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Inception Date
Jun 29, 2021
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

OWLLX Performance Chart

Channing Intrinsic Value Small-Cap Fund (OWLLX) is up 11.2% since the beginning of the year. OWLLX is currently trading at $13 per share.


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S&P 500 Index

Returns By Period

Channing Intrinsic Value Small-Cap Fund (OWLLX) has returned 11.15% so far this year and 30.17% over the past 12 months.


Channing Intrinsic Value Small-Cap Fund

1D
1.25%
1M
0.47%
YTD
11.15%
6M
9.51%
1Y
30.17%
3Y*
14.08%
5Y*
10Y*

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)

OWLLX Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 2021, OWLLX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 52% of months were positive and 48% were negative. The best month was Oct 2022 with a return of +12.1%, while the worst month was Jun 2022 at -11.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.

On a daily basis, OWLLX closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +10.7%, while the worst single day was Apr 3, 2025 at -9.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.78%4.22%-8.92%8.64%-2.12%0.31%11.15%
20252.75%-6.06%-8.92%-5.00%7.57%7.44%2.37%6.39%-0.35%0.61%2.43%-0.47%7.46%
2024-2.52%6.63%5.24%-6.46%3.45%-2.57%9.20%-1.61%0.27%0.27%7.88%-7.89%10.69%
202311.42%-1.73%-5.38%-1.51%-0.35%10.76%4.59%-2.96%-5.47%-6.23%5.81%11.66%19.71%
2022-3.55%3.89%-0.89%-8.95%3.28%-10.99%6.41%-3.79%-9.63%12.07%3.44%-7.49%-17.53%
2021-1.00%0.91%-3.10%4.44%-5.04%5.82%1.59%

Benchmark Metrics

Channing Intrinsic Value Small-Cap Fund has an annualized alpha of -5.74%, beta of 1.08, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since July 01, 2021.

  • This fund participated in 119.29% of S&P 500 Index downside but only 94.53% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -5.74% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.08 and R2 of 0.68, 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
-5.74%
Beta
1.08
0.68
Upside Capture
94.53%
Downside Capture
119.29%

Expense Ratio

OWLLX has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

OWLLX ranks 35 for risk / return — below 35% 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.


OWLLX Risk / Return Rank: 3535
Overall Rank
OWLLX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
OWLLX Sortino Ratio Rank: 3636
Sortino Ratio Rank
OWLLX Omega Ratio Rank: 3232
Omega Ratio Rank
OWLLX Calmar Ratio Rank: 3939
Calmar Ratio Rank
OWLLX Martin Ratio Rank: 3333
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 Channing Intrinsic Value Small-Cap Fund (OWLLX) and compare them to S&P 500 Index.


OWLLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.30

1.41

-0.11

Calmar ratioReturn relative to maximum drawdown

2.36

2.93

-0.57

Martin ratioReturn relative to average drawdown

7.45

13.52

-6.07

Dividends

Dividend History

Channing Intrinsic Value Small-Cap Fund provided a 0.58% dividend yield over the last twelve months, with an annual payout of $0.08 per share. The fund has been increasing its distributions for 4 consecutive years.


0.30%0.40%0.50%0.60%$0.00$0.02$0.04$0.06$0.0820212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.08$0.08$0.05$0.05$0.03$0.03

Dividend yield

0.58%0.65%0.45%0.49%0.41%0.27%

Monthly Dividends

The table displays the monthly dividend distributions for Channing Intrinsic Value Small-Cap 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$0.08$0.08
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2021$0.03$0.03

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 Channing Intrinsic Value Small-Cap 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 Channing Intrinsic Value Small-Cap Fund was 31.16%, occurring on Apr 8, 2025. Recovery took 170 trading sessions.

The current Channing Intrinsic Value Small-Cap Fund drawdown is 5.81%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-31.16%Apr 2025
4mo 13d8mo 6d
1y 14dNov 2024 - Dec 2025
Bear market2022
-26.23%Sep 2022
10mo 25d1y 5mo
2y 3moNov 2021 - Mar 2024
2026 correction2026
-14.10%Mar 2026
1mo 7d
3mo 23dFeb 2026 - now
2024 pullback2024
-9.86%Aug 2024
6d2mo 8d
2mo 14dAug 2024 - Oct 2024
2024 pullback2024
-7.93%Jun 2024
2mo 14d1mo 2d
3mo 16dApr 2024 - Jul 2024

Drawdown Indicators


OWLLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.16%

-56.78%

+25.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.10%

-9.10%

-5.00%

Max Drawdown (3Y)

Largest decline over 3 years

-31.16%

-18.90%

-12.26%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-5.81%

-0.74%

-5.07%

Average Drawdown

Average peak-to-trough decline

-9.32%

-10.72%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

1.97%

+2.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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