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ISIN
US62827M8626
CUSIP
62827M862
Inception Date
Nov 6, 1995
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

EMCAX Performance Chart

Empiric 2500 Fund (EMCAX) is up 13.3% since the beginning of the year. EMCAX is currently trading at $76 per share. Investors who bought $1,000 worth of EMCAX shares 5 years ago would now be looking at an investment worth $1,266.


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S&P 500 Index

Returns By Period

Empiric 2500 Fund (EMCAX) has returned 13.26% so far this year and 19.95% over the past 12 months. Over the last ten years, EMCAX has returned 10.97% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Empiric 2500 Fund

1D
0.54%
1M
3.08%
YTD
13.26%
6M
10.29%
1Y
19.95%
3Y*
12.53%
5Y*
4.83%
10Y*
10.97%

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)

EMCAX Monthly Returns History

Based on dividend-adjusted daily data since Nov 6, 1995, EMCAX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +15.0%, while the worst month was Aug 1998 at -22.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EMCAX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -13.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.39%3.47%-5.21%10.01%0.83%2.69%13.26%
20251.36%-2.57%-3.86%0.71%1.85%1.38%1.57%2.16%0.70%0.44%1.80%-2.94%2.37%
2024-1.56%5.79%3.04%-5.46%2.99%1.67%4.66%1.15%1.28%-2.77%9.65%-6.22%13.89%
20235.86%-2.41%-1.28%-0.46%-3.05%7.68%1.67%-1.59%-3.38%-3.76%6.78%6.79%12.43%
2022-9.80%0.73%-0.52%-9.63%0.28%-7.53%10.36%-4.73%-6.44%10.58%5.10%-3.06%-16.06%
20214.29%7.12%0.47%3.65%-0.05%1.96%-0.49%0.94%-4.79%4.20%-5.11%3.54%16.07%

Benchmark Metrics

Empiric 2500 Fund has an annualized alpha of 2.31%, beta of 0.85, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since November 06, 1995.

  • This fund generated an annualized alpha of 2.31% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.31%
Beta
0.85
0.66
Upside Capture
99.42%
Downside Capture
96.68%

Expense Ratio

EMCAX has a high expense ratio of 1.96%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

EMCAX ranks 33 for risk / return — below 33% 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.


EMCAX Risk / Return Rank: 3333
Overall Rank
EMCAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EMCAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
EMCAX Omega Ratio Rank: 2525
Omega Ratio Rank
EMCAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
EMCAX Martin Ratio Rank: 4444
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 Empiric 2500 Fund (EMCAX) 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.


EMCAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

2.33

2.78

-0.45

Martin ratioReturn relative to average drawdown

8.73

12.44

-3.71

Dividends

Dividend History

Empiric 2500 Fund provided a 0.12% dividend yield over the last twelve months, with an annual payout of $0.09 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$1.00$2.00$3.00$4.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.09$0.09$0.08$0.00$0.00$0.31$3.95

Dividend yield

0.12%0.13%0.13%0.00%0.00%0.51%7.46%

Monthly Dividends

The table displays the monthly dividend distributions for Empiric 2500 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$0.00$0.00$0.00$0.08$0.00$0.00$0.01$0.09
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
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$0.31$0.31

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 Empiric 2500 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 Empiric 2500 Fund was 51.81%, occurring on Mar 9, 2009. Recovery took 1108 trading sessions.

The current Empiric 2500 Fund drawdown is 1.48%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-51.81%Mar 2009
1y 2mo4y 4mo
5y 7moJan 2008 - Jul 2013
1998 bear market1998
-47.27%Oct 1998
5mo 6d4y 11mo
5y 4moMay 1998 - Sep 2003
COVID crash2020
-42.79%Mar 2020
1y 6mo6mo 24d
2y 22dSep 2018 - Oct 2020
2016 bear market2016
-32.94%Feb 2016
7mo 22d1y 5mo
2y 1moJun 2015 - Jul 2017
Bear market2022
-30.60%Jun 2022
7mo 10d2y 2mo
2y 9moNov 2021 - Aug 2024

Drawdown Indicators


EMCAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-51.81%

-56.78%

+4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-9.10%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-18.90%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-25.43%

-5.17%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-33.92%

-8.87%

Current Drawdown

Current decline from peak

-1.48%

-1.80%

+0.32%

Average Drawdown

Average peak-to-trough decline

-13.25%

-10.71%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.03%

+0.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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