ASTMX Performance — Astor Macro Alternative Fund, Class A
Data updated: 2024-04-01
ASTMX returned +3.04% over one year to Jan 2024. Over one year the fund trailed its US Multi-Cap Blend category average: $100 grew to $103, against $108 for the category. Volatility over the past 12 months was 4.95% a year. In the 12 months to Jan 2024 the fund took in a net $20.5M, and assets reached $11.64M.
ASTMX Growth of $100
What $100 invested in Astor Macro Alternative Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | ASTMX | Category average |
|---|---|---|
| 1 year (Feb 2023 – Jan 2024) | $103 | $108 |
| Since data start (Aug 2021 – Jan 2024) | $94 | $100 |
ASTMX Trailing Returns
Total returns to Jan 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +3.04% |
3- and 5-year figures withheld: not verified.
ASTMX Annual Returns
Calendar-year total returns of Astor Macro Alternative Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jan) | −0.57% |
| 2023 | +0.85% |
| 2022 | −2.17% |
| 2021 (Aug–Dec) | −3.91% |
ASTMX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −0.6% | — | — | — | — | — | — | — | — | — | — | — |
| 2023 | −2.7% | +0.5% | −0.9% | +0.2% | −2.4% | −0.2% | +0.2% | +2.0% | +2.7% | −0.2% | −0.4% | +2.2% |
| 2022 | −1.1% | −1.3% | −0.1% | −2.4% | +1.1% | −2.2% | +1.4% | −0.2% | +2.9% | −0.6% | −3.1% | +3.4% |
| 2021 | — | — | — | — | — | — | — | +0.2% | −2.1% | +0.9% | −2.0% | −0.9% |
ASTMX Risk
Risk measures from monthly returns over Feb 2023 – Jan 2024.
- 1-year volatility (annualised): 4.95%
- Best month: +2.71% (Sep 2023)
- Worst month: −2.39% (May 2023)
ASTMX Fund Flows
Monthly money in and out of Astor Macro Alternative Fund, from SEC Form N-PORT.
- 12-month net flow: $20.5M
- 12-month gross sales (incl. reinvestments): $2.6M
- Sales ÷ redemptions: -0.14×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2024 | $150K | −$674K | $824K |
| Dec 2023 | $202K | −$965K | $1.2M |
| Nov 2023 | $77K | −$487K | $564K |
| Oct 2023 | $190K | −$402K | $592K |
| Sep 2023 | $111K | −$1.7M | $1.8M |
| Aug 2023 | $116K | −$3.3M | $3.4M |
| Jul 2023 | $273K | −$3.2M | $3.4M |
| Jun 2023 | $463K | −$2.7M | $3.1M |
| May 2023 | $222K | −$684K | $905K |
| Apr 2023 | $203K | −$1.8M | $2.0M |
| Mar 2023 | $120K | −$533K | $653K |
| Feb 2023 | $436K | −$1.5M | $2.0M |
ASTMX Assets Under Management
Net assets of Astor Macro Alternative Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-01-31 | $11.64M |
| 2023-10-31 | $13.31M |
| 2023-07-31 | $17.70M |
| 2023-04-30 | $24.03M |
| 2023-01-31 | $27.28M |
| 2022-10-31 | $30.70M |
| 2022-07-31 | $33.66M |
| 2022-04-30 | $41.78M |
| 2022-01-31 | $35.86M |
| 2021-10-31 | $45.42M |
| 2021-07-31 | $42.00M |
| 2021-04-30 | $36.43M |
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.