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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Jamestown Equity 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
Jamestown Equity Fund (JAMEX) has returned -6.40% so far this year and 16.62% over the past 12 months. Looking at the last ten years, JAMEX has achieved an annualized return of 12.86%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
Jamestown Equity Fund
- 1D
- -0.31%
- 1M
- -7.07%
- YTD
- -6.40%
- 6M
- -3.31%
- 1Y
- 16.62%
- 3Y*
- 17.40%
- 5Y*
- 10.99%
- 10Y*
- 12.86%
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 Nov 30, 1992, JAMEX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.
Historically, 63% of months were positive and 37% were negative. The best month was Mar 2000 with a return of +12.5%, while the worst month was Oct 2008 at -17.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, JAMEX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.50% | -1.74% | -7.07% | -6.40% | |||||||||
| 2025 | 3.15% | -1.47% | -5.92% | -1.47% | 6.15% | 6.48% | 2.59% | 1.78% | 3.72% | 2.66% | 0.30% | 0.32% | 19.13% |
| 2024 | 1.78% | 5.06% | 3.82% | -3.50% | 5.26% | 0.31% | 1.67% | 1.95% | 2.06% | -1.07% | 7.29% | -2.83% | 23.43% |
| 2023 | 5.24% | -1.75% | 2.26% | 1.52% | 0.15% | 6.04% | 4.03% | -1.14% | -4.34% | -1.85% | 8.13% | 4.43% | 24.31% |
| 2022 | -4.40% | -4.14% | 2.22% | -7.60% | 0.17% | -8.27% | 7.90% | -2.85% | -8.62% | 8.27% | 6.18% | -4.72% | -16.56% |
| 2021 | -1.37% | 3.83% | 4.88% | 5.32% | 1.28% | 1.27% | 2.40% | 3.20% | -4.73% | 7.19% | -3.82% | 5.25% | 26.75% |
Benchmark Metrics
Jamestown Equity Fund has an annualized alpha of 0.63%, beta of 0.92, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since December 01, 1992.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.99%) than losses (94.99%) — typical of diversified or defensive assets.
- With beta of 0.92 and R² of 0.95, 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
- 0.63%
- Beta
- 0.92
- R²
- 0.95
- Upside Capture
- 94.99%
- Downside Capture
- 94.99%
Expense Ratio
JAMEX has a high expense ratio of 0.98%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
JAMEX ranks 56 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Jamestown Equity Fund (JAMEX) and compare them to a chosen benchmark (S&P 500 Index).
| JAMEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.90 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.39 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.40 | -0.02 |
Martin ratioReturn relative to average drawdown | 5.98 | 6.61 | -0.63 |
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 JAMEX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Jamestown Equity Fund provided a 8.21% dividend yield over the last twelve months, with an annual payout of $2.89 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.89 | $2.96 | $1.73 | $1.10 | $3.56 | $0.57 | $1.33 | $2.40 | $0.55 | $1.45 | $0.98 | $1.31 |
Dividend yield | 8.21% | 7.87% | 5.06% | 3.78% | 14.58% | 1.70% | 4.94% | 10.25% | 2.83% | 6.52% | 4.90% | 6.67% |
Monthly Dividends
The table displays the monthly dividend distributions for Jamestown Equity 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 | $0.07 | $0.00 | $0.00 | $1.26 | $0.00 | $0.00 | $0.05 | $0.00 | $1.52 | $0.06 | $2.96 |
| 2024 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $1.47 | $0.06 | $1.73 |
| 2023 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.06 | $0.00 | $0.18 | $0.07 | $1.10 |
| 2022 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $2.03 | $0.00 | $0.00 | $0.06 | $0.00 | $1.35 | $0.08 | $3.56 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.04 | $0.00 | $0.01 | $0.04 | $0.57 |
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 Jamestown Equity 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 Jamestown Equity Fund was 49.25%, occurring on Mar 9, 2009. Recovery took 974 trading sessions.
The current Jamestown Equity Fund drawdown is 9.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.25% | Jul 17, 2000 | 2173 | Mar 9, 2009 | 974 | Jan 18, 2013 | 3147 |
| -30.65% | Feb 13, 2020 | 27 | Mar 23, 2020 | 92 | Aug 3, 2020 | 119 |
| -24.47% | Jul 21, 1998 | 57 | Oct 8, 1998 | 50 | Dec 18, 1998 | 107 |
| -24.3% | Nov 10, 2021 | 224 | Sep 30, 2022 | 301 | Dec 12, 2023 | 525 |
| -22.81% | Jan 29, 2018 | 229 | Dec 24, 2018 | 137 | Jul 12, 2019 | 366 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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