C000162713 Performance — AlphaSimplex Multi-Asset Fund, Class Y
Data updated: 2021-03-16
C000162713 returned −7.04% over one year to Dec 2020. Over one year the fund trailed its Money Market category average: $100 grew to $93, against $106 for the category. Volatility over the past 12 months was 18.92% a year. In the 12 months to Dec 2020 the fund lost a net $6.4M, and assets reached $34.01M.
C000162713 Growth of $100
What $100 invested in AlphaSimplex Multi-Asset Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | C000162713 | Category average |
|---|---|---|
| 1 year (Jan 2020 – Dec 2020) | $93 | $106 |
| Since data start (Jul 2019 – Dec 2020) | $100 | $111 |
C000162713 Trailing Returns
Total returns to Dec 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −7.04% |
C000162713 Annual Returns
Calendar-year total returns of AlphaSimplex Multi-Asset Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 | −7.04% |
| 2019 (Jul–Dec) | +7.52% |
C000162713 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −0.7% | −7.2% | −14.3% | +4.6% | +1.7% | +1.1% | +2.2% | +0.5% | −0.3% | −1.7% | +5.9% | +2.7% |
| 2019 | — | — | — | — | — | — | −0.4% | −0.7% | +1.1% | +2.3% | +2.2% | +2.8% |
C000162713 Risk
Risk measures from monthly returns over Jan 2020 – Dec 2020.
- 1-year volatility (annualised): 18.92%
- Best month: +5.93% (Nov 2020)
- Worst month: −14.27% (Mar 2020)
C000162713 Fund Flows
Monthly money in and out of AlphaSimplex Multi-Asset Fund, from SEC Form N-PORT.
- 12-month net flow: −$6.4M
- 12-month gross sales (incl. reinvestments): $24.2M
- Sales ÷ redemptions: 0.79×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2020 | $287K | $19.2M | −$18.9M |
| Nov 2020 | $621K | $756K | −$135K |
| Oct 2020 | $1.1M | $1.1M | $52K |
| Sep 2020 | $15.2M | $1.2M | $14.0M |
| Aug 2020 | $373K | $696K | −$323K |
| Jul 2020 | $484K | $816K | −$331K |
| Jun 2020 | $459K | $831K | −$372K |
| May 2020 | $815K | $1.0M | −$189K |
| Apr 2020 | $2.0M | $894K | $1.1M |
| Mar 2020 | $1.8M | $2.8M | −$1.1M |
| Feb 2020 | $627K | $535K | $92K |
| Jan 2020 | $483K | $814K | −$331K |
C000162713 Assets Under Management
Net assets of AlphaSimplex Multi-Asset Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-12-31 | $34.01M |
| 2020-09-30 | $50.05M |
| 2020-06-30 | $35.93M |
| 2020-03-31 | $33.62M |
| 2019-12-31 | $44.12M |
| 2019-09-30 | $41.11M |
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.