C000095375 Performance — Omni Tax-Managed Small-Cap Value Fund, Class N
Data updated: 2023-02-23
C000095375 returned −5.01% over one year to Dec 2022. The annualised 3-year return is +10.98%. The fund beat its International Small Value category average: $100 invested three years ago grew to $137, against $111 for the category, and to $95 over one year, against $89. Volatility over the past three years was 30.98% a year. In the 12 months to Dec 2022 the fund took in a net $594.0M, and assets reached $795.50M.
C000095375 Growth of $100
What $100 invested in Omni Tax-Managed Small-Cap Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Small Value category average over the same months.
| Period | C000095375 | Category average |
|---|---|---|
| 1 year (Jan 2022 – Dec 2022) | $95 | $89 |
| 3 years (Jan 2020 – Dec 2022) | $137 | $111 |
| Since data start (Jul 2019 – Dec 2022) | $147 | $119 |
C000095375 Trailing Returns
Total returns to Dec 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −5.01% |
| 3 years (annualised) | +10.98% |
C000095375 Annual Returns
Calendar-year total returns of Omni Tax-Managed Small-Cap Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 | −5.01% |
| 2021 | +46.64% |
| 2020 | −1.85% |
| 2019 (Jul–Dec) | +7.64% |
C000095375 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 | −2.3% | +3.1% | +2.1% | −5.1% | +3.7% | −11.8% | +9.6% | −1.7% | −11.3% | +14.5% | +3.4% | −5.9% |
| 2021 | +6.9% | +12.3% | +7.5% | +1.8% | +6.6% | −0.6% | −3.9% | +2.4% | +1.2% | +4.1% | −2.5% | +4.1% |
| 2020 | −9.5% | −10.1% | −29.2% | +14.6% | +3.4% | +3.4% | +2.0% | +6.8% | −5.1% | +4.0% | +19.4% | +8.2% |
| 2019 | — | — | — | — | — | — | +0.5% | −7.4% | +5.7% | +1.1% | +2.9% | +5.2% |
C000095375 Risk
Risk measures from monthly returns over Jan 2020 – Dec 2022.
- 3-year volatility (annualised): 30.98%
- 3-year Sharpe ratio: 0.21 (vs 4.5% risk-free rate)
- Best month: +19.42% (Nov 2020)
- Worst month: −29.17% (Mar 2020)
C000095375 Fund Flows
Monthly money in and out of Omni Tax-Managed Small-Cap Value Fund, from SEC Form N-PORT.
- 12-month net flow: $594.0M
- 12-month gross sales (incl. reinvestments): $314.1M
- Sales ÷ redemptions: -1.12×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2022 | $168.3M | −$119.7M | $288.1M |
| Nov 2022 | $6.0M | −$10.6M | $16.7M |
| Oct 2022 | $8.6M | −$12.9M | $21.6M |
| Sep 2022 | $21.6M | −$34.8M | $56.4M |
| Aug 2022 | $9.4M | −$4.4M | $13.7M |
| Jul 2022 | $17.9M | −$21.8M | $39.7M |
| Jun 2022 | $20.4M | −$31.3M | $51.7M |
| May 2022 | $21.6M | −$15.0M | $36.6M |
| Apr 2022 | $5.9M | −$7.2M | $13.1M |
| Mar 2022 | $8.9M | −$9.6M | $18.5M |
| Feb 2022 | $11.5M | −$4.7M | $16.2M |
| Jan 2022 | $13.8M | −$8.0M | $21.8M |
C000095375 Assets Under Management
Net assets of Omni Tax-Managed Small-Cap Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-12-30 | $795.50M |
| 2022-09-30 | $768.02M |
| 2022-06-30 | $815.90M |
| 2022-03-31 | $947.47M |
| 2021-12-31 | $909.86M |
| 2021-09-30 | $868.16M |
| 2021-06-30 | $853.30M |
| 2021-03-31 | $803.49M |
| 2020-12-31 | $628.38M |
| 2020-09-30 | $459.80M |
| 2020-06-30 | $425.31M |
| 2020-03-31 | $237.14M |
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.