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ISIN
US00774Q5100
CUSIP
00774Q510
Inception Date
Sep 30, 2019
Category
REIT
Min. Investment
$25,000
Distribution Policy
Distributing
Asset Class
Real Estate

Share Price Chart


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Performance

KCRIX Performance Chart

Knights of Columbus Real Estate Fund (KCRIX) is up 11.7% since the beginning of the year. KCRIX is currently trading at $9 per share. Investors who bought $1,000 worth of KCRIX shares 5 years ago would now be looking at an investment worth $1,112.


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S&P 500 Index

Returns By Period

Knights of Columbus Real Estate Fund (KCRIX) has returned 11.74% so far this year and 10.57% over the past 12 months.


Knights of Columbus Real Estate Fund

1D
-0.11%
1M
-1.24%
YTD
11.74%
6M
12.16%
1Y
10.57%
3Y*
5.64%
5Y*
2.15%
10Y*

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)

KCRIX Monthly Returns History

Based on dividend-adjusted daily data since Sep 30, 2019, KCRIX's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.

Historically, 55% of months were positive and 45% were negative. The best month was Jan 2023 with a return of +11.8%, while the worst month was Mar 2020 at -20.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, KCRIX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.67%7.05%-6.11%9.02%-0.45%-0.23%11.74%
2025-0.37%3.80%-2.95%-1.22%0.62%-0.66%-1.37%2.78%0.25%-1.85%2.26%-2.59%-1.54%
2024-4.34%-0.65%2.32%-6.80%4.96%1.51%7.89%5.28%2.42%-3.02%3.58%-7.72%4.12%
202311.75%-4.79%-2.72%0.89%-4.28%5.26%1.26%-2.98%-7.31%-5.83%10.91%8.05%8.12%
2022-5.58%-1.65%5.51%-3.47%-4.27%-6.71%8.95%-6.91%-13.44%3.11%6.27%-4.95%-22.77%
2021-0.81%1.43%5.24%4.42%0.46%4.54%4.75%0.50%-3.73%4.00%0.58%9.72%35.07%

Benchmark Metrics

Knights of Columbus Real Estate Fund has an annualized alpha of -5.23%, beta of 0.76, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since September 30, 2019.

  • This fund participated in 106.00% of S&P 500 Index downside but only 69.60% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -5.23% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-5.23%
Beta
0.76
0.52
Upside Capture
69.60%
Downside Capture
106.00%

Expense Ratio

KCRIX has a high expense ratio of 1.16%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

KCRIX ranks 12 for risk / return — in the bottom 12% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


KCRIX Risk / Return Rank: 1212
Overall Rank
KCRIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KCRIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
KCRIX Omega Ratio Rank: 99
Omega Ratio Rank
KCRIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
KCRIX Martin Ratio Rank: 1515
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 Knights of Columbus Real Estate Fund (KCRIX) 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.


KCRIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.14

1.37

-0.22

Calmar ratioReturn relative to maximum drawdown

1.30

2.78

-1.49

Martin ratioReturn relative to average drawdown

3.95

12.44

-8.49

Dividends

Dividend History

Knights of Columbus Real Estate Fund provided a 2.02% dividend yield over the last twelve months, with an annual payout of $0.18 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.18$0.20$0.21$0.20$0.79$2.28$0.41$0.10

Dividend yield

2.02%2.48%2.56%2.47%10.29%20.89%4.16%0.95%

Monthly Dividends

The table displays the monthly dividend distributions for Knights of Columbus Real Estate 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$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.05$0.20
2024$0.00$0.00$0.06$0.00$0.00$0.01$0.00$0.00$0.05$0.00$0.00$0.10$0.21
2023$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.20
2022$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.71$0.79
2021$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$2.19$2.28

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 Knights of Columbus Real Estate 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 Knights of Columbus Real Estate Fund was 39.93%, occurring on Mar 23, 2020. Recovery took 255 trading sessions.

The current Knights of Columbus Real Estate Fund drawdown is 5.39%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.93%Mar 2020
1mo 4d1y 3d
1y 1moFeb 2020 - Mar 2021
2023 bear market2023
-32.52%Oct 2023
1y 6mo
4y 2moApr 2022 - now
Bear market2022
-10.17%Feb 2022
1mo 19d1mo 26d
3mo 15dJan 2022 - Apr 2022
2021 pullback2021
-4.92%Sep 2021
27d14d
1mo 11dSep 2021 - Oct 2021
2021 pullback2021
-4.42%Dec 2021
5d5d
10dNov 2021 - Dec 2021

Drawdown Indicators


KCRIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.93%

-56.78%

+16.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-9.10%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-18.68%

-18.90%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-32.52%

-25.43%

-7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-5.39%

-1.80%

-3.59%

Average Drawdown

Average peak-to-trough decline

-12.98%

-10.71%

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.03%

+0.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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