Superior monthly risk-adjusted returns with exceptional consistency. CAP delivers 2.5x higher monthly returns with significantly lower volatility and better downside protection than the S&P 500.
| Metric | CAP Fund | S&P 500 | CAP Advantage |
|---|---|---|---|
| Average Monthly Return | 1.95% | 0.79% | +1.16% |
| Monthly Sharpe Ratio | 0.57 | 0.16 | 3.6x Better |
| Monthly Volatility | 3.28% | 4.35% | -25% Lower |
| Worst Monthly Loss | -3.15% | -21.76% | 85% Better |
| Gain Frequency | 67.86% | 62.13% | +5.73% |
| Monthly Skewness | 1.15 | -0.57 | Positive vs Negative |
*Past performance does not guarantee future results. All performance figures are net of management fees and expenses unless otherwise noted.
Monthly performance comparisons are for illustrative purposes only. The S&P 500 is an unmanaged index and investors cannot invest directly in an index.
Risk metrics are calculated based on historical monthly data and may not be indicative of future monthly risk characteristics. All investments involve substantial risk of loss.