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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Essex Environmental Opportunities Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Essex Environmental Opportunities Fund (EEOFX) has returned -3.10% so far this year and 30.07% over the past 12 months.
Essex Environmental Opportunities Fund
- 1D
- -2.00%
- 1M
- -10.37%
- YTD
- -3.10%
- 6M
- -2.37%
- 1Y
- 30.07%
- 3Y*
- 4.13%
- 5Y*
- -1.95%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 1, 2017, EEOFX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +22.1%, while the worst month was Mar 2020 at -20.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EEOFX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.27% | 3.68% | -10.37% | -3.10% | |||||||||
| 2025 | 3.90% | -6.40% | -5.35% | 1.08% | 8.96% | 5.96% | 7.97% | 2.11% | 3.55% | 4.49% | -3.46% | -0.12% | 23.55% |
| 2024 | -8.83% | 5.18% | 2.75% | -3.22% | 13.16% | -5.31% | 4.02% | -0.95% | 4.12% | -3.04% | 4.30% | -8.60% | 1.32% |
| 2023 | 9.61% | -2.44% | -1.07% | -5.19% | 1.44% | 9.07% | 2.27% | -11.36% | -9.55% | -11.48% | 12.22% | 8.95% | -1.53% |
| 2022 | -16.06% | 2.88% | 2.74% | -15.56% | 2.72% | -10.15% | 14.80% | -0.28% | -9.73% | 4.39% | 5.46% | -8.32% | -27.88% |
| 2021 | 2.12% | 6.34% | -3.01% | -1.03% | 0.16% | 8.78% | 1.31% | 0.20% | -6.11% | 13.50% | -4.38% | -5.66% | 10.83% |
Benchmark Metrics
Essex Environmental Opportunities Fund has an annualized alpha of -3.25%, beta of 1.03, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since September 05, 2017.
- This fund participated in 123.73% of S&P 500 Index downside but only 109.16% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -3.25% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 1.03 and R² of 0.63, 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
- -3.25%
- Beta
- 1.03
- R²
- 0.63
- Upside Capture
- 109.16%
- Downside Capture
- 123.73%
Expense Ratio
EEOFX has a high expense ratio of 2.11%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
EEOFX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Essex Environmental Opportunities Fund (EEOFX) and compare them to a chosen benchmark (S&P 500 Index).
| EEOFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.90 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.39 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.40 | +0.13 |
Martin ratioReturn relative to average drawdown | 5.20 | 6.61 | -1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore EEOFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Essex Environmental Opportunities Fund provided a 0.07% dividend yield over the last twelve months, with an annual payout of $0.01 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.01 | $0.01 | $0.00 | $0.00 | $0.00 | $1.21 | $0.28 |
Dividend yield | 0.07% | 0.06% | 0.00% | 0.00% | 0.01% | 6.63% | 1.62% |
Monthly Dividends
The table displays the monthly dividend distributions for Essex Environmental Opportunities 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 | $0.00 | $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 | $0.01 | $0.01 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.21 | $1.21 |
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 Essex Environmental 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 Essex Environmental Opportunities Fund was 50.17%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
The current Essex Environmental Opportunities Fund drawdown is 25.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.17% | Nov 9, 2021 | 495 | Oct 27, 2023 | — | — | — |
| -37.27% | Feb 21, 2020 | 19 | Mar 18, 2020 | 87 | Jul 23, 2020 | 106 |
| -25.09% | Jan 29, 2018 | 229 | Dec 24, 2018 | 256 | Jan 2, 2020 | 485 |
| -16.98% | Feb 22, 2021 | 57 | May 12, 2021 | 35 | Jul 1, 2021 | 92 |
| -9.1% | Sep 3, 2021 | 21 | Oct 4, 2021 | 18 | Oct 28, 2021 | 39 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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