O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX)

Basic Info

O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I started on 08/17/2010
O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I is classified as asset class WORLD STOCK
O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I expense ratio is 1.00%
O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I rating is
Not Rated

O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) Dividend Info

O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) dividend growth in the last 12 months is -9.60%

The trailing 12-month yield of O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I is 2.75%. its dividend history:

DateDividend
07/24/2019 0.031
06/28/2019 0.075
05/31/2019 0.091
04/30/2019 0.01
03/29/2019 0.035
12/31/2018 0.0585
11/30/2018 0.0148
09/28/2018 0.0226
08/31/2018 0.0372
07/31/2018 0.029
06/29/2018 0.028
05/31/2018 0.111
04/30/2018 0.024
03/29/2018 0.025
02/28/2018 0.015
12/29/2017 0.024
11/30/2017 0.024
10/31/2017 0.009
09/29/2017 0.015
08/31/2017 0.0391
07/31/2017 0.0304
06/30/2017 0.0236
05/31/2017 0.0663
04/28/2017 0.017
03/31/2017 0.024
02/28/2017 0.016
12/30/2016 0.024
11/30/2016 0.039
10/31/2016 0.007
08/31/2016 0.033
07/29/2016 0.02
06/30/2016 0.019
05/31/2016 0.053
04/29/2016 0.016
03/31/2016 0.025
02/29/2016 0.03
12/31/2015 0.064
11/30/2015 0.041
10/30/2015 0.012
09/30/2015 0.029
08/31/2015 0.036
07/31/2015 0.019
06/30/2015 0.075
05/29/2015 0.065
04/30/2015 0.052
03/31/2015 0.031
02/27/2015 0.024
01/30/2015 0.004
12/31/2014 0.811
11/28/2014 0.034
11/25/2014 0.034
10/31/2014 0.021
09/30/2014 0.036
08/29/2014 0.05
07/31/2014 0.04
06/30/2014 0.029
05/30/2014 0.277
04/30/2014 0.076
03/31/2014 0.027
02/28/2014 0.062
01/31/2014 0.003
12/31/2013 0.018
11/29/2013 0.062
10/31/2013 0.017
09/30/2013 0.017
08/30/2013 0.059
06/28/2013 0.046
05/31/2013 0.071
04/30/2013 0.062
03/28/2013 0.011
02/28/2013 0.059
01/31/2013 0.006
11/30/2012 0.037
10/31/2012 0.009
09/28/2012 0.029
08/31/2012 0.052
06/28/2012 0.201
03/29/2012 0.048
12/06/2011 0.171
09/29/2011 0.084
06/29/2011 0.222
12/07/2010 0.081

Dividend Growth History for O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2019
2019 $0.242 2.37% -33.72% -
2018 $0.3651 3.00% 26.60% -33.72%
2017 $0.2884 2.73% 8.42% -8.40%
2016 $0.266 2.99% -41.15% -3.10%
2015 $0.452 4.28% -69.87% -14.46%
2014 $1.5 11.62% 250.47% -30.57%
2013 $0.428 3.61% 13.83% -9.07%
2012 $0.376 3.41% -21.17% -6.10%
2011 $0.477 4.32% 488.89% -8.13%
2010 $0.081 0.80% - 12.93%

Dividend Growth Chart for O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX)

O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) Historical Returns And Risk Info

From 08/17/2010 to 10/21/2019, the compound annualized total return (dividend reinvested) of O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) is 5.224%. Its cumulative total return (dividend reinvested) is 59.453%.

From 08/17/2010 to 10/21/2019, the Maximum Drawdown of O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) is 34.5%.

From 08/17/2010 to 10/21/2019, the Sharpe Ratio of O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) is 0.32.

From 08/17/2010 to 10/21/2019, the Annualized Standard Deviation of O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) is 15.1%.

From 08/17/2010 to 10/21/2019, the Beta of O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) is 0.9.

Last 1 Week* 1 Yr 3 Yr 5 Yr Since
08/17/2010		 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Annualized Return(%) 0.0 -2.2 5.8 1.9 5.2 9.8 -13.0 17.1 19.2 -11.2 -8.2 16.7 12.1 2.3 9.7
Sharpe Ratio NA -0.27 0.4 0.09 0.32 0.95 -0.94 2.02 1.17 -0.63 -0.69 1.51 0.79 0.1 2.11
Draw Down(%) NA 15.4 24.6 29.2 34.5 10.1 24.6 3.7 11.0 20.4 21.0 9.3 16.0 18.7 7.1
Standard Deviation(%) NA 13.4 11.9 14.4 15.1 11.3 15.2 8.2 16.3 17.8 12.0 11.0 15.4 23.2 13.1
Treynor Ratio NA -0.04 0.05 0.01 0.05 0.15 -0.14 0.2 0.22 -0.1 -0.08 0.2 0.13 0.03 0.37
Alpha NA -0.03 0.0 -0.01 0.0 0.0 0.01 -0.02 0.05 -0.03 -0.02 0.01 -0.02 0.06 -0.01
Beta NA 0.85 0.9 0.95 0.9 0.71 1.03 0.84 0.86 1.09 0.97 0.83 0.92 0.86 0.74
RSquare NA 0.64 0.67 0.76 0.83 0.5 0.85 0.53 0.79 0.87 0.76 0.86 0.91 0.94 0.91
Yield(%) N/A 2.8 3.2 4.1 N/A 2.5 3.0 2.7 2.9 4.2 11.6 3.7 3.4 4.3 0.8
Dividend Growth(%) N/A -9.6 -57.0 N/A N/A -30.6 24.1 11.5 -40.9 -70.7 240.9 15.8 -19.1 487.5 N/A

Return Calculator for O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX)

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O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) Historical Return Chart

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O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 08/17/2010 to 10/21/2019, the worst annualized return of 3-year rolling returns for O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) is -1.56%.
From 08/17/2010 to 10/21/2019, the worst annualized return of 5-year rolling returns for O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) is 0.46%.
From 08/17/2010 to 10/21/2019, the worst annualized return of 10-year rolling returns for O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) is NA.
From 08/17/2010 to 10/21/2019, the worst annualized return of 20-year rolling returns for O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I (OFDIX) is NA.

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