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Channing Intrinsic Value Small-Cap Fund (OWLLX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Channing Intrinsic Value Small-Cap Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Channing Intrinsic Value Small-Cap Fund (OWLLX) has returned 1.37% so far this year and 23.91% over the past 12 months.


Channing Intrinsic Value Small-Cap Fund

1D
-1.50%
1M
-11.39%
YTD
1.37%
6M
3.98%
1Y
23.91%
3Y*
11.69%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 30, 2021, OWLLX's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.

Historically, 51% of months were positive and 49% were negative. The best month was Oct 2022 with a return of +12.1%, while the worst month was Mar 2026 at -11.4%. 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%-11.39%1.37%
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 -3.87%, 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 118.42% of S&P 500 Index downside but only 102.43% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.87% 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
-3.87%
Beta
1.08
0.68
Upside Capture
102.43%
Downside Capture
118.42%

Expense Ratio

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


Return for Risk

Risk / Return Rank

OWLLX ranks 47 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.


OWLLX Risk / Return Rank: 4747
Overall Rank
OWLLX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
OWLLX Sortino Ratio Rank: 5050
Sortino Ratio Rank
OWLLX Omega Ratio Rank: 4747
Omega Ratio Rank
OWLLX Calmar Ratio Rank: 5252
Calmar Ratio Rank
OWLLX Martin Ratio Rank: 4242
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 a chosen benchmark (S&P 500 Index).


OWLLXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.90

+0.05

Sortino ratio

Return per unit of downside risk

1.45

1.39

+0.06

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.29

1.40

-0.11

Martin ratio

Return relative to average drawdown

4.49

6.61

-2.11

Explore OWLLX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Channing Intrinsic Value Small-Cap Fund provided a 0.64% 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

0.64%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
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 14.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.16%Nov 26, 202490Apr 8, 2025170Dec 10, 2025260
-26.23%Nov 9, 2021225Sep 30, 2022359Mar 7, 2024584
-14.1%Feb 11, 202627Mar 20, 2026
-9.86%Aug 1, 20245Aug 7, 202447Oct 14, 202452
-7.93%Apr 1, 202454Jun 14, 202420Jul 16, 202474

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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