C000069269 Performance — AlphaSimplex Global Alternatives Fund, Class A
Data updated: 2023-05-30
C000069269 returned +0.99% over one year to Mar 2023. Over one year the fund beat its Money Market category average: $100 grew to $101, against $94 for the category. Volatility over the past 12 months was 4.97% a year. In the 12 months to Mar 2023 the fund lost a net $28.3M, and assets reached $237.16M.
C000069269 Growth of $100
What $100 invested in AlphaSimplex Global Alternatives Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | C000069269 | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $101 | $94 |
| 3 years (Apr 2020 – Mar 2023) | $110 | $119 |
| Since data start (Jul 2019 – Mar 2023) | $102 | $108 |
C000069269 Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +0.99% |
3- and 5-year figures withheld: not verified.
C000069269 Annual Returns
Calendar-year total returns of AlphaSimplex Global Alternatives Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | +1.33% |
| 2022 | −0.80% |
| 2021 | +1.03% |
| 2020 | −2.37% |
| 2019 (Jul–Dec) | +3.29% |
C000069269 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 | +2.6% | −0.5% | −0.7% | — | — | — | — | — | — | — | — | — |
| 2022 | −2.0% | −1.1% | +2.8% | −0.7% | −0.1% | −1.7% | +0.7% | −0.2% | −1.6% | +2.5% | +1.5% | −0.7% |
| 2021 | −0.9% | −1.2% | +0.8% | +3.0% | +0.5% | −1.6% | +0.4% | +0.6% | −2.0% | +1.8% | −2.3% | +2.3% |
| 2020 | −1.0% | −4.0% | −4.9% | +1.4% | +0.6% | +0.3% | +0.6% | +0.4% | +0.1% | −0.5% | +2.3% | +2.6% |
| 2019 | — | — | — | — | — | — | −0.1% | 0.0% | +0.9% | +0.4% | +0.6% | +1.3% |
C000069269 Risk
Risk measures from monthly returns over Apr 2022 – Mar 2023.
- 1-year volatility (annualised): 4.97%
- Best month: +2.56% (Jan 2023)
- Worst month: −1.69% (Jun 2022)
C000069269 Fund Flows
Monthly money in and out of AlphaSimplex Global Alternatives Fund, from SEC Form N-PORT.
- 12-month net flow: −$28.3M
- 12-month gross sales (incl. reinvestments): $145.8M
- Sales ÷ redemptions: 0.84×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $21.2M | $5.2M | $15.9M |
| Feb 2023 | $6.1M | $5.7M | $403K |
| Jan 2023 | $9.3M | $6.1M | $3.2M |
| Dec 2022 | $16.3M | $9.6M | $6.6M |
| Nov 2022 | $3.3M | $7.8M | −$4.6M |
| Oct 2022 | $4.9M | $7.3M | −$2.5M |
| Sep 2022 | $7.5M | $6.1M | $1.3M |
| Aug 2022 | $8.5M | $8.1M | $354K |
| Jul 2022 | $2.6M | $9.7M | −$7.0M |
| Jun 2022 | $4.9M | $33.0M | −$28.1M |
| May 2022 | $4.5M | $27.0M | −$22.6M |
| Apr 2022 | $56.9M | $48.3M | $8.6M |
C000069269 Assets Under Management
Net assets of AlphaSimplex Global Alternatives Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $237.16M |
| 2022-12-31 | $214.35M |
| 2022-09-30 | $227.09M |
| 2022-06-30 | $234.91M |
| 2022-03-31 | $283.61M |
| 2021-12-31 | $342.77M |
| 2021-09-30 | $405.48M |
| 2021-06-30 | $471.82M |
| 2021-03-31 | $512.95M |
| 2020-12-31 | $523.61M |
| 2020-09-30 | $570.76M |
| 2020-06-30 | $655.55M |
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.