- ISIN
- US78410K8650
- CUSIP
- 78410K865
- Inception Date
- Dec 19, 2008
- Category
- Foreign Large Cap Equities
- Min. Investment
- $500,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
SISEX Performance Chart
Shelton International Select Equity Fund (SISEX) is up 13.7% since the beginning of the year. SISEX is currently trading at $34 per share. Investors who bought $1,000 worth of SISEX shares 5 years ago would now be looking at an investment worth $1,432.
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Returns By Period
Shelton International Select Equity Fund (SISEX) has returned 13.68% so far this year and 28.51% over the past 12 months.
Shelton International Select Equity Fund
- 1D
- 0.03%
- 1M
- -0.47%
- YTD
- 13.68%
- 6M
- 13.90%
- 1Y
- 28.51%
- 3Y*
- 15.75%
- 5Y*
- 7.45%
- 10Y*
- —
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%
SISEX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, SISEX's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +15.0%, while the worst month was Mar 2020 at -12.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SISEX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.0%, while the worst single day was Mar 12, 2020 at -8.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.71% | 8.03% | -9.58% | 7.60% | 5.56% | -1.19% | 13.68% | ||||||
| 2025 | 3.82% | 1.28% | 0.37% | 2.44% | 5.64% | 5.04% | -0.82% | 4.55% | 2.56% | 0.07% | 1.35% | 0.99% | 30.66% |
| 2024 | -1.76% | 3.19% | 2.88% | -0.95% | 2.20% | -1.83% | 3.69% | 2.80% | 1.24% | -3.61% | -1.27% | -2.60% | 3.67% |
| 2023 | 8.94% | -3.09% | 2.00% | 2.23% | -4.15% | 5.15% | 2.86% | -4.84% | -4.56% | -3.89% | 9.17% | 4.80% | 13.97% |
| 2022 | -3.86% | -3.82% | -2.15% | -8.70% | 2.49% | -9.34% | 4.84% | -4.34% | -9.98% | 3.55% | 15.01% | -2.22% | -19.29% |
| 2021 | -1.20% | 1.65% | 2.28% | 3.17% | 1.68% | -1.80% | -0.99% | 3.15% | -4.49% | 2.97% | -3.72% | 3.81% | 6.23% |
Benchmark Metrics
Shelton International Select Equity Fund has an annualized alpha of 2.34%, beta of 0.60, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.
- This fund participated in 87.75% of S&P 500 Index downside but only 78.06% of its upside - more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.34% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.60 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.34%
- Beta
- 0.60
- R²
- 0.52
- Upside Capture
- 78.06%
- Downside Capture
- 87.75%
Expense Ratio
SISEX has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SISEX ranks 45 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Shelton International Select Equity Fund (SISEX) 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.
| SISEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.78 | -0.47 |
| Martin ratioReturn relative to average drawdown | 8.47 | 12.44 | -3.97 |
Dividends
Dividend History
Shelton International Select Equity Fund provided a 1.56% dividend yield over the last twelve months, with an annual payout of $0.53 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.53 | $0.53 | $0.87 | $0.43 | $1.14 | $0.18 | $0.21 | $0.46 | $0.21 | $0.40 |
Dividend yield | 1.56% | 1.77% | 3.73% | 1.83% | 5.50% | 0.65% | 0.80% | 2.09% | 1.13% | 1.88% |
Monthly Dividends
The table displays the monthly dividend distributions for Shelton International Select Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.53 | $0.53 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.87 | $0.87 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.14 | $1.14 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
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 Shelton International Select Equity 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 Shelton International Select Equity Fund was 32.68%, occurring on Oct 12, 2022. Recovery took 491 trading sessions.
The current Shelton International Select Equity Fund drawdown is 1.65%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -32.68%Oct 2022 | 11mo 6d | 1y 11mo | 2y 10moNov 2021 - Sep 2024 |
COVID crash2020 | -29.76%Mar 2020 | 1mo 27d | 4mo 27d | 6mo 24dJan 2020 - Aug 2020 |
Rate-hike selloffLate 2018 | -21.85%Dec 2018 | 10mo 29d | 1y 23d | 1y 11moJan 2018 - Jan 2020 |
2025 selloff2025 | -14.30%Apr 2025 | 18d | 1mo 2d | 1mo 20dMar 2025 - May 2025 |
2026 correction2026 | -11.94%Mar 2026 | 28d | 1mo 8d | 2mo 6dMar 2026 - May 2026 |
Drawdown Indicators
| SISEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.68% | -56.78% | +24.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -9.10% | -2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -14.30% | -18.90% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -25.43% | -7.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.65% | -1.80% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -10.71% | +3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.03% | +1.23% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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