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ISIN
US2461186999
Inception Date
Aug 1, 2003
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

OIIEX Performance Chart

Optimum International Fund (OIIEX) is up 17.5% since the beginning of the year. OIIEX is currently trading at $19 per share. Investors who bought $1,000 worth of OIIEX shares 5 years ago would now be looking at an investment worth $1,428.


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S&P 500 Index

Returns By Period

Optimum International Fund (OIIEX) has returned 17.52% so far this year and 29.49% over the past 12 months. Over the last ten years, OIIEX has returned 9.44% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Optimum International Fund

1D
1.48%
1M
4.05%
YTD
17.52%
6M
18.58%
1Y
29.49%
3Y*
18.46%
5Y*
7.39%
10Y*
9.44%

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)

OIIEX Monthly Returns History

Based on dividend-adjusted daily data since Jul 23, 2003, OIIEX's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +15.3%, while the worst month was Oct 2008 at -19.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, OIIEX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +12.7%, while the worst single day was Oct 15, 2008 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.59%3.37%-9.31%9.43%6.74%1.65%17.52%
20254.81%1.58%-2.30%4.09%5.83%3.44%-1.66%2.10%2.52%0.19%-0.39%3.47%25.99%
2024-0.93%3.82%1.80%-3.30%5.07%-0.16%1.82%2.65%2.65%-3.99%1.08%-1.99%8.41%
20238.86%-3.85%4.19%0.54%-3.02%4.58%2.98%-4.76%-4.11%-4.28%10.60%6.01%17.37%
2022-6.55%-3.35%0.16%-7.64%0.87%-10.27%5.96%-4.81%-11.44%3.12%13.57%-2.73%-23.04%
2021-0.20%3.90%2.11%3.03%2.25%0.37%-0.98%2.15%-5.42%2.17%-5.36%4.80%8.52%

Benchmark Metrics

Optimum International Fund has an annualized alpha of -0.30%, beta of 0.87, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since July 23, 2003.

  • This fund participated in 100.83% of S&P 500 Index downside but only 92.10% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R2 of 0.72, 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
-0.30%
Beta
0.87
0.72
Upside Capture
92.10%
Downside Capture
100.83%

Expense Ratio

OIIEX has a high expense ratio of 1.04%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

OIIEX ranks 43 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.


OIIEX Risk / Return Rank: 4343
Overall Rank
OIIEX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
OIIEX Sortino Ratio Rank: 3939
Sortino Ratio Rank
OIIEX Omega Ratio Rank: 4545
Omega Ratio Rank
OIIEX Calmar Ratio Rank: 4343
Calmar Ratio Rank
OIIEX Martin Ratio Rank: 4545
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 Optimum International Fund (OIIEX) 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.


OIIEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.39

2.78

-0.40

Martin ratioReturn relative to average drawdown

9.04

12.44

-3.40

Dividends

Dividend History

Optimum International Fund provided a 1.19% dividend yield over the last twelve months, with an annual payout of $0.22 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.22$0.22$0.21$0.16$0.32$2.14$0.46$0.28$1.03$0.30$0.13$0.09

Dividend yield

1.19%1.40%1.62%1.37%3.08%15.53%3.16%2.10%8.98%2.06%1.16%0.80%

Monthly Dividends

The table displays the monthly dividend distributions for Optimum International 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$0.22$0.22
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.14$2.14

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 Optimum International 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 Optimum International Fund was 58.10%, occurring on Mar 9, 2009. Recovery took 2047 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-58.10%Mar 2009
1y 4mo8y 1mo
9y 5moNov 2007 - Apr 2017
COVID crash2020
-37.43%Mar 2020
2y 1mo8mo 6d
2y 9moJan 2018 - Nov 2020
Bear market2022
-37.09%Oct 2022
1y 1mo2y 4mo
3y 5moSep 2021 - Feb 2025
2025 selloff2025
-14.64%Apr 2025
1mo 17d25d
2mo 12dFeb 2025 - May 2025
2006 correction2006
-14.55%Jun 2006
1mo 3d4mo 1d
5mo 4dMay 2006 - Oct 2006

Drawdown Indicators


OIIEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.10%

-56.78%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-9.10%

-2.83%

Max Drawdown (3Y)

Largest decline over 3 years

-14.64%

-18.90%

+4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

-25.43%

-11.66%

Max Drawdown (10Y)

Largest decline over 10 years

-37.43%

-33.92%

-3.51%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-12.42%

-10.71%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.03%

+1.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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