- Issuer
- Holbrook Holdings
- Inception Date
- Jul 6, 2016
- Category
- Intermediate Core-Plus Bond
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
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
HOBIX Performance Chart
Holbrook Income Fund Class I (HOBIX) is up 2.3% since the beginning of the year. HOBIX is currently trading at $10 per share. Investors who bought $1,000 worth of HOBIX shares 5 years ago would now be looking at an investment worth $1,235.
Loading charts...
Returns By Period
Holbrook Income Fund Class I (HOBIX) has returned 2.32% so far this year and 6.39% over the past 12 months.
Holbrook Income Fund Class I
- 1D
- -0.10%
- 1M
- 0.38%
- YTD
- 2.32%
- 6M
- 2.77%
- 1Y
- 6.39%
- 3Y*
- 7.29%
- 5Y*
- 4.31%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
HOBIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, HOBIX's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, an investment would double in approximately 14.1 years.
Historically, 78% of months were positive and 22% were negative. The best month was Apr 2020 with a return of +5.1%, while the worst month was Mar 2020 at -15.4%. The longest winning streak lasted 21 consecutive months, and the longest losing streak was 9 months.
On a daily basis, HOBIX closed higher 27% of trading days. The best single day was Mar 26, 2020 with a return of +4.4%, while the worst single day was Mar 18, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.60% | 0.42% | 0.29% | 0.61% | 0.48% | -0.10% | 2.32% | ||||||
| 2025 | 1.10% | 0.93% | 0.18% | 0.16% | 1.02% | 0.68% | 0.65% | 0.80% | 0.60% | 0.54% | 0.31% | 0.43% | 7.67% |
| 2024 | 0.12% | 0.25% | 0.62% | 2.02% | 1.18% | 0.00% | 1.16% | -0.74% | 0.83% | 1.07% | 0.87% | 0.03% | 7.66% |
| 2023 | 1.66% | -0.07% | -0.82% | 0.52% | 0.07% | 0.94% | 1.46% | 0.54% | 0.65% | -0.51% | 0.19% | 0.91% | 5.65% |
| 2022 | -0.07% | -0.29% | -0.31% | -0.41% | -0.99% | -0.34% | 0.75% | 0.26% | -1.29% | -0.63% | 0.32% | 0.06% | -2.91% |
| 2021 | 1.45% | 0.95% | 1.03% | 0.74% | 0.33% | 0.54% | 0.33% | 0.33% | 0.58% | -0.09% | -0.08% | -0.12% | 6.13% |
Benchmark Metrics
Holbrook Income Fund Class I has an annualized alpha of 3.64%, beta of 0.09, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (16.98%) than losses (8.23%) - typical of diversified or defensive assets.
- Beta of 0.09 may look defensive, but with R2 of 0.09 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 0.09 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.64%
- Beta
- 0.09
- R²
- 0.09
- Upside Capture
- 16.98%
- Downside Capture
- 8.23%
Expense Ratio
HOBIX has a high expense ratio of 1.05%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
HOBIX ranks 98 for risk / return — in the top 98% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Holbrook Income Fund Class I (HOBIX) and compare them to S&P 500 Index.
| HOBIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +7.22 | ||
| Omega ratioGain probability vs. loss probability | 4.86 | 1.41 | +3.45 |
| Calmar ratioReturn relative to maximum drawdown | 12.81 | 2.98 | +9.83 |
| Martin ratioReturn relative to average drawdown | 44.59 | 13.78 | +30.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Holbrook Income Fund Class I provided a 6.30% dividend yield over the last twelve months, with an annual payout of $0.61 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.61 | $0.63 | $0.68 | $0.61 | $0.52 | $0.42 | $0.65 | $0.36 | $0.43 | $0.21 |
Dividend yield | 6.30% | 6.45% | 7.04% | 6.35% | 5.31% | 3.97% | 6.30% | 3.51% | 4.32% | 2.12% |
Monthly Dividends
The table displays the monthly dividend distributions for Holbrook Income Fund Class I. 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 | $0.05 | $0.04 | $0.05 | $0.05 | $0.05 | $0.00 | $0.23 | ||||||
| 2025 | $0.06 | $0.03 | $0.05 | $0.07 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.04 | $0.09 | $0.63 |
| 2024 | $0.07 | $0.04 | $0.05 | $0.07 | $0.04 | $0.05 | $0.06 | $0.04 | $0.00 | $0.06 | $0.04 | $0.15 | $0.68 |
| 2023 | $0.06 | $0.04 | $0.05 | $0.00 | $0.05 | $0.05 | $0.07 | $0.05 | $0.05 | $0.00 | $0.05 | $0.14 | $0.61 |
| 2022 | $0.04 | $0.03 | $0.04 | $0.05 | $0.03 | $0.04 | $0.06 | $0.04 | $0.04 | $0.06 | $0.04 | $0.07 | $0.52 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.05 | $0.04 | $0.04 | $0.05 | $0.04 | $0.05 | $0.00 | $0.03 | $0.09 | $0.42 |
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 Holbrook Income Fund Class I. 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 Holbrook Income Fund Class I was 23.52%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current Holbrook Income Fund Class I drawdown is 0.10%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -23.52%Mar 2020 | 2mo 14d | 5mo 12d | 7mo 26dJan 2020 - Sep 2020 |
Bear market2022 | -4.16%Nov 2022 | 12mo 4d | 8mo 24d | 1y 8moNov 2021 - Jul 2023 |
Rate-hike selloffLate 2018 | -3.46%Dec 2018 | 2mo 19d | 2mo 1d | 4mo 20dOct 2018 - Feb 2019 |
2024 pullback2024 | -2.77%Aug 2024 | 10d | 28d | 1mo 8dAug 2024 - Sep 2024 |
2024 pullback2024 | -1.63%Dec 2024 | 21d | 1d | 22dDec 2024 - Dec 2024 |
Drawdown Indicators
| HOBIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.52% | -56.78% | +33.26% |
Max Drawdown (1Y)Largest decline over 1 year | -0.51% | -9.10% | +8.59% |
Max Drawdown (3Y)Largest decline over 3 years | -2.77% | -18.90% | +16.13% |
Max Drawdown (5Y)Largest decline over 5 years | -4.16% | -25.43% | +21.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.33% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -0.97% | -10.72% | +9.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.15% | 1.97% | -1.82% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with HOBIX
Add Holbrook Income Fund Class I 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 HOBIX