- ISIN
- US56167N6132
- CUSIP
- 56167N613
- Issuer
- Olstein
- Inception Date
- Sep 21, 1995
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
OFALX Performance Chart
Olstein All Cap Value Fund (OFALX) is up 5.8% since the beginning of the year. OFALX is currently trading at $19 per share. Investors who bought $1,000 worth of OFALX shares 5 years ago would now be looking at an investment worth $1,140.
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Returns By Period
Olstein All Cap Value Fund (OFALX) has returned 5.77% so far this year and 13.88% over the past 12 months. Over the last ten years, OFALX has returned 8.41% per year, falling short of the S&P 500 Index benchmark, which averaged 13.24% annually.
Olstein All Cap Value Fund
- 1D
- 1.29%
- 1M
- 3.74%
- YTD
- 5.77%
- 6M
- 5.54%
- 1Y
- 13.88%
- 3Y*
- 9.19%
- 5Y*
- 2.66%
- 10Y*
- 8.41%
Benchmark (S&P 500 Index)
- 1D
- -1.62%
- 1M
- -1.97%
- YTD
- 6.16%
- 6M
- 5.52%
- 1Y
- 20.34%
- 3Y*
- 19.12%
- 5Y*
- 11.34%
- 10Y*
- 13.24%
OFALX Monthly Returns History
Based on dividend-adjusted daily data since Sep 21, 1995, OFALX's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +16.1%, while the worst month was Oct 2008 at -21.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, OFALX closed higher 52% of trading days. The best single day was Dec 31, 2018 with a return of +21.2%, while the worst single day was Dec 28, 2018 at -17.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.76% | 2.11% | -7.41% | 4.86% | 1.69% | 1.13% | 5.77% | ||||||
| 2025 | 4.42% | -1.43% | -4.83% | -5.64% | 4.42% | 3.55% | 0.22% | 4.47% | -0.84% | -2.13% | 2.88% | 2.48% | 7.07% |
| 2024 | -0.65% | 3.01% | 5.25% | -5.04% | 1.65% | -1.15% | 5.87% | 1.65% | 1.28% | -0.97% | 4.90% | -6.37% | 8.94% |
| 2023 | 10.45% | -2.68% | -1.74% | 0.34% | -5.13% | 7.99% | 2.23% | -4.74% | -5.14% | -4.52% | 8.20% | 7.49% | 11.39% |
| 2022 | -2.21% | -1.04% | -0.00% | -7.64% | 1.88% | -11.08% | 7.22% | -4.33% | -11.57% | 9.76% | 6.37% | -5.82% | -19.24% |
| 2021 | 2.21% | 7.61% | 5.65% | 3.65% | 1.61% | -0.75% | -0.53% | 2.52% | -3.64% | 2.51% | -3.46% | 6.29% | 25.52% |
Benchmark Metrics
Olstein All Cap Value Fund has an annualized alpha of 1.59%, beta of 0.94, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since September 21, 1995.
- This fund captured 108.96% of S&P 500 Index gains and 105.09% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 0.94 and R2 of 0.77, 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
- 1.59%
- Beta
- 0.94
- R²
- 0.77
- Upside Capture
- 108.96%
- Downside Capture
- 105.09%
Expense Ratio
OFALX has a high expense ratio of 2.15%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
OFALX ranks 21 for risk / return — below 21% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Olstein All Cap Value Fund (OFALX) 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.
| OFALX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.25 | -0.74 |
| Martin ratioReturn relative to average drawdown | 4.71 | 10.14 | -5.43 |
Dividends
Dividend History
Olstein All Cap Value Fund provided a 8.09% dividend yield over the last twelve months, with an annual payout of $1.53 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.53 | $1.53 | $2.04 | $0.02 | $1.76 | $4.45 | $0.04 | $1.30 | $1.78 | $1.21 | $0.04 | $2.89 |
Dividend yield | 8.09% | 8.56% | 11.24% | 0.13% | 10.61% | 19.70% | 0.18% | 6.55% | 11.05% | 6.08% | 0.22% | 17.34% |
Monthly Dividends
The table displays the monthly dividend distributions for Olstein All Cap Value 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 | $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 | $1.53 | $1.53 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.04 | $2.04 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.76 | $1.76 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.45 | $4.45 |
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 Olstein All Cap 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 Olstein All Cap Value Fund was 63.49%, occurring on Mar 9, 2009. Recovery took 1053 trading sessions.
The current Olstein All Cap Value Fund drawdown is 0.89%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -63.49%Mar 2009 | 1y 9mo | 4y 2mo | 5y 11moJun 2007 - May 2013 |
COVID crash2020 | -41.26%Mar 2020 | 2mo 2d | 7mo 22d | 9mo 24dJan 2020 - Nov 2020 |
Dot-com crash2000–2002 | -41.19%Oct 2002 | 5mo 24d | 1y 2mo | 1y 8moApr 2002 - Dec 2003 |
1998 bear market1998 | -31.71%Oct 1998 | 5mo 18d | 3mo | 8mo 18dApr 1998 - Jan 1999 |
Rate-hike selloffLate 2018 | -31.27%Dec 2018 | 11mo 3d | 6mo 28d | 1y 5moJan 2018 - Jul 2019 |
Drawdown Indicators
| OFALX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.49% | -56.78% | -6.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -9.10% | -0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -20.22% | -18.90% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -28.27% | -25.43% | -2.84% |
Max Drawdown (10Y)Largest decline over 10 years | -41.26% | -33.92% | -7.34% |
Current DrawdownCurrent decline from peak | -0.89% | -4.50% | +3.61% |
Average DrawdownAverage peak-to-trough decline | -10.44% | -10.72% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.01% | +1.21% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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