BOB Performance — Merlyn.AI Best-of-Breed Core Momentum ETF
Data updated: 2023-12-14
BOB returned −18.80% over one year to Sep 2022. Over one year the fund beat its Europe Thematic Equity category average: $100 grew to $81, against $80 for the category. Volatility over the past 12 months was 18.86% a year. In the 12 months to Sep 2022 the fund took in a net $83.3M, and assets reached $7.46M.
BOB Growth of $100
What $100 invested in Merlyn.AI Best-of-Breed Core Momentum ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Europe Thematic Equity category average over the same months.
| Period | BOB | Category average |
|---|---|---|
| 1 year (Oct 2021 – Sep 2022) | $81 | $80 |
| Since data start (Jan 2021 – Sep 2022) | $86 | $88 |
BOB Trailing Returns
Total returns to Sep 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −18.80% |
BOB Annual Returns
Calendar-year total returns of Merlyn.AI Best-of-Breed Core Momentum ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Sep) | −25.73% |
| 2021 | +15.96% |
BOB 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −5.7% | +2.9% | −2.0% | −9.0% | +1.9% | −9.4% | +2.2% | −2.3% | −7.1% | — | — | — |
| 2021 | 0.0% | +0.5% | +2.7% | +4.1% | +1.6% | −1.7% | +0.5% | +4.4% | −5.7% | +8.3% | −1.6% | +2.5% |
BOB Risk
Risk measures from monthly returns over Oct 2021 – Sep 2022.
- 1-year volatility (annualised): 18.86%
- Best month: +8.35% (Oct 2021)
- Worst month: −9.37% (Jun 2022)
BOB Fund Flows
Monthly money in and out of Merlyn.AI Best-of-Breed Core Momentum ETF, from SEC Form N-PORT.
- 12-month net flow: $83.3M
- 12-month gross sales (incl. reinvestments): $40.3M
- Sales ÷ redemptions: -0.94×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2022 | $0 | −$2.0M | $2.0M |
| Aug 2022 | $5.9M | −$5.9M | $11.9M |
| Jul 2022 | $1.1M | −$2.4M | $3.5M |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | −$1.4M | $1.4M |
| Apr 2022 | $0 | −$759K | $759K |
| Mar 2022 | $9.2M | −$6.0M | $15.2M |
| Feb 2022 | $788K | −$518K | $1.3M |
| Jan 2022 | $10.0M | −$9.7M | $19.6M |
| Dec 2021 | $8.6M | −$8.1M | $16.8M |
| Nov 2021 | $4.7M | −$5.5M | $10.2M |
| Oct 2021 | $0 | −$529K | $529K |
BOB Assets Under Management
Net assets of Merlyn.AI Best-of-Breed Core Momentum ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-09-30 | $7.46M |
| 2022-06-30 | $11.51M |
| 2022-03-31 | $16.01M |
| 2021-12-31 | $13.03M |
| 2021-09-30 | $12.95M |
| 2021-06-30 | $14.13M |
| 2021-03-31 | $12.61M |
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.