C000188363 Performance — James Alpha Managed Risk Domestic Equity Portfolio, Class S
Data updated: 2021-04-20
C000188363 returned +11.83% over one year to Feb 2021. Over one year the fund trailed its US Blend category average: $100 grew to $112, against $115 for the category. Volatility over the past 12 months was 7.96% a year. In the 12 months to Feb 2021 the fund took in a net $60.4M, and assets reached $41.98M.
C000188363 Growth of $100
What $100 invested in James Alpha Managed Risk Domestic Equity Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Blend category average over the same months.
| Period | C000188363 | Category average |
|---|---|---|
| 1 year (Mar 2020 – Feb 2021) | $112 | $115 |
C000188363 Trailing Returns
Total returns to Feb 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +11.83% |
C000188363 Annual Returns
Calendar-year total returns of James Alpha Managed Risk Domestic Equity Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Feb) | +1.50% |
| 2020 (Mar–Dec) | +10.18% |
C000188363 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | +0.2% | +1.3% | — | — | — | — | — | — | — | — | — | — |
| 2020 | — | — | −4.7% | +4.7% | +1.1% | +2.0% | +2.1% | +2.1% | +0.2% | −1.2% | +2.5% | +1.3% |
C000188363 Risk
Risk measures from monthly returns over Mar 2020 – Feb 2021.
- 1-year volatility (annualised): 7.96%
- Best month: +4.73% (Apr 2020)
- Worst month: −4.70% (Mar 2020)
C000188363 Fund Flows
Monthly money in and out of James Alpha Managed Risk Domestic Equity Portfolio, from SEC Form N-PORT.
- 12-month net flow: $60.4M
- 12-month gross sales (incl. reinvestments): $25.7M
- Sales ÷ redemptions: -0.74×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2021 | $744K | −$1.5M | $2.3M |
| Jan 2021 | $3.5M | −$11.0M | $14.5M |
| Dec 2020 | $2.8M | −$802K | $3.6M |
| Nov 2020 | $745K | −$617K | $1.4M |
| Oct 2020 | $502K | −$3.5M | $4.0M |
| Sep 2020 | $1.6M | −$3.2M | $4.7M |
| Aug 2020 | $2.5M | −$783K | $3.3M |
| Jul 2020 | $788K | −$1.5M | $2.3M |
| Jun 2020 | $2.9M | −$1.7M | $4.6M |
| May 2020 | $5.5M | −$1.3M | $6.7M |
| Apr 2020 | $2.3M | −$4.4M | $6.7M |
| Mar 2020 | $1.9M | −$4.4M | $6.3M |
C000188363 Assets Under Management
Net assets of James Alpha Managed Risk Domestic Equity Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-02-28 | $41.98M |
| 2020-11-30 | $50.31M |
| 2020-08-31 | $54.16M |
| 2020-05-31 | $49.05M |
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.