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ISIN
US8855727355
CUSIP
885572735
Issuer
IMS
Inception Date
Aug 5, 1996
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

IMSCX Performance Chart

IMS Capital Value Fund (IMSCX) is up 12.3% since the beginning of the year. IMSCX is currently trading at $44 per share. Investors who bought $1,000 worth of IMSCX shares 5 years ago would now be looking at an investment worth $1,670.


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S&P 500 Index

Returns By Period

IMS Capital Value Fund (IMSCX) has returned 12.27% so far this year and 30.83% over the past 12 months. Over the last ten years, IMSCX has returned 11.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


IMS Capital Value Fund

1D
1.69%
1M
2.80%
YTD
12.27%
6M
11.71%
1Y
30.83%
3Y*
22.77%
5Y*
10.80%
10Y*
11.87%

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)

IMSCX Monthly Returns History

Based on dividend-adjusted daily data since Jul 31, 1996, IMSCX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jan 2001 with a return of +17.5%, while the worst month was Oct 2008 at -20.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IMSCX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +9.9%, while the worst single day was Dec 1, 2008 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.72%-2.71%-4.77%14.39%2.72%1.39%12.27%
20254.91%-1.31%-8.90%-3.84%8.43%7.08%1.92%2.74%3.10%3.31%-0.15%-0.25%16.99%
20240.72%6.23%2.82%-4.66%6.13%3.39%0.23%0.28%1.73%1.84%4.03%-2.64%21.40%
202312.88%-2.44%3.12%1.79%3.89%6.13%6.91%-2.42%-3.97%-1.06%10.69%5.43%47.43%
2022-4.77%-3.80%1.26%-12.65%-3.17%-12.55%11.49%-3.10%-10.82%7.06%6.69%-7.44%-30.11%
2021-4.04%9.23%3.12%4.86%-0.10%-0.32%1.79%0.70%-2.86%5.43%-1.05%-3.72%12.87%

Benchmark Metrics

IMS Capital Value Fund has an annualized alpha of 0.30%, beta of 0.97, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since July 31, 1996.

  • With beta of 0.97 and R2 of 0.83, 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
0.30%
Beta
0.97
0.83
Upside Capture
100.62%
Downside Capture
101.84%

Expense Ratio

IMSCX has a high expense ratio of 1.82%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

IMSCX ranks 44 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IMSCX Risk / Return Rank: 4444
Overall Rank
IMSCX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IMSCX Sortino Ratio Rank: 3939
Sortino Ratio Rank
IMSCX Omega Ratio Rank: 4242
Omega Ratio Rank
IMSCX Calmar Ratio Rank: 4848
Calmar Ratio Rank
IMSCX Martin Ratio Rank: 5050
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 IMS Capital Value Fund (IMSCX) 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.


IMSCXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.53

2.78

-0.26

Martin ratioReturn relative to average drawdown

9.76

12.44

-2.68

Dividends

Dividend History

IMS Capital Value Fund provided a 3.17% dividend yield over the last twelve months, with an annual payout of $1.41 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.00$2.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.41$1.41$1.97$0.00$0.00$1.21$0.57$2.48$2.53$0.52

Dividend yield

3.17%3.55%5.63%0.00%0.00%4.09%2.09%10.15%13.04%2.08%

Monthly Dividends

The table displays the monthly dividend distributions for IMS Capital Value 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$0.00$0.00$0.00$1.41$1.41
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.97$1.97
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 IMS Capital Value 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 IMS Capital Value Fund was 56.63%, occurring on Mar 9, 2009. Recovery took 1141 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-56.63%Mar 2009
1y 9mo4y 6mo
6y 3moJun 2007 - Sep 2013
Bear market2022
-40.18%Sep 2022
10mo 26d1y 5mo
2y 3moNov 2021 - Mar 2024
COVID crash2020
-31.33%Mar 2020
1mo 1d5mo 12d
6mo 13dFeb 2020 - Sep 2020
Dot-com crash2000–2002
-29.53%Oct 2002
5mo 25d7mo 9d
1y 29dApr 2002 - May 2003
1998 bear market1998
-27.33%Oct 1998
1y6mo 9d
1y 6moOct 1997 - Apr 1999

Drawdown Indicators


IMSCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.63%

-56.78%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-9.10%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-23.80%

-18.90%

-4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-40.18%

-25.43%

-14.75%

Max Drawdown (10Y)

Largest decline over 10 years

-40.18%

-33.92%

-6.26%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.15%

-10.71%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.03%

+1.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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