Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Shelton International Select Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Shelton International Select Equity Fund (SISEX) has returned -1.34% so far this year and 22.15% over the past 12 months.
Shelton International Select Equity Fund
- 1D
- -0.97%
- 1M
- -11.94%
- YTD
- -1.34%
- 6M
- 1.05%
- 1Y
- 22.15%
- 3Y*
- 12.25%
- 5Y*
- 4.92%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2017, SISEX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 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% | -11.94% | -1.34% | |||||||||
| 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 2.03%, beta of 0.60, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- This fund participated in 87.82% of S&P 500 Index downside but only 78.22% of its upside — more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.03% 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
- 2.03%
- Beta
- 0.60
- R²
- 0.52
- Upside Capture
- 78.22%
- Downside Capture
- 87.82%
Expense Ratio
SISEX has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SISEX 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Shelton International Select Equity Fund (SISEX) and compare them to a chosen benchmark (S&P 500 Index).
| SISEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.90 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.39 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.40 | +0.22 |
Martin ratioReturn relative to average drawdown | 6.17 | 6.61 | -0.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SISEX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Shelton International Select Equity Fund provided a 1.79% 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 | 1.79% | 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 | |||||||||
| 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.
Loading graphics...
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 11.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.68% | Nov 10, 2021 | 232 | Oct 12, 2022 | 491 | Sep 26, 2024 | 723 |
| -29.76% | Jan 21, 2020 | 41 | Mar 18, 2020 | 102 | Aug 12, 2020 | 143 |
| -21.85% | Jan 29, 2018 | 229 | Dec 24, 2018 | 267 | Jan 16, 2020 | 496 |
| -14.3% | Mar 20, 2025 | 13 | Apr 7, 2025 | 23 | May 9, 2025 | 36 |
| -11.94% | Mar 2, 2026 | 21 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...