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Camelot Event Driven Fund Class A (EVDAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3520055084

CUSIP

352005508

Inception Date

Nov 21, 2003

Category

Event Driven

Min. Investment

$2,000

Asset Class

Alternatives

Expense Ratio

EVDAX has a high expense ratio of 2.22%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

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Popular comparisons:
EVDAX vs. SPY
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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Camelot Event Driven Fund Class A, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


80.00%90.00%100.00%110.00%120.00%130.00%December2025FebruaryMarchAprilMay
82.48%
108.31%
EVDAX (Camelot Event Driven Fund Class A)
Benchmark (^GSPC)

Returns By Period

Camelot Event Driven Fund Class A (EVDAX) returned 2.32% year-to-date (YTD) and 7.55% over the past 12 months.


EVDAX

YTD

2.32%

1M

1.35%

6M

0.98%

1Y

7.55%

5Y*

14.76%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of EVDAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.35%1.91%0.69%-0.34%-0.29%2.32%
2024-1.25%0.00%2.01%-0.52%2.03%-0.51%3.13%0.85%0.84%-0.24%0.93%-1.07%6.27%
20234.72%-2.68%0.64%-0.05%-1.37%-0.20%0.80%-1.33%-0.75%-0.10%1.11%1.67%2.28%
20223.47%1.33%0.86%-1.53%1.09%-5.19%2.66%-0.23%-5.57%4.53%4.80%-2.04%3.59%
20212.57%9.27%2.08%2.60%3.43%0.58%-3.49%0.54%2.22%3.03%-4.63%3.24%22.87%
2020-2.33%-5.76%-20.66%15.88%6.73%2.13%2.23%3.57%-2.74%-0.79%19.74%5.31%18.83%
20197.80%0.73%0.80%2.23%-3.24%3.20%-0.42%-3.26%1.02%1.23%3.00%2.13%15.80%
2018-0.15%0.73%2.02%-1.49%-1.58%0.29%-6.10%-6.31%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, EVDAX is among the top 14% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EVDAX is 8686
Overall Rank
The Sharpe Ratio Rank of EVDAX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EVDAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EVDAX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of EVDAX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of EVDAX is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Camelot Event Driven Fund Class A (EVDAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Camelot Event Driven Fund Class A Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 1.04
  • 5-Year: 1.14
  • All Time: 0.60

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Camelot Event Driven Fund Class A compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.04
0.44
EVDAX (Camelot Event Driven Fund Class A)
Benchmark (^GSPC)

Dividends

Dividend History

Camelot Event Driven Fund Class A provided a 0.91% dividend yield over the last twelve months, with an annual payout of $0.18 per share.


0.00%0.50%1.00%1.50%$0.00$0.05$0.10$0.15$0.202018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.18$0.18$0.21$0.00$0.00$0.17$0.14$0.19

Dividend yield

0.91%0.93%1.11%0.00%0.00%1.00%0.93%1.46%

Monthly Dividends

The table displays the monthly dividend distributions for Camelot Event Driven Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
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$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2018$0.19$0.19

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.26%
-7.88%
EVDAX (Camelot Event Driven Fund Class A)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Camelot Event Driven Fund Class A. 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 Camelot Event Driven Fund Class A was 36.29%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Camelot Event Driven Fund Class A drawdown is 1.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.29%Jan 21, 202044Mar 23, 202053Jun 8, 202097
-13.68%Jun 9, 202014Jun 26, 202094Nov 9, 2020108
-10.96%Apr 5, 2022132Oct 12, 202263Jan 12, 2023195
-10.24%Aug 27, 201883Dec 24, 201855Mar 15, 2019138
-8.88%Jun 16, 202146Aug 19, 202139Oct 14, 202185

Volatility

Volatility Chart

The current Camelot Event Driven Fund Class A volatility is 1.73%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
1.73%
6.82%
EVDAX (Camelot Event Driven Fund Class A)
Benchmark (^GSPC)