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ISIN
US52468E1055
CUSIP
52468E105
Inception Date
Mar 10, 1970
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

SHAPX Performance Chart

ClearBridge Appreciation Fund (SHAPX) is up 5.2% since the beginning of the year. SHAPX is currently trading at $37 per share. Investors who bought $1,000 worth of SHAPX shares 5 years ago would now be looking at an investment worth $1,723.


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S&P 500 Index

Returns By Period

ClearBridge Appreciation Fund (SHAPX) has returned 5.24% so far this year and 16.80% over the past 12 months. Over the last ten years, SHAPX has had an annualized return of 13.25%, just under the S&P 500 Index benchmark’s 13.88%.


ClearBridge Appreciation Fund

1D
0.85%
1M
-0.71%
YTD
5.24%
6M
5.18%
1Y
16.80%
3Y*
16.46%
5Y*
11.50%
10Y*
13.25%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.15%
1Y
24.03%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHAPX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1990, SHAPX's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 1997 with a return of +22.0%, while the worst month was Oct 2008 at -13.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SHAPX closed higher 52% of trading days. The best single day was Nov 18, 1997 with a return of +16.9%, while the worst single day was Mar 16, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.16%-0.34%-5.43%8.54%1.51%-0.81%5.24%
20252.94%-0.70%-5.28%-0.06%5.63%4.54%2.00%1.30%2.51%1.12%0.83%-0.94%14.32%
20243.05%4.79%2.95%-4.23%4.73%2.77%0.71%3.07%0.87%-0.97%5.96%-2.78%22.37%
20233.39%-2.95%3.86%2.68%-0.83%6.35%1.91%-0.45%-4.65%-0.48%7.02%2.79%19.50%
2022-4.10%-3.31%3.42%-6.96%1.04%-7.11%7.55%-3.29%-8.39%8.60%5.63%-4.46%-12.56%
2021-1.97%1.73%5.11%5.45%1.03%1.40%2.42%2.18%-4.94%7.10%-2.07%4.55%23.52%

Benchmark Metrics

ClearBridge Appreciation Fund has an annualized alpha of 5.13%, beta of 0.85, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since January 02, 1990.

  • This fund captured 101.35% of S&P 500 Index gains but only 81.55% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 5.13% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.85 and R2 of 0.88, 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
5.13%
Beta
0.85
0.88
Upside Capture
101.35%
Downside Capture
81.55%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SHAPX 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.


SHAPX Risk / Return Rank: 3434
Overall Rank
SHAPX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SHAPX Sortino Ratio Rank: 3232
Sortino Ratio Rank
SHAPX Omega Ratio Rank: 3333
Omega Ratio Rank
SHAPX Calmar Ratio Rank: 2929
Calmar Ratio Rank
SHAPX Martin Ratio Rank: 4242
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 ClearBridge Appreciation Fund (SHAPX) 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.


SHAPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

1.90

2.78

-0.88

Martin ratioReturn relative to average drawdown

8.49

12.44

-3.95

Dividends

Dividend History

ClearBridge Appreciation Fund provided a 13.38% dividend yield over the last twelve months, with an annual payout of $4.89 per share. The fund has been increasing its distributions for 2 consecutive years.


4.00%6.00%8.00%10.00%12.00%14.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.89$4.89$3.12$1.29$2.38$2.18$1.19$1.86$1.46$1.20$0.69$0.94

Dividend yield

13.38%14.08%9.00%4.17%8.85%6.54%4.13%7.09%6.71%5.10%3.29%4.76%

Monthly Dividends

The table displays the monthly dividend distributions for ClearBridge Appreciation 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$4.89$4.89
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.12$3.12
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.29$1.29
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.38$2.38
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.18$2.18

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 ClearBridge Appreciation 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 ClearBridge Appreciation Fund was 46.19%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.

The current ClearBridge Appreciation Fund drawdown is 1.24%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-46.19%Mar 2009
1y 4mo2y 1mo
3y 5moNov 2007 - Apr 2011
COVID crash2020
-32.21%Mar 2020
1mo 9d5mo 4d
6mo 13dFeb 2020 - Aug 2020
Dot-com crash2000–2002
-28.74%Jul 2002
1y 2mo1y 5mo
2y 7moMay 2001 - Dec 2003
Bear market2022
-20.53%Sep 2022
9mo 4d9mo 27d
1y 6moDec 2021 - Jul 2023
2011 correction2011
-17.34%Oct 2011
5mo 4d4mo 7d
9mo 11dMay 2011 - Feb 2012

Drawdown Indicators


SHAPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.19%

-56.78%

+10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-9.10%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.15%

-18.90%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-20.53%

-25.43%

+4.90%

Max Drawdown (10Y)

Largest decline over 10 years

-32.21%

-33.92%

+1.71%

Current Drawdown

Current decline from peak

-1.24%

-1.80%

+0.56%

Average Drawdown

Average peak-to-trough decline

-4.77%

-10.71%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.03%

-0.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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