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ISIN
US6804146040
Inception Date
Apr 4, 2005
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

OWSMX Performance Chart

Old Westbury Small & Mid Cap Strategies Fund (OWSMX) is up 11.1% since the beginning of the year. OWSMX is currently trading at $19 per share. Investors who bought $1,000 worth of OWSMX shares 5 years ago would now be looking at an investment worth $1,197.


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S&P 500 Index

Returns By Period

Old Westbury Small & Mid Cap Strategies Fund (OWSMX) has returned 11.14% so far this year and 22.56% over the past 12 months. Over the last ten years, OWSMX has returned 7.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Old Westbury Small & Mid Cap Strategies Fund

1D
-0.57%
1M
2.22%
YTD
11.14%
6M
13.54%
1Y
22.56%
3Y*
14.95%
5Y*
3.67%
10Y*
7.75%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OWSMX Monthly Returns History

Based on dividend-adjusted daily data since Apr 8, 2005, OWSMX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.1%, while the worst month was Mar 2020 at -16.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, OWSMX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 12, 2020 at -10.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.97%4.88%-8.89%7.66%2.53%-0.57%11.14%
20253.31%-2.36%-2.11%1.58%6.17%3.58%-0.45%3.76%0.93%-0.82%1.81%1.67%18.06%
2024-2.53%4.06%3.07%-4.65%4.23%-1.25%4.99%1.08%1.61%-2.34%5.22%-5.21%7.76%
20238.20%-3.32%-0.00%-0.89%-2.70%5.27%4.20%-3.77%-5.13%-5.41%8.80%7.42%11.67%
2022-8.53%-1.57%0.49%-8.27%-1.67%-8.28%6.44%-3.27%-9.20%6.33%7.67%-3.32%-22.54%
20210.98%1.94%-1.11%5.33%-1.06%1.59%-0.60%1.72%-4.63%4.08%-5.47%1.83%4.10%

Benchmark Metrics

Old Westbury Small & Mid Cap Strategies Fund has an annualized alpha of 1.94%, beta of 0.70, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since April 11, 2005.

  • This fund participated in 91.61% of S&P 500 Index downside but only 88.83% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.94%
Beta
0.70
0.72
Upside Capture
88.83%
Downside Capture
91.61%

Expense Ratio

OWSMX has a high expense ratio of 1.10%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

OWSMX ranks 34 for risk / return — below 34% 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.


OWSMX Risk / Return Rank: 3434
Overall Rank
OWSMX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
OWSMX Sortino Ratio Rank: 3535
Sortino Ratio Rank
OWSMX Omega Ratio Rank: 3838
Omega Ratio Rank
OWSMX Calmar Ratio Rank: 2929
Calmar Ratio Rank
OWSMX Martin Ratio Rank: 3535
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 Old Westbury Small & Mid Cap Strategies Fund (OWSMX) and compare them to S&P 500 Index.


OWSMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.73

2.39

-0.66

Sortino ratio

Return per unit of downside risk

2.49

3.25

-0.76

Omega ratio

Gain probability vs. loss probability

1.33

1.43

-0.11

Calmar ratio

Return relative to maximum drawdown

2.01

3.11

-1.11

Martin ratio

Return relative to average drawdown

7.81

14.38

-6.57

Dividends

Dividend History

Old Westbury Small & Mid Cap Strategies Fund provided a 7.57% dividend yield over the last twelve months, with an annual payout of $1.46 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.46$1.46$0.63$0.10$0.07$1.09$0.59$0.72$1.64$1.24$0.96$1.60

Dividend yield

7.57%8.41%3.92%0.65%0.52%6.04%3.23%4.65%12.54%7.43%6.32%10.79%

Monthly Dividends

The table displays the monthly dividend distributions for Old Westbury Small & Mid Cap Strategies 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$1.46$1.46
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.09$1.09

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 Old Westbury Small & Mid Cap Strategies 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 Old Westbury Small & Mid Cap Strategies Fund was 38.35%, occurring on Mar 9, 2009. Recovery took 284 trading sessions.

The current Old Westbury Small & Mid Cap Strategies Fund drawdown is 0.72%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-38.35%Mar 2009
1y 4mo1y 1mo
2y 5moNov 2007 - Apr 2010
COVID crash2020
-35.96%Mar 2020
2mo5mo 6d
7mo 6dJan 2020 - Aug 2020
Bear market2022
-34.57%Oct 2022
11mo 8d2y 10mo
3y 9moNov 2021 - Aug 2025
2011 bear market2011
-24.29%Oct 2011
5mo 4d1y 3mo
1y 8moMay 2011 - Jan 2013
Rate-hike selloffLate 2018
-20.83%Dec 2018
6mo 14d11mo
1y 5moJun 2018 - Nov 2019

Drawdown Indicators


OWSMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.35%

-56.78%

+18.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-9.10%

-2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-15.97%

-18.90%

+2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-34.57%

-25.43%

-9.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.96%

-33.92%

-2.04%

Current Drawdown

Current decline from peak

-0.72%

0.00%

-0.72%

Average Drawdown

Average peak-to-trough decline

-8.18%

-10.72%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

1.97%

+1.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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