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ISIN
US2391031042
CUSIP
239103104
Inception Date
Dec 1, 1994
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

RPEAX Performance Chart

Davis Opportunity Fund (RPEAX) is up 13.3% since the beginning of the year. RPEAX is currently trading at $45 per share. Investors who bought $1,000 worth of RPEAX shares 5 years ago would now be looking at an investment worth $1,897.


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S&P 500 Index

Returns By Period

Davis Opportunity Fund (RPEAX) has returned 13.25% so far this year and 32.69% over the past 12 months. Over the last ten years, RPEAX has had an annualized return of 13.19%, just under the S&P 500 Index benchmark’s 13.66%.


Davis Opportunity Fund

1D
0.65%
1M
5.36%
YTD
13.25%
6M
14.56%
1Y
32.69%
3Y*
28.13%
5Y*
13.66%
10Y*
13.19%

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)

RPEAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 1995, RPEAX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Dec 1999 with a return of +17.7%, while the worst month was Aug 1998 at -23.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, RPEAX closed higher 53% of trading days. The best single day was Dec 13, 2024 with a return of +35.5%, while the worst single day was Dec 16, 2024 at -14.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.88%2.56%-5.82%8.27%3.81%1.40%13.25%
20255.44%-0.28%-4.46%-1.46%4.13%6.23%-1.56%5.80%2.18%0.26%2.29%1.96%21.86%
2024-1.10%4.56%5.38%-2.67%3.29%-1.60%3.55%1.27%2.76%-0.54%6.40%8.04%32.82%
20239.09%-4.39%-4.21%2.65%-0.03%8.54%5.46%-3.95%-3.76%-3.27%8.37%7.47%22.21%
2022-3.94%-2.91%-1.02%-6.88%3.33%-9.19%6.00%-3.24%-8.33%9.00%7.71%-3.56%-14.12%
20211.61%4.11%6.81%9.61%2.77%-2.51%-0.62%0.24%-4.15%4.72%-3.14%3.94%24.92%

Benchmark Metrics

Davis Opportunity Fund has an annualized alpha of 3.11%, beta of 0.93, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since January 04, 1995.

  • This fund captured 109.90% of S&P 500 Index gains and 100.54% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 3.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.93 and R2 of 0.71, 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
3.11%
Beta
0.93
0.71
Upside Capture
109.90%
Downside Capture
100.54%

Expense Ratio

RPEAX has a high expense ratio of 0.93%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

RPEAX ranks 68 for risk / return — better than 68% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


RPEAX Risk / Return Rank: 6868
Overall Rank
RPEAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RPEAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
RPEAX Omega Ratio Rank: 6666
Omega Ratio Rank
RPEAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
RPEAX Martin Ratio Rank: 6161
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 Davis Opportunity Fund (RPEAX) and compare them to S&P 500 Index.


RPEAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.46

1.41

+0.05

Calmar ratioReturn relative to maximum drawdown

3.31

2.93

+0.38

Martin ratioReturn relative to average drawdown

12.03

13.52

-1.49

Dividends

Dividend History

Davis Opportunity Fund provided a 12.28% dividend yield over the last twelve months, with an annual payout of $5.50 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$2.00$4.00$6.00$8.00$10.00$12.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$5.50$5.50$12.19$2.35$2.82$3.87$1.06$1.63$0.18$1.00$0.76$5.88

Dividend yield

12.28%13.91%33.00%6.17%8.47%9.23%2.88%4.86%0.64%2.70%2.44%21.42%

Monthly Dividends

The table displays the monthly dividend distributions for Davis Opportunity 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$5.50$5.50
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$12.19$12.19
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.35$2.35
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.82$2.82
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.87$3.87

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 Davis Opportunity 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 Davis Opportunity Fund was 59.71%, occurring on Nov 20, 2008. Recovery took 1084 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.71%Nov 2008
1y 4mo4y 3mo
5y 8moJul 2007 - Mar 2013
COVID crash2020
-39.78%Mar 2020
2y 1mo9mo 13d
2y 11moJan 2018 - Dec 2020
Dot-com crash2000–2002
-37.82%Oct 2002
1y 4mo1y 6d
2y 4moMay 2001 - Oct 2003
1998 bear market1998
-37.45%Oct 1998
1y1y 1mo
2y 1moOct 1997 - Nov 1999
Bear market2022
-26.03%Sep 2022
8mo 16d1y 2mo
1y 11moJan 2022 - Dec 2023

Drawdown Indicators


RPEAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.71%

-56.78%

-2.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-9.10%

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-25.44%

-18.90%

-6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-26.03%

-25.43%

-0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-39.78%

-33.92%

-5.86%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-10.48%

-10.72%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

1.97%

+0.81%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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