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ISIN
US01878T5589
Inception Date
Dec 3, 2014
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

SCYVX Performance Chart

AB Small Cap Value Portfolio (SCYVX) is up 23.8% since the beginning of the year. SCYVX is currently trading at $18 per share. Investors who bought $1,000 worth of SCYVX shares 5 years ago would now be looking at an investment worth $1,335.


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S&P 500 Index

Returns By Period

AB Small Cap Value Portfolio (SCYVX) has returned 23.83% so far this year and 32.78% over the past 12 months. Over the last ten years, SCYVX has returned 9.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


AB Small Cap Value Portfolio

1D
1.39%
1M
4.79%
YTD
23.83%
6M
21.60%
1Y
32.78%
3Y*
14.11%
5Y*
5.95%
10Y*
9.21%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCYVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2015, SCYVX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +17.9%, while the worst month was Mar 2020 at -26.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SCYVX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -13.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.13%3.53%-3.92%8.61%2.06%3.86%23.83%
20251.49%-4.32%-6.54%-4.54%5.85%3.76%0.14%7.44%-1.65%-2.28%1.72%-0.08%-0.02%
2024-4.34%3.18%5.13%-6.42%5.44%-1.13%10.58%-0.97%-1.04%-1.98%10.36%-6.08%11.46%
20239.39%-1.49%-7.63%-3.66%-3.96%8.59%5.74%-4.18%-5.51%-6.24%7.69%11.55%7.82%
2022-4.49%0.77%-1.60%-7.93%2.47%-10.40%10.22%-4.53%-9.93%13.38%3.15%-6.11%-16.68%
20212.87%14.11%6.75%3.59%3.47%-3.70%-2.52%2.83%-0.72%3.68%-3.61%5.37%35.56%

Benchmark Metrics

AB Small Cap Value Portfolio has an annualized alpha of -2.81%, beta of 1.07, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.

  • This fund participated in 111.84% of S&P 500 Index downside but only 96.60% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.81% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.07 and R2 of 0.67, 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
-2.81%
Beta
1.07
0.67
Upside Capture
96.60%
Downside Capture
111.84%

Expense Ratio

SCYVX has an expense ratio of 0.92%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SCYVX ranks 58 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.


SCYVX Risk / Return Rank: 5858
Overall Rank
SCYVX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SCYVX Sortino Ratio Rank: 5151
Sortino Ratio Rank
SCYVX Omega Ratio Rank: 4444
Omega Ratio Rank
SCYVX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SCYVX Martin Ratio Rank: 5959
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 AB Small Cap Value Portfolio (SCYVX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCYVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

3.78

2.78

+1.00

Martin ratioReturn relative to average drawdown

11.13

12.44

-1.31

Dividends

Dividend History

AB Small Cap Value Portfolio provided a 3.93% dividend yield over the last twelve months, with an annual payout of $0.69 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.69$0.69$0.63$0.07$0.66$1.20$0.07$0.67$0.68$0.76$0.07$0.05

Dividend yield

3.93%4.87%4.23%0.52%5.15%7.39%0.55%5.37%6.44%5.67%0.54%0.52%

Monthly Dividends

The table displays the monthly dividend distributions for AB Small Cap Value Portfolio. 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$0.69$0.69
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$0.07$0.07
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66$0.66
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.20$1.20

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 AB Small Cap Value Portfolio. 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 AB Small Cap Value Portfolio was 47.74%, occurring on Mar 18, 2020. Recovery took 189 trading sessions.

The current AB Small Cap Value Portfolio drawdown is 0.79%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-47.74%Mar 2020
1y 8mo9mo 2d
2y 5moJul 2018 - Dec 2020
2023 bear market2023
-29.12%Oct 2023
1y 11mo1y 13d
2y 12moNov 2021 - Nov 2024
2025 selloff2025
-27.12%Apr 2025
4mo 13d9mo 12d
1y 1moNov 2024 - Jan 2026
2016 correction2016
-19.33%Feb 2016
7mo 22d3mo 28d
11mo 20dJun 2015 - Jun 2016
2021 correction2021
-13.01%Jul 2021
1mo 10d3mo 17d
4mo 27dJun 2021 - Nov 2021

Drawdown Indicators


SCYVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-47.74%

-56.78%

+9.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-9.10%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-27.12%

-18.90%

-8.22%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-25.43%

-3.69%

Max Drawdown (10Y)

Largest decline over 10 years

-47.74%

-33.92%

-13.82%

Current Drawdown

Current decline from peak

-0.79%

-1.80%

+1.01%

Average Drawdown

Average peak-to-trough decline

-9.42%

-10.71%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.03%

+0.92%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SCYVX

Add AB Small Cap Value Portfolio to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SCYVX