CAPTX vs. UPAAX

Last updated Jun 4, 2026

CAPTX (Canterbury Portfolio Thermostat Fund) and UPAAX (Upright Assets Allocation Plus Fund) are both Tactical Allocation funds. A 0.50 correlation means they provide meaningful diversification when combined. CAPTX charges 1.98%/yr vs 2.49%/yr for UPAAX.

Performance

CAPTX vs. UPAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canterbury Portfolio Thermostat Fund (CAPTX) and Upright Assets Allocation Plus Fund (UPAAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CAPTX

• 1D: 0.63%
• 1M: 5.46%
• YTD: 16.40%
• 6M: 18.40%
• 1Y: 29.63%
• 3Y*: 13.10%
• 5Y*: 5.51%
• 10Y*: —

UPAAX

• 1D: 2.35%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CAPTX vs. UPAAX - Yearly Performance Comparison

	2026 (YTD)
CAPTX Canterbury Portfolio Thermostat Fund	0.35%
UPAAX Upright Assets Allocation Plus Fund	3.87%

Correlation

The correlation between CAPTX and UPAAX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.50

Return for Risk

CAPTX vs. UPAAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAPTX

CAPTX Risk / Return Rank: 82
CAPTX Sharpe Ratio Rank: 84
CAPTX Sortino Ratio Rank: 81
CAPTX Omega Ratio Rank: 77
CAPTX Calmar Ratio Rank: 82
CAPTX Martin Ratio Rank: 87

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.

CAPTX vs. UPAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canterbury Portfolio Thermostat Fund (CAPTX) and Upright Assets Allocation Plus Fund (UPAAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	CAPTX	UPAAX	Difference
Sharpe ratio: Return per unit of total volatility	2.74	—	—
Sortino ratio: Return per unit of downside risk	3.88	—	—
Omega ratio: Gain probability vs. loss probability	1.51	—	—
Calmar ratio: Return relative to maximum drawdown	3.81	—	—
Martin ratio: Return relative to average drawdown	16.73	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CAPTX	UPAAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.74	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	132.47	-131.98

Drawdowns

CAPTX vs. UPAAX - Drawdown Comparison

The maximum CAPTX drawdown since its inception was -28.25%, which is greater than UPAAX's maximum drawdown of -0.25%. Use the drawdown chart below to compare losses from any high point for CAPTX and UPAAX.

Drawdown Indicators

	CAPTX	UPAAX	Difference
Max Drawdown Largest peak-to-trough decline	-28.25%	-0.25%	-28.00%
Max Drawdown (1Y) Largest decline over 1 year	-7.81%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-11.27%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.88%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.45%	-0.08%	-5.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	—	—

Volatility

Volatility by Period

	CAPTX	UPAAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.79%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.85%	21.58%	-10.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.77%	21.58%	-11.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.69%	21.58%	-9.89%

CAPTX vs. UPAAX - Expense Ratio Comparison

CAPTX has a 1.98% expense ratio, which is lower than UPAAX's 2.49% expense ratio.

Dividends

CAPTX vs. UPAAX - Dividend Comparison

Neither CAPTX nor UPAAX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAPTX Canterbury Portfolio Thermostat Fund	0.00%	0.00%	0.00%	0.63%	0.00%	13.02%	0.15%	1.21%	1.35%	0.99%
UPAAX Upright Assets Allocation Plus Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CAPTX and UPAAX in my portfolio?

CAPTX and UPAAX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.