CAPTX Performance — Canterbury Portfolio Thermostat Fund, Institutional Shares
Data updated: 2026-09-29
CAPTX returned −3.84% year to date and −3.54% over one year to Jul 2026. Annualised returns are −13.50% over 3 years and −17.91% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $65, against $153 for the category, and to $96 over one year, against $116. Volatility over the past three years was 10.25% a year. In the 12 months to Jul 2026 the fund lost a net $1.0M, and assets reached $8.34M.
CAPTX Growth of $100
What $100 invested in Canterbury Portfolio Thermostat Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | CAPTX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $96 | $116 |
| 3 years (Aug 2023 – Jul 2026) | $65 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $37 | $159 |
| Since data start (Feb 2020 – Jul 2026) | $34 | $213 |
CAPTX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −3.84% |
| 1 year | −3.54% |
| 3 years (annualised) | −13.50% |
| 5 years (annualised) | −17.91% |
CAPTX Annual Returns
Calendar-year total returns of Canterbury Portfolio Thermostat Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | −3.84% |
| 2025 | −11.58% |
| 2024 | −12.84% |
| 2023 | −21.03% |
| 2022 | −30.79% |
| 2021 | −10.22% |
| 2020 (Feb–Dec) | −5.39% |
CAPTX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.5% | 0.0% | −7.6% | +5.4% | +2.9% | −0.2% | −7.9% | — | — | — | — | — |
| 2025 | +0.9% | −2.2% | −4.3% | −3.9% | +0.3% | −0.3% | −2.9% | −1.3% | +1.6% | +1.5% | −1.0% | −0.5% |
| 2024 | +1.3% | −0.7% | +0.4% | −2.8% | +0.5% | −0.8% | −1.9% | −1.3% | −0.8% | −2.7% | +2.4% | −6.9% |
| 2023 | +1.0% | −4.9% | −2.0% | −0.6% | −2.9% | +1.4% | −1.9% | −4.6% | −3.2% | −2.7% | −1.1% | −1.7% |
| 2022 | −4.6% | −2.6% | +0.7% | −5.1% | −1.0% | −5.7% | +0.9% | −4.3% | −8.0% | +1.2% | −3.2% | −4.1% |
| 2021 | −0.8% | +2.7% | −0.1% | +0.7% | −0.7% | −2.9% | −1.3% | −1.1% | −5.4% | +0.4% | −3.3% | +1.3% |
| 2020 | — | −0.1% | −0.1% | 0.0% | −1.1% | −2.5% | +1.0% | +0.9% | −3.7% | −4.1% | +3.0% | +1.5% |
CAPTX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 10.25%
- 3-year Sharpe ratio: -1.76 (vs 4.5% risk-free rate)
- Best month: +5.37% (Apr 2026)
- Worst month: −7.95% (Jul 2026)
CAPTX Fund Flows
Monthly money in and out of Canterbury Portfolio Thermostat Fund, from SEC Form N-PORT.
- 12-month net flow: −$1.0M
- 12-month gross sales (incl. reinvestments): $402K
- Sales ÷ redemptions: 0.28×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $147 | $543K | −$543K |
| Jun 2026 | $58K | $12K | $46K |
| May 2026 | $250 | $87K | −$87K |
| Apr 2026 | $29K | $52K | −$23K |
| Mar 2026 | $32K | $139K | −$107K |
| Feb 2026 | $10K | $209K | −$199K |
| Jan 2026 | $72K | $57K | $15K |
| Dec 2025 | $35K | $131K | −$96K |
| Nov 2025 | $10K | $76K | −$65K |
| Oct 2025 | $152K | $37K | $115K |
| Sep 2025 | $490 | $54K | −$53K |
| Aug 2025 | $3K | $32K | −$29K |
CAPTX Assets Under Management
Net assets of Canterbury Portfolio Thermostat Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $8.34M |
| 2026-04-30 | $8.87M |
| 2026-01-31 | $8.91M |
| 2025-10-31 | $8.30M |
| 2025-07-31 | $7.64M |
| 2025-04-30 | $7.44M |
| 2025-01-31 | $7.92M |
| 2024-10-31 | $8.11M |
| 2024-07-31 | $6.95M |
| 2024-04-30 | $10.87M |
| 2024-01-31 | $22.95M |
| 2023-10-31 | $23.71M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.