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ISIN
US8914021097
CUSIP
891402109
Issuer
Torray
Inception Date
Dec 18, 1990
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

TORYX Performance Chart

Torray Fund (TORYX) is up 9.9% since the beginning of the year. TORYX is currently trading at $49 per share. Investors who bought $1,000 worth of TORYX shares 5 years ago would now be looking at an investment worth $1,718.


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S&P 500 Index

Returns By Period

Torray Fund (TORYX) has returned 9.90% so far this year and 20.72% over the past 12 months. Over the last ten years, TORYX has returned 9.43% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Torray Fund

1D
-0.46%
1M
-1.77%
YTD
9.90%
6M
9.21%
1Y
20.72%
3Y*
16.42%
5Y*
11.43%
10Y*
9.43%

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)

TORYX Monthly Returns History

Based on dividend-adjusted daily data since Dec 17, 1990, TORYX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Aug 1998 at -18.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TORYX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -11.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.94%2.40%-0.94%7.06%1.13%-1.83%9.90%
20254.71%-0.33%-2.31%-2.50%3.30%4.63%0.11%5.87%0.73%-0.59%2.21%-1.41%14.89%
20242.39%4.83%4.89%-4.32%3.62%-0.40%3.61%2.11%-0.09%-1.72%5.20%-6.38%13.77%
20234.65%-3.26%-0.90%1.41%-4.00%6.25%4.45%-2.18%-2.68%-2.40%7.63%3.86%12.57%
20220.65%-0.65%2.45%-5.17%2.59%-9.38%6.52%-1.96%-7.65%13.33%5.81%-4.91%-0.69%
2021-1.70%7.11%5.85%2.96%3.56%-2.03%0.92%1.70%-3.68%4.28%-4.78%6.21%21.40%

Benchmark Metrics

Torray Fund has an annualized alpha of 1.14%, beta of 0.87, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since December 17, 1990.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.29%) than losses (90.77%) - typical of diversified or defensive assets.
  • With beta of 0.87 and R2 of 0.85, 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
1.14%
Beta
0.87
0.85
Upside Capture
91.29%
Downside Capture
90.77%

Expense Ratio

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


Return for Risk

Risk / Return Rank

TORYX ranks 64 for risk / return — better than 64% 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.


TORYX Risk / Return Rank: 6464
Overall Rank
TORYX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TORYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
TORYX Omega Ratio Rank: 4444
Omega Ratio Rank
TORYX Calmar Ratio Rank: 9292
Calmar Ratio Rank
TORYX Martin Ratio Rank: 7979
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 Torray Fund (TORYX) 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.


TORYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

4.67

2.78

+1.89

Martin ratioReturn relative to average drawdown

13.65

12.44

+1.21

Dividends

Dividend History

Torray Fund provided a 30.07% dividend yield over the last twelve months, with an annual payout of $14.85 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$5.00$10.00$15.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$14.85$14.68$3.84$3.20$4.95$5.64$1.54$1.35$0.96$3.64$4.25$1.96

Dividend yield

30.07%32.38%7.32%6.47%10.55%10.80%3.22%2.66%2.21%7.34%8.93%4.30%

Monthly Dividends

The table displays the monthly dividend distributions for Torray 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$0.43$0.00$0.00$0.00$0.43
2025$0.00$0.00$0.27$0.00$0.00$0.24$0.00$0.00$0.61$0.00$13.21$0.36$14.68
2024$0.00$0.00$0.20$0.00$0.00$0.12$0.00$0.00$0.02$0.00$3.31$0.19$3.84
2023$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.17$0.00$2.62$0.08$3.20
2022$0.00$0.00$0.10$0.00$0.00$0.18$0.00$0.00$0.15$0.00$4.18$0.33$4.95
2021$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.11$0.00$5.05$0.25$5.64

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Torray 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 Torray Fund was 56.55%, occurring on Mar 9, 2009. Recovery took 1010 trading sessions.

The current Torray Fund drawdown is 3.37%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-56.55%Mar 2009
1y 9mo4y 5d
5y 9moJun 2007 - Mar 2013
COVID crash2020
-38.31%Mar 2020
1mo 9d11mo
1y 4dFeb 2020 - Feb 2021
Dot-com crash2000–2002
-31.52%Oct 2002
1y 8mo1y 2mo
2y 11moFeb 2001 - Jan 2004
1998 bear market1998
-28.46%Oct 1998
5mo 18d5mo 4d
10mo 22dApr 1998 - Mar 1999
Rate-hike selloffLate 2018
-20.00%Dec 2018
10mo 29d11mo 27d
1y 10moJan 2018 - Dec 2019

Drawdown Indicators


TORYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.55%

-56.78%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-9.10%

+4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-14.64%

-18.90%

+4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.53%

-25.43%

+8.90%

Max Drawdown (10Y)

Largest decline over 10 years

-38.31%

-33.92%

-4.39%

Current Drawdown

Current decline from peak

-3.37%

-1.80%

-1.57%

Average Drawdown

Average peak-to-trough decline

-7.33%

-10.71%

+3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

2.03%

-0.49%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TORYX

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