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ISIN
US6710816025
CUSIP
671081602
Inception Date
Dec 31, 2004
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

RCKSX Performance Chart

Rock Oak Core Growth Fund (RCKSX) is up 14.3% since the beginning of the year. RCKSX is currently trading at $23 per share. Investors who bought $1,000 worth of RCKSX shares 5 years ago would now be looking at an investment worth $1,426.


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S&P 500 Index

Returns By Period

Rock Oak Core Growth Fund (RCKSX) has returned 14.25% so far this year and 21.22% over the past 12 months. Over the last ten years, RCKSX has returned 10.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Rock Oak Core Growth Fund

1D
0.64%
1M
2.23%
YTD
14.25%
6M
14.99%
1Y
21.22%
3Y*
19.67%
5Y*
7.36%
10Y*
10.87%

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)

RCKSX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2005, RCKSX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2009 with a return of +14.5%, while the worst month was Oct 2008 at -17.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, RCKSX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +14.0%, while the worst single day was Oct 15, 2008 at -10.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.17%3.48%-1.03%4.30%1.04%0.64%14.25%
20254.78%-2.38%-3.20%1.78%5.72%2.83%-1.04%1.01%2.70%0.37%1.43%-1.32%12.99%
20240.18%6.18%3.08%-5.10%2.35%-1.23%6.00%3.36%1.70%-0.46%7.14%-7.91%15.12%
20235.46%-2.91%-1.60%-1.49%-1.65%7.84%1.95%-0.38%-3.58%-2.19%8.88%5.28%15.57%
2022-6.76%-1.19%1.26%-5.23%-0.81%-6.38%7.35%-3.46%-7.62%5.36%3.68%-4.61%-18.09%
20213.04%2.38%2.27%2.16%-1.22%-1.39%-0.60%1.53%-3.50%4.30%-3.69%4.71%9.96%

Benchmark Metrics

Rock Oak Core Growth Fund has an annualized alpha of -0.76%, beta of 0.99, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 04, 2005.

  • This fund participated in 104.99% of S&P 500 Index downside but only 99.47% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.99 and R2 of 0.85, 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
-0.76%
Beta
0.99
0.85
Upside Capture
99.47%
Downside Capture
104.99%

Expense Ratio

RCKSX has a high expense ratio of 1.25%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

RCKSX ranks 56 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.


RCKSX Risk / Return Rank: 5656
Overall Rank
RCKSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
RCKSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
RCKSX Omega Ratio Rank: 3333
Omega Ratio Rank
RCKSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
RCKSX Martin Ratio Rank: 7575
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 Rock Oak Core Growth Fund (RCKSX) and compare them to S&P 500 Index.


RCKSXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.84

2.39

-0.55

Sortino ratio

Return per unit of downside risk

2.67

3.25

-0.59

Omega ratio

Gain probability vs. loss probability

1.31

1.43

-0.13

Calmar ratio

Return relative to maximum drawdown

5.13

3.11

+2.02

Martin ratio

Return relative to average drawdown

14.25

14.38

-0.13

Dividends

Dividend History

Rock Oak Core Growth Fund provided a 5.48% dividend yield over the last twelve months, with an annual payout of $1.28 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$1.28$1.28$0.09$0.12$0.15$0.78$2.84$0.56$0.09$0.92$0.10$0.39

Dividend yield

5.48%6.26%0.47%0.71%1.00%4.31%16.56%3.18%0.59%5.91%0.70%3.21%

Monthly Dividends

The table displays the monthly dividend distributions for Rock Oak Core Growth 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$1.28$1.28
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.78$0.78

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 Rock Oak Core Growth 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 Rock Oak Core Growth Fund was 57.88%, occurring on Nov 20, 2008. Recovery took 608 trading sessions.

The current Rock Oak Core Growth Fund drawdown is 0.47%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-57.88%Nov 2008
10mo 29d2y 5mo
3y 3moDec 2007 - Apr 2011
COVID crash2020
-33.10%Mar 2020
1y 6mo7mo 25d
2y 2moAug 2018 - Nov 2020
2011 bear market2011
-24.46%Oct 2011
5mo 11d5mo 25d
11mo 6dApr 2011 - Mar 2012
2023 bear market2023
-23.50%Mar 2023
1y 10mo1y 5d
2y 10moApr 2021 - Mar 2024
2016 bear market2016
-22.73%Feb 2016
8mo 28d9mo 18d
1y 6moMay 2015 - Nov 2016

Drawdown Indicators


RCKSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.88%

-56.78%

-1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.14%

-9.10%

+4.96%

Max Drawdown (3Y)

Largest decline over 3 years

-18.22%

-18.90%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

-25.43%

+2.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

-33.92%

+0.82%

Current Drawdown

Current decline from peak

-0.47%

0.00%

-0.47%

Average Drawdown

Average peak-to-trough decline

-9.51%

-10.72%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.97%

-0.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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