Drawdown

Current decline from peak

-6.27%

-1.80%

-4.47%

Average Drawdown

Average peak-to-trough decline

-7.22%

-10.71%

+3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

2.03%

+3.60%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with DSCPX

Add Davenport Small Cap Focus Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with DSCPX