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ISIN
US46653M8495
CUSIP
00770G847
Inception Date
Jul 28, 2009
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

JOHIX Performance Chart

JOHCM International Select Fund (JOHIX) is up 7.8% since the beginning of the year. JOHIX is currently trading at $30 per share. Investors who bought $1,000 worth of JOHIX shares 5 years ago would now be looking at an investment worth $1,183.


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S&P 500 Index

Returns By Period

JOHCM International Select Fund (JOHIX) has returned 7.77% so far this year and 20.86% over the past 12 months. Over the last ten years, JOHIX has returned 7.99% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


JOHCM International Select Fund

1D
0.47%
1M
1.73%
YTD
7.77%
6M
7.69%
1Y
20.86%
3Y*
11.41%
5Y*
3.42%
10Y*
7.99%

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)

JOHIX Monthly Returns History

Based on dividend-adjusted daily data since Jul 30, 2009, JOHIX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was Sep 2010 with a return of +15.4%, while the worst month was Sep 2011 at -14.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JOHIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 12, 2020 at -9.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.06%2.24%-10.87%8.07%-0.84%1.18%7.77%
20254.56%-2.93%-0.26%3.98%5.66%3.54%-2.02%5.63%3.27%0.25%-0.64%2.53%25.70%
2024-0.17%6.18%1.99%-8.06%4.56%-0.29%1.96%3.18%-0.40%-3.58%-1.24%-3.19%0.11%
20238.15%-2.77%3.04%0.14%-0.37%5.04%1.94%-3.54%-4.34%-4.77%9.83%5.79%18.16%
2022-9.68%-4.46%-0.69%-9.82%0.69%-12.48%5.52%-8.56%-10.22%4.28%12.70%-2.48%-32.38%
20210.00%0.07%0.20%3.03%1.38%-0.60%0.35%2.97%-4.52%4.31%-2.10%7.14%12.38%

Benchmark Metrics

JOHCM International Select Fund has an annualized alpha of -0.75%, beta of 0.79, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since July 30, 2009.

  • This fund participated in 98.98% of S&P 500 Index downside but only 83.04% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.75%
Beta
0.79
0.60
Upside Capture
83.04%
Downside Capture
98.98%

Expense Ratio

JOHIX has a high expense ratio of 0.98%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JOHIX ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JOHIX Risk / Return Rank: 2222
Overall Rank
JOHIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JOHIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
JOHIX Omega Ratio Rank: 2323
Omega Ratio Rank
JOHIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
JOHIX Martin Ratio Rank: 2525
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 JOHCM International Select Fund (JOHIX) 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.


JOHIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

1.63

2.78

-1.16

Martin ratioReturn relative to average drawdown

5.49

12.44

-6.94

Dividends

Dividend History

JOHCM International Select Fund provided a 2.98% dividend yield over the last twelve months, with an annual payout of $0.89 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.89$0.89$0.39$0.44$0.33$3.69$0.87$0.23$0.31$0.27$0.13$0.07

Dividend yield

2.98%3.21%1.71%1.90%1.67%12.27%2.88%0.95%1.51%1.18%0.71%0.37%

Monthly Dividends

The table displays the monthly dividend distributions for JOHCM International Select 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$0.89$0.89
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.69$3.69

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 JOHCM International Select 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 JOHCM International Select Fund was 41.60%, occurring on Sep 26, 2022. Recovery took 742 trading sessions.

The current JOHCM International Select Fund drawdown is 3.35%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-41.60%Sep 2022
8mo 26d3y 13d
3y 9moJan 2022 - Oct 2025
COVID crash2020
-27.40%Mar 2020
2mo2mo 11d
4mo 11dJan 2020 - Jun 2020
2011 bear market2011
-26.59%Oct 2011
5mo 7d1y 4mo
1y 9moApr 2011 - Feb 2013
2016 bear market2016
-23.23%Jan 2016
7mo 27d1y 6mo
2y 1moMay 2015 - Jul 2017
2010 correction2010
-19.75%May 2010
1mo 9d4mo
5mo 9dApr 2010 - Sep 2010

Drawdown Indicators


JOHIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.60%

-56.78%

+15.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-9.10%

-5.16%

Max Drawdown (3Y)

Largest decline over 3 years

-19.70%

-18.90%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-41.60%

-25.43%

-16.17%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

-33.92%

-7.68%

Current Drawdown

Current decline from peak

-3.35%

-1.80%

-1.55%

Average Drawdown

Average peak-to-trough decline

-9.25%

-10.71%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

2.03%

+2.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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