C000201855 Performance — James Alpha Structured Credit Value Portfolio, Class C
Data updated: 2021-04-28
C000201855 returned +13.38% over one year to Feb 2021. Over one year the fund beat its International Bond category average: $100 grew to $113, against $108 for the category. Volatility over the past 12 months was 9.22% a year. In the 12 months to Feb 2021 the fund took in a net $274.8M, and assets reached $221.96M.
C000201855 Growth of $100
What $100 invested in James Alpha Structured Credit Value Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Bond category average over the same months.
| Period | C000201855 | Category average |
|---|---|---|
| 1 year (Mar 2020 – Feb 2021) | $113 | $108 |
C000201855 Trailing Returns
Total returns to Feb 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +13.38% |
C000201855 Annual Returns
Calendar-year total returns of James Alpha Structured Credit Value Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Feb) | +2.27% |
| 2020 (Mar–Dec) | +10.86% |
C000201855 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 | +1.7% | +0.6% | — | — | — | — | — | — | — | — | — | — |
| 2020 | — | — | −6.4% | +3.6% | +3.8% | +3.7% | +1.6% | +0.5% | +1.4% | +0.7% | +1.2% | +0.6% |
C000201855 Risk
Risk measures from monthly returns over Mar 2020 – Feb 2021.
- 1-year volatility (annualised): 9.22%
- Best month: +3.80% (May 2020)
- Worst month: −6.38% (Mar 2020)
C000201855 Fund Flows
Monthly money in and out of James Alpha Structured Credit Value Portfolio, from SEC Form N-PORT.
- 12-month net flow: $274.8M
- 12-month gross sales (incl. reinvestments): $210.0M
- Sales ÷ redemptions: -3.24×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2021 | $14.9M | −$4.1M | $19.0M |
| Jan 2021 | $16.8M | −$2.5M | $19.2M |
| Dec 2020 | $18.3M | −$10.7M | $29.0M |
| Nov 2020 | $34.9M | −$10.6M | $45.5M |
| Oct 2020 | $11.4M | −$3.5M | $14.9M |
| Sep 2020 | $11.5M | −$2.9M | $14.4M |
| Aug 2020 | $16.0M | −$8.4M | $24.3M |
| Jul 2020 | $24.4M | −$1.1M | $25.5M |
| Jun 2020 | $15.0M | −$10.6M | $25.6M |
| May 2020 | $8.2M | −$1.5M | $9.7M |
| Apr 2020 | $4.8M | −$2.7M | $7.5M |
| Mar 2020 | $33.9M | −$6.3M | $40.2M |
C000201855 Assets Under Management
Net assets of James Alpha Structured Credit Value Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-02-28 | $221.96M |
| 2020-11-30 | $189.99M |
| 2020-08-31 | $145.22M |
| 2020-05-31 | $104.34M |
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.