C000077284 Performance — The Cook & Bynum Fund
Data updated: 2024-12-10
C000077284 returned +9.44% over one year to Sep 2024. The annualised 3-year return is +10.50%. Against its Global Large Value category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $135, against $127 for the category, and to $109 over one year, against $127. Volatility over the past three years was 14.34% a year. In the 12 months to Sep 2024 the fund took in a net $4.5M, and assets reached $76.84M.
C000077284 Growth of $100
What $100 invested in The Cook & Bynum Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Large Value category average over the same months.
| Period | C000077284 | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $109 | $127 |
| 3 years (Oct 2021 – Sep 2024) | $135 | $127 |
| Since data start (Jan 2020 – Sep 2024) | $126 | $151 |
C000077284 Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +9.44% |
| 3 years (annualised) | +10.50% |
C000077284 Annual Returns
Calendar-year total returns of The Cook & Bynum Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +1.77% |
| 2023 | +16.73% |
| 2022 | +9.28% |
| 2021 | +9.05% |
| 2020 | −10.95% |
C000077284 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 | +2.8% | −2.2% | +1.3% | −4.0% | +6.7% | −2.4% | +2.7% | −3.2% | +0.5% | — | — | — |
| 2023 | +5.9% | −1.5% | +1.5% | +3.0% | −1.9% | +5.2% | +1.0% | +0.1% | −4.6% | −2.9% | +7.9% | +2.6% |
| 2022 | +0.1% | +2.8% | +2.1% | −6.0% | +2.8% | −8.5% | +1.8% | −1.6% | −3.2% | +11.1% | +6.4% | +2.6% |
| 2021 | −3.1% | +2.0% | +7.0% | +4.4% | +2.1% | −1.1% | −2.1% | +1.2% | −5.0% | +0.9% | −2.4% | +5.5% |
| 2020 | −2.2% | −9.0% | −15.2% | +1.8% | +1.6% | −0.4% | +5.9% | −0.8% | −4.5% | −0.1% | +12.7% | +1.4% |
C000077284 Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 14.34%
- 3-year Sharpe ratio: 0.42 (vs 4.5% risk-free rate)
- Best month: +11.10% (Oct 2022)
- Worst month: −8.51% (Jun 2022)
C000077284 Fund Flows
Monthly money in and out of The Cook & Bynum Fund, from SEC Form N-PORT.
- 12-month net flow: $4.5M
- 12-month gross sales (incl. reinvestments): $7.2M
- Sales ÷ redemptions: 2.60×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $820K | $1.1M | −$275K |
| Aug 2024 | $875K | $1.4M | −$568K |
| Jul 2024 | $299K | $141K | $158K |
| Jun 2024 | $648K | $122K | $526K |
| May 2024 | $512K | $543K | −$31K |
| Apr 2024 | $481K | $508K | −$27K |
| Mar 2024 | $496K | $190K | $306K |
| Feb 2024 | $236K | $33K | $203K |
| Jan 2024 | $151K | $159K | −$8K |
| Dec 2023 | $1.3M | −$327K | $1.6M |
| Nov 2023 | $861K | −$83K | $943K |
| Oct 2023 | $590K | −$1.0M | $1.6M |
C000077284 Assets Under Management
Net assets of The Cook & Bynum Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $76.84M |
| 2024-06-30 | $77.67M |
| 2024-03-31 | $77.21M |
| 2023-12-31 | $75.29M |
| 2023-09-30 | $69.56M |
| 2023-06-30 | $70.87M |
| 2023-03-31 | $65.75M |
| 2022-12-31 | $60.99M |
| 2022-09-30 | $50.61M |
| 2022-06-30 | $52.38M |
| 2022-03-31 | $62.21M |
| 2021-12-31 | $59.80M |
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.