C000150165 Performance — ACM Dynamic Opportunity Fund, Class I
Data updated: 2023-05-26
C000150165 returned −11.04% over one year to Mar 2023. The annualised 3-year return is +4.32%. The fund trailed its Emerging Markets Equity category average: $100 invested three years ago grew to $114, against $129 for the category, and to $89 over one year, against $91. Volatility over the past three years was 9.57% a year. In the 12 months to Mar 2023 the fund took in a net $48.2M, and assets reached $71.44M.
C000150165 Growth of $100
What $100 invested in ACM Dynamic Opportunity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | C000150165 | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $89 | $91 |
| 3 years (Apr 2020 – Mar 2023) | $114 | $129 |
| Since data start (Jan 2020 – Mar 2023) | $106 | $100 |
C000150165 Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −11.04% |
| 3 years (annualised) | +4.32% |
C000150165 Annual Returns
Calendar-year total returns of ACM Dynamic Opportunity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | −1.60% |
| 2022 | −12.79% |
| 2021 | +0.94% |
| 2020 | +22.47% |
C000150165 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 | +0.5% | −2.2% | +0.2% | — | — | — | — | — | — | — | — | — |
| 2022 | −3.4% | −1.7% | +1.6% | −3.2% | −0.4% | −0.8% | 0.0% | −1.2% | −2.9% | +1.3% | +0.2% | −3.1% |
| 2021 | +2.6% | +1.7% | −2.0% | +2.6% | −0.1% | +2.3% | −0.8% | +1.0% | −4.9% | +3.7% | −3.5% | −1.4% |
| 2020 | +3.3% | −2.2% | −7.5% | +2.8% | +3.7% | +2.2% | +7.9% | +3.8% | −0.4% | −0.7% | +4.0% | +4.3% |
C000150165 Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 9.57%
- 3-year Sharpe ratio: -0.02 (vs 4.5% risk-free rate)
- Best month: +7.87% (Jul 2020)
- Worst month: −4.89% (Sep 2021)
C000150165 Fund Flows
Monthly money in and out of ACM Dynamic Opportunity Fund, from SEC Form N-PORT.
- 12-month net flow: $48.2M
- 12-month gross sales (incl. reinvestments): $19.5M
- Sales ÷ redemptions: -0.68×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $1.5M | −$7.1M | $8.7M |
| Feb 2023 | $4.0M | −$2.8M | $6.8M |
| Jan 2023 | $1.2M | −$2.7M | $3.8M |
| Dec 2022 | $5.4M | −$1.2M | $6.5M |
| Nov 2022 | $1.4M | −$604K | $2.0M |
| Oct 2022 | $989K | −$1.0M | $2.0M |
| Sep 2022 | $704K | −$851K | $1.6M |
| Aug 2022 | $1.4M | −$795K | $2.2M |
| Jul 2022 | $841K | −$950K | $1.8M |
| Jun 2022 | $316K | −$4.3M | $4.6M |
| May 2022 | $1.5M | −$988K | $2.5M |
| Apr 2022 | $465K | −$5.5M | $5.9M |
C000150165 Assets Under Management
Net assets of ACM Dynamic Opportunity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $71.44M |
| 2022-12-31 | $78.69M |
| 2022-09-30 | $79.95M |
| 2022-06-30 | $83.00M |
| 2022-03-31 | $95.32M |
| 2021-12-31 | $105.48M |
| 2021-09-30 | $106.46M |
| 2021-06-30 | $110.03M |
| 2021-03-31 | $96.44M |
| 2020-12-31 | $86.22M |
| 2020-09-30 | $79.16M |
| 2020-06-30 | $71.35M |
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.