AMLCX Performance — AlphaMark Fund
Data updated: 2023-10-11
AMLCX returned −11.57% over one year to May 2023. The annualised 3-year return is −4.11%. The fund trailed its International Growth category average: $100 invested three years ago grew to $88, against $113 for the category, and to $88 over one year, against $97. Volatility over the past three years was 13.69% a year. In the 12 months to May 2023 the fund lost a net $321K, and assets reached $18.67M.
AMLCX Growth of $100
What $100 invested in AlphaMark Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Growth category average over the same months.
| Period | AMLCX | Category average |
|---|---|---|
| 1 year (Jun 2022 – May 2023) | $88 | $97 |
| 3 years (Jun 2020 – May 2023) | $88 | $113 |
| Since data start (Mar 2020 – May 2023) | $88 | $121 |
AMLCX Trailing Returns
Total returns to May 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −11.57% |
| 3 years (annualised) | −4.11% |
AMLCX Annual Returns
Calendar-year total returns of AlphaMark Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–May) | −2.19% |
| 2022 | −21.39% |
| 2021 | +8.41% |
| 2020 (Mar–Dec) | +5.76% |
AMLCX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.9% | −3.4% | +0.6% | −0.2% | −3.0% | — | — | — | — | — | — | — |
| 2022 | −5.0% | −2.8% | +1.9% | −6.9% | −0.8% | −7.2% | +5.7% | −4.0% | −7.3% | +6.0% | +3.5% | −5.5% |
| 2021 | −1.9% | +2.4% | +3.3% | +3.3% | −0.2% | −0.4% | +0.6% | +1.2% | −4.7% | +3.5% | −2.6% | +3.9% |
| 2020 | — | — | −0.1% | +0.1% | 0.0% | −1.3% | +2.6% | +0.4% | −3.4% | −3.0% | +8.5% | +2.5% |
AMLCX Risk
Risk measures from monthly returns over Jun 2020 – May 2023.
- 3-year volatility (annualised): 13.69%
- 3-year Sharpe ratio: -0.63 (vs 4.5% risk-free rate)
- Best month: +8.46% (Nov 2020)
- Worst month: −7.35% (Sep 2022)
AMLCX Fund Flows
Monthly money in and out of AlphaMark Fund, from SEC Form N-PORT.
- 12-month net flow: −$321K
- 12-month gross sales (incl. reinvestments): $2.6M
- Sales ÷ redemptions: 0.89×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2023 | $69K | $242K | −$172K |
| Apr 2023 | $17K | $211K | −$194K |
| Mar 2023 | $400K | $190K | $210K |
| Feb 2023 | $107K | $408K | −$301K |
| Jan 2023 | $115K | $80K | $35K |
| Dec 2022 | $1.2M | $323K | $873K |
| Nov 2022 | $41K | $33K | $8K |
| Oct 2022 | $147K | $114K | $32K |
| Sep 2022 | $21K | $27K | −$7K |
| Aug 2022 | $399K | $526K | −$127K |
| Jul 2022 | $40K | $702K | −$662K |
| Jun 2022 | $55K | $71K | −$16K |
AMLCX Assets Under Management
Net assets of AlphaMark Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-05-31 | $18.67M |
| 2023-02-28 | $18.74M |
| 2022-11-30 | $19.69M |
| 2022-08-31 | $18.76M |
| 2022-05-31 | $20.16M |
| 2022-02-28 | $21.22M |
| 2021-11-30 | $22.48M |
| 2021-08-31 | $22.68M |
| 2021-05-31 | $21.76M |
| 2021-02-28 | $19.81M |
| 2020-11-30 | $20.69M |
| 2020-08-31 | $20.76M |
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.