C000069270 Performance — AlphaSimplex Global Alternatives Fund, Class C
Data updated: 2023-05-30
C000069270 returned +0.17% over one year to Mar 2023. The annualised 3-year return is +2.32%. Against its Money Market category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $107, against $119 for the category, and to $100 over one year, against $94. Volatility over the past three years was 5.29% a year. In the 12 months to Mar 2023 the fund lost a net $28.3M, and assets reached $237.16M.
C000069270 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 | C000069270 | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $100 | $94 |
| 3 years (Apr 2020 – Mar 2023) | $107 | $119 |
| Since data start (Jul 2019 – Mar 2023) | $100 | $108 |
C000069270 Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +0.17% |
| 3 years (annualised) | +2.32% |
C000069270 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) | +1.10% |
| 2022 | −1.51% |
| 2021 | +0.30% |
| 2020 | −3.18% |
| 2019 (Jul–Dec) | +2.92% |
C000069270 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 | +2.4% | −0.5% | −0.8% | — | — | — | — | — | — | — | — | — |
| 2022 | −2.1% | −1.2% | +2.8% | −0.7% | −0.2% | −1.8% | +0.7% | −0.3% | −1.6% | +2.4% | +1.4% | −0.7% |
| 2021 | −0.9% | −1.3% | +0.7% | +2.9% | +0.4% | −1.7% | +0.4% | +0.4% | −2.0% | +1.7% | −2.5% | +2.2% |
| 2020 | −1.1% | −4.0% | −4.9% | +1.4% | +0.4% | +0.2% | +0.6% | +0.3% | 0.0% | −0.6% | +2.3% | +2.5% |
| 2019 | — | — | — | — | — | — | −0.2% | 0.0% | +0.9% | +0.3% | +0.7% | +1.2% |
C000069270 Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 5.29%
- 3-year Sharpe ratio: -0.41 (vs 4.5% risk-free rate)
- Best month: +2.94% (Apr 2021)
- Worst month: −2.48% (Nov 2021)
C000069270 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 |
C000069270 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.