- ISIN
- US9695576028
- Inception Date
- Dec 1, 1992
- Category
- Large Cap Blend Equities
- 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
JAMEX Performance Chart
Jamestown Equity Fund (JAMEX) is up 8.7% since the beginning of the year. JAMEX is currently trading at $41 per share. Investors who bought $1,000 worth of JAMEX shares 5 years ago would now be looking at an investment worth $1,838.
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Returns By Period
Jamestown Equity Fund (JAMEX) has returned 8.73% so far this year and 25.67% over the past 12 months. Looking at the last ten years, JAMEX has achieved an annualized return of 14.97%, outperforming the S&P 500 Index benchmark, which averaged 13.71% per year.
Jamestown Equity Fund
- 1D
- -0.80%
- 1M
- -0.90%
- YTD
- 8.73%
- 6M
- 7.93%
- 1Y
- 25.67%
- 3Y*
- 21.15%
- 5Y*
- 12.94%
- 10Y*
- 14.97%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
JAMEX Monthly Returns History
Based on dividend-adjusted daily data since Nov 30, 1992, JAMEX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.
Historically, 62% of months were positive and 38% 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% | -4.40% | 10.55% | 4.32% | -2.08% | 8.73% | ||||||
| 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 0.61%, beta of 0.92, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since November 30, 1992.
- This fund participated in 95.08% of S&P 500 Index downside but only 94.94% of its upside - more exposed to losses than it benefited from rallies.
- 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
- 0.61%
- Beta
- 0.92
- R²
- 0.95
- Upside Capture
- 94.94%
- Downside Capture
- 95.08%
Expense Ratio
JAMEX has a high expense ratio of 0.98%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
JAMEX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Jamestown Equity Fund (JAMEX) 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.
| JAMEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.32 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.46 | +0.46 |
| Martin ratioReturn relative to average drawdown | 12.54 | 10.92 | +1.63 |
Dividends
Dividend History
Jamestown Equity Fund provided a 7.18% dividend yield over the last twelve months, with an annual payout of $2.93 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 | $2.93 | $2.96 | $1.73 | $1.10 | $3.56 | $0.57 | $1.33 | $2.40 | $0.55 | $1.45 | $0.98 | $1.31 |
Dividend yield | 7.18% | 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 | $0.04 | $0.00 | $0.00 | $0.00 | $0.04 | ||||||
| 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 2.81%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -49.25%Mar 2009 | 8y 7mo | 3y 10mo | 12y 6moJul 2000 - Jan 2013 |
COVID crash2020 | -30.65%Mar 2020 | 1mo 9d | 4mo 13d | 5mo 22dFeb 2020 - Aug 2020 |
1998 bear market1998 | -24.47%Oct 1998 | 2mo 19d | 2mo 11d | 5moJul 1998 - Dec 1998 |
Bear market2022 | -24.30%Sep 2022 | 10mo 24d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -22.81%Dec 2018 | 10mo 29d | 6mo 20d | 1y 5moJan 2018 - Jul 2019 |
Drawdown Indicators
| JAMEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.25% | -56.78% | +7.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -9.10% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -18.90% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -25.43% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -30.65% | -33.92% | +3.27% |
Current DrawdownCurrent decline from peak | -2.81% | -3.21% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -10.70% | -10.71% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.04% | +0.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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