PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
Semper MBS Total Return Fund (SEMPX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Semper MBS Total Return Fund (SEMPX)

Mutual Fund · Currency in USD · Last updated May 31, 2025

Under normal market conditions, the fund invests at least 80% of its net assets (plus any borrowings for investment purposes) in mortgage-backed securities ("MBS"). The weighted average maturity of the fund's MBS investments will generally range from between 1 and 10 years and the fund may invest without limit in MBS that are rated below investment grade (i.e., "high yield" or "junk" ratings).

Fund Info

ISIN

US00770X7416

CUSIP

00770X741

Issuer

Semper

Inception Date

Jul 21, 2013

Category

Nontraditional Bonds

Min. Investment

$2,500

Asset Class

Bond

Expense Ratio

SEMPX has a high expense ratio of 1.07%, indicating above-average management fees.

Share Price Chart

Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Semper MBS Total Return Fund

Popular comparisons:
SEMPX vs. BRK-B SEMPX vs. ETV
Popular comparisons:
SEMPX vs. BRK-B SEMPX vs. ETV

Performance

Performance Chart

Loading data...

S&P 500

Returns By Period

Semper MBS Total Return Fund (SEMPX) returned 2.38% year-to-date (YTD) and 10.03% over the past 12 months. Over the past 10 years, SEMPX returned 3.04% annually, underperforming the S&P 500 benchmark at 10.85%.

SEMPX

YTD

2.38%

1M

0.35%

6M

2.45%

1Y

10.03%

3Y*

6.34%

5Y*

6.79%

10Y*

3.04%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of SEMPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.78%1.55%-0.22%-0.09%0.35%2.38%
20242.45%0.67%0.96%0.08%1.65%1.06%1.17%1.00%1.65%0.30%1.33%0.07%13.08%
20232.50%1.23%-1.12%1.56%1.20%1.40%0.76%0.54%0.03%-0.81%1.67%2.97%12.52%
2022-0.34%-1.54%-1.84%-0.28%-2.36%-2.95%0.66%1.56%-3.84%-3.04%-1.07%0.90%-13.42%
20211.06%0.80%0.15%1.17%0.86%0.95%0.54%0.25%0.57%0.07%0.05%0.04%6.71%
20201.31%0.52%-22.06%-1.27%2.73%5.60%1.78%0.55%1.78%0.33%1.90%2.64%-7.09%
20190.31%0.58%0.34%0.75%0.58%0.39%0.31%0.46%0.18%0.11%0.15%0.28%4.53%
20180.96%0.26%0.52%0.35%0.46%0.55%0.20%0.31%0.33%0.18%-0.40%-0.02%3.75%
20170.59%0.49%0.54%0.55%0.62%0.53%0.65%0.57%0.26%0.38%0.41%0.17%5.93%
2016-0.86%-0.81%0.52%0.72%0.23%0.09%0.80%0.46%0.73%0.38%0.28%0.57%3.13%
20150.09%1.14%0.29%0.14%0.41%0.47%0.56%0.17%0.26%0.03%0.19%0.12%3.94%
20141.24%1.16%0.25%1.25%1.03%0.68%0.83%0.41%0.61%0.42%0.33%-0.20%8.31%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, SEMPX is among the top 2% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of SEMPX is 9898
Overall Rank
The Sharpe Ratio Rank of SEMPX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SEMPX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SEMPX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SEMPX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SEMPX is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Semper MBS Total Return Fund (SEMPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Semper MBS Total Return Fund Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 3.44
  • 5-Year: 2.23
  • 10-Year: 0.80
  • All Time: 1.14

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Semper MBS Total Return Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Semper MBS Total Return Fund provided a 6.65% dividend yield over the last twelve months, with an annual payout of $0.57 per share.

3.00%4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.20$0.40$0.60$0.8020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.57$0.59$0.71$0.47$0.29$0.38$0.49$0.59$0.53$0.63$0.56$0.64

Dividend yield

6.65%6.87%8.75%5.97%2.98%4.07%4.73%5.66%5.00%6.00%5.11%5.85%

Monthly Dividends

The table displays the monthly dividend distributions for Semper MBS Total Return Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.05$0.04$0.04$0.04$0.00$0.17
2024$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.06$0.05$0.04$0.07$0.59
2023$0.06$0.06$0.06$0.06$0.07$0.05$0.06$0.06$0.06$0.06$0.06$0.06$0.71
2022$0.03$0.02$0.03$0.02$0.03$0.04$0.04$0.04$0.05$0.05$0.05$0.07$0.47
2021$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.02$0.29
2020$0.04$0.04$0.04$0.04$0.04$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.38
2019$0.04$0.04$0.05$0.05$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.49
2018$0.05$0.06$0.06$0.05$0.05$0.05$0.05$0.04$0.05$0.05$0.05$0.05$0.59
2017$0.05$0.04$0.04$0.05$0.05$0.05$0.05$0.04$0.03$0.04$0.04$0.06$0.53
2016$0.06$0.06$0.06$0.03$0.05$0.06$0.06$0.06$0.05$0.05$0.05$0.05$0.63
2015$0.04$0.05$0.06$0.05$0.05$0.05$0.04$0.05$0.04$0.04$0.05$0.04$0.56
2014$0.05$0.06$0.06$0.05$0.04$0.05$0.05$0.06$0.04$0.05$0.04$0.12$0.64

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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Semper MBS Total Return 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 Semper MBS Total Return Fund was 25.02%, occurring on Apr 8, 2020. Recovery took 1037 trading sessions.

The current Semper MBS Total Return Fund drawdown is 0.07%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.02%Mar 3, 202027Apr 8, 20201037May 22, 20241064
-1.96%Mar 5, 202528Apr 11, 2025———
-1.85%Dec 30, 201540Feb 26, 201694Jul 12, 2016134
-1.07%Nov 2, 201834Dec 21, 201830Feb 6, 201964
-0.9%Jul 26, 20131Jul 26, 20131Jul 29, 20132
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...