- ISIN
- US00771F1030
- CUSIP
- 00771F103
- Issuer
- Advisors Preferred
- Inception Date
- Jan 14, 2013
- Category
- Macro Trading
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
Share Price Chart
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Performance
OTRFX Performance Chart
OnTrack Core Fund (OTRFX) is up 5.2% since the beginning of the year. OTRFX is currently trading at $50 per share. Investors who bought $1,000 worth of OTRFX shares 5 years ago would now be looking at an investment worth $1,104.
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Returns By Period
OnTrack Core Fund (OTRFX) has returned 5.21% so far this year and 11.69% over the past 12 months. Over the last ten years, OTRFX has returned 5.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
OnTrack Core Fund
- 1D
- 0.06%
- 1M
- 0.93%
- YTD
- 5.21%
- 6M
- 5.21%
- 1Y
- 11.69%
- 3Y*
- 6.21%
- 5Y*
- 1.99%
- 10Y*
- 5.30%
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%
OTRFX Monthly Returns History
Based on dividend-adjusted daily data since Jan 16, 2013, OTRFX's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.
Historically, 59% of months were positive and 41% were negative. The best month was May 2020 with a return of +5.5%, while the worst month was Dec 2024 at -3.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 13 months.
On a daily basis, OTRFX closed higher 52% of trading days. The best single day was Jun 8, 2020 with a return of +2.1%, while the worst single day was Mar 7, 2017 at -2.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.53% | 2.07% | -2.36% | 0.71% | 0.53% | 0.72% | 5.21% | ||||||
| 2025 | 0.37% | 0.31% | -0.74% | -0.41% | -0.32% | 1.87% | 0.82% | 1.02% | 1.03% | 2.06% | -1.24% | 1.23% | 6.12% |
| 2024 | -0.47% | 0.40% | 1.53% | -1.69% | 1.04% | 0.16% | 1.11% | 0.87% | 1.41% | -2.00% | 0.69% | -3.06% | -0.12% |
| 2023 | 1.23% | -1.42% | -1.25% | -0.18% | -0.60% | 0.37% | 0.96% | 0.19% | 0.19% | -0.25% | 1.59% | 4.55% | 5.37% |
| 2022 | -0.64% | -1.18% | -0.64% | -1.00% | -0.20% | -0.39% | 0.37% | -2.00% | -0.19% | -0.00% | 0.96% | -1.04% | -5.82% |
| 2021 | 2.09% | 0.24% | 0.39% | 0.71% | 0.47% | 0.68% | 0.33% | 0.10% | 0.02% | -0.15% | -1.28% | 0.32% | 3.94% |
Benchmark Metrics
OnTrack Core Fund has an annualized alpha of 3.52%, beta of 0.07, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since January 16, 2013.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (21.72%) than losses (19.27%) - typical of diversified or defensive assets.
- Beta of 0.07 may look defensive, but with R2 of 0.11 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.11 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.52%
- Beta
- 0.07
- R²
- 0.11
- Upside Capture
- 21.72%
- Downside Capture
- 19.27%
Expense Ratio
OTRFX has a high expense ratio of 2.58%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
OTRFX ranks 80 for risk / return — in the top 80% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for OnTrack Core Fund (OTRFX) 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.
| OTRFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.37 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 2.78 | +1.12 |
| Martin ratioReturn relative to average drawdown | 8.50 | 12.44 | -3.94 |
Dividends
Dividend History
OnTrack Core Fund provided a 12.40% dividend yield over the last twelve months, with an annual payout of $6.21 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $6.21 | $6.21 | $4.07 | $0.08 | $0.73 | $3.99 | $1.36 | $0.63 | $3.12 | $1.32 | $3.33 | $2.82 |
Dividend yield | 12.40% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
Monthly Dividends
The table displays the monthly dividend distributions for OnTrack Core 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 | $6.21 | $6.21 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $4.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.07 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 | $0.73 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.99 | $3.99 |
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 OnTrack Core 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 OnTrack Core Fund was 9.73%, occurring on Feb 24, 2016. Recovery took 135 trading sessions.
The current OnTrack Core Fund drawdown is 0.95%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2016 pullback2016 | -9.73%Feb 2016 | 11mo 28d | 6mo 15d | 1y 6moMar 2015 - Sep 2016 |
2023 pullback2023 | -9.51%May 2023 | 1y 8mo | 1y 3mo | 2y 11moSep 2021 - Aug 2024 |
Rate-hike selloffLate 2018 | -8.32%Dec 2018 | 10mo 22d | 1y 1mo | 2y 8dJan 2018 - Feb 2020 |
2025 selloff2025 | -5.76%May 2025 | 7mo 25d | 4mo 3d | 11mo 28dSep 2024 - Sep 2025 |
2014 pullback2014 | -4.98%Dec 2014 | 5mo 17d | 1mo 1d | 6mo 18dJul 2014 - Jan 2015 |
Drawdown Indicators
| OTRFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.73% | -56.78% | +47.05% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -9.10% | +6.08% |
Max Drawdown (3Y)Largest decline over 3 years | -5.76% | -18.90% | +13.14% |
Max Drawdown (5Y)Largest decline over 5 years | -9.51% | -25.43% | +15.92% |
Max Drawdown (10Y)Largest decline over 10 years | -9.51% | -33.92% | +24.41% |
Current DrawdownCurrent decline from peak | -0.95% | -1.80% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -10.71% | +7.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 2.03% | -0.64% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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