Aside from the global pandemic, OUSM suffered only 2 pullbacks greater than 10% in the past 3 years. Investors waiting for a pullback to invest could have missed big returns.
10% annualized 3-year return: OUSM generated a cumulative return of 33% for the 3-year period ending 8/31/2021.
Outperformed Value with less risk since inception, 12/30/2016. OUSM has outperformed the Russell 2000 Value Index by almost 10% with less risk.
Less risk, defense when it matters? OUSM has outperformed Value with lower volatility. OUSM has only captured 85% of market downside vs. 112% for Value, using the Russell 2000 as the reference benchmark.
Only 3 pull-backs >10% in the past 3 years. OUSM outperformed Value since inception with less risk.
Source: Bloomberg, Performance Data as of 08/30/2021. For OUSA standardized performance please click here.
Performance data quoted represents past performance and is no guarantee of future results. Current performance may be lower or higher than the performance data quoted. Investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than original cost.
Returns for periods longer than 1 year are annualized.
Volatility (S/I): Annualized daily standard deviation from inception date (12/30/2016).
Upside/Downside Capture Ratio: Measure to demonstrate relative performance against a broad benchmark during periods of market strength or weakness. Reference benchmark: Russell 2000
Performance is measured as mean return. S/I: Inception Date: 12/30/2016
Upside/Downside Capture: Since Inception 12/30/2016.
Volatility: A statistical measure of risk. Volatility can either be measured by using the standard deviation or variance between returns from a security or market index. Commonly, the higher the volatility, the riskier the security. The 260-day price volatility equals the annualized standard deviation of the relative price change for the 260 most recent trading days closing price, expressed as a percentage.
For OUSM standardized performance please click here.
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