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ISIN
US2461188300
Inception Date
Aug 1, 2003
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

OILVX Performance Chart

Optimum Large Cap Value Fund (OILVX) is up 7.1% since the beginning of the year. OILVX is currently trading at $21 per share. Investors who bought $1,000 worth of OILVX shares 5 years ago would now be looking at an investment worth $1,554.


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S&P 500 Index

Returns By Period

Optimum Large Cap Value Fund (OILVX) has returned 7.10% so far this year and 18.96% over the past 12 months. Over the last ten years, OILVX has returned 10.68% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Optimum Large Cap Value Fund

1D
0.57%
1M
1.83%
YTD
7.10%
6M
8.55%
1Y
18.96%
3Y*
15.24%
5Y*
9.22%
10Y*
10.68%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILVX Monthly Returns History

Based on dividend-adjusted daily data since Jul 23, 2003, OILVX'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, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +11.7%, while the worst month was Oct 2008 at -17.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, OILVX closed higher 52% of trading days. The best single day was Dec 6, 2023 with a return of +16.8%, while the worst single day was Dec 7, 2023 at -14.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.85%2.10%-5.16%5.90%0.52%0.05%7.10%
20254.31%0.52%-2.62%-3.12%3.87%3.36%0.15%3.45%0.83%-0.63%2.74%1.35%14.79%
20240.80%3.63%4.93%-3.91%2.66%-0.58%4.68%2.90%0.69%-1.18%5.11%-6.18%13.63%
20233.43%-3.58%-0.59%2.00%-3.39%6.31%2.89%-2.31%-3.64%-2.77%6.90%5.11%9.90%
2022-2.42%-1.75%2.67%-6.06%2.51%-8.25%6.21%-2.46%-7.89%10.16%6.53%-3.53%-6.05%
2021-1.12%4.92%6.58%4.05%2.48%-1.19%1.78%2.17%-3.32%5.92%-3.38%6.10%27.17%

Benchmark Metrics

Optimum Large Cap Value Fund has an annualized alpha of 0.26%, beta of 0.93, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since July 24, 2003.

  • This fund participated in 96.36% of S&P 500 Index downside but only 94.15% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.93 and R2 of 0.87, 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
0.26%
Beta
0.93
0.87
Upside Capture
94.15%
Downside Capture
96.36%

Expense Ratio

OILVX has an expense ratio of 0.92%, placing it in the medium range.


Return for Risk

Risk / Return Rank

OILVX ranks 46 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.


OILVX Risk / Return Rank: 4646
Overall Rank
OILVX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
OILVX Sortino Ratio Rank: 4141
Sortino Ratio Rank
OILVX Omega Ratio Rank: 3939
Omega Ratio Rank
OILVX Calmar Ratio Rank: 5151
Calmar Ratio Rank
OILVX Martin Ratio Rank: 5454
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 Large Cap Value Fund (OILVX) and compare them to S&P 500 Index.


OILVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.34

1.41

-0.07

Calmar ratioReturn relative to maximum drawdown

2.75

2.93

-0.18

Martin ratioReturn relative to average drawdown

10.96

13.52

-2.56

Dividends

Dividend History

Optimum Large Cap Value Fund provided a 7.25% dividend yield over the last twelve months, with an annual payout of $1.53 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.53$1.53$1.35$2.89$1.18$1.59$0.36$0.48$0.67$0.93$1.96$0.19

Dividend yield

7.25%7.76%7.30%16.51%6.33%7.55%2.02%2.74%4.72%5.68%13.20%1.28%

Monthly Dividends

The table displays the monthly dividend distributions for Optimum Large Cap Value 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$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$1.35$1.35
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.89$2.89
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.18$1.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.59$1.59

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 Large 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 Optimum Large Cap Value Fund was 56.56%, occurring on Mar 9, 2009. Recovery took 889 trading sessions.

The current Optimum Large Cap Value Fund drawdown is 0.52%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-56.56%Mar 2009
1y 7mo3y 6mo
5y 2moJul 2007 - Sep 2012
COVID crash2020
-36.99%Mar 2020
2mo 2d8mo 16d
10mo 18dJan 2020 - Dec 2020
Rate-hike selloffLate 2018
-19.67%Dec 2018
10mo 28d6mo 9d
1y 5moJan 2018 - Jul 2019
2016 correction2016
-18.49%Feb 2016
8mo 25d9mo 8d
1y 5moMay 2015 - Nov 2016
Bear market2022
-18.17%Sep 2022
8mo 20d1y 2mo
1y 10moJan 2022 - Dec 2023

Drawdown Indicators


OILVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.56%

-56.78%

+0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-9.10%

+1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-14.78%

-18.90%

+4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-18.17%

-25.43%

+7.26%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

-33.92%

-3.07%

Current Drawdown

Current decline from peak

-0.52%

-0.74%

+0.22%

Average Drawdown

Average peak-to-trough decline

-7.31%

-10.72%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.97%

-0.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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