C000214225 Performance — Alternative Risk Premia Fund, Class R6
Data updated: 2021-06-28
C000214225 returned −3.48% over one year to Apr 2021. Over one year the fund trailed its Commodities category average: $100 grew to $97, against $130 for the category. Volatility over the past 12 months was 3.19% a year. In the 12 months to Apr 2021 the fund lost a net $59.9M, and assets reached $64.52M.
C000214225 Growth of $100
What $100 invested in Alternative Risk Premia Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000214225 | Category average |
|---|---|---|
| 1 year (May 2020 – Apr 2021) | $97 | $130 |
| Since data start (Dec 2019 – Apr 2021) | $83 | $121 |
C000214225 Trailing Returns
Total returns to Apr 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −3.48% |
C000214225 Annual Returns
Calendar-year total returns of Alternative Risk Premia Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Apr) | +0.98% |
| 2020 | −17.55% |
| 2019 (Dec–Dec) | −0.26% |
C000214225 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 | +0.1% | −0.4% | +1.2% | 0.0% | — | — | — | — | — | — | — | — |
| 2020 | −0.7% | −3.1% | −9.2% | −1.3% | −1.9% | −2.0% | +0.1% | +0.2% | −0.1% | +0.4% | −1.0% | −0.2% |
| 2019 | — | — | — | — | — | — | — | — | — | — | — | −0.3% |
C000214225 Risk
Risk measures from monthly returns over May 2020 – Apr 2021.
- 1-year volatility (annualised): 3.19%
- Best month: +1.22% (Mar 2021)
- Worst month: −2.01% (Jun 2020)
C000214225 Fund Flows
Monthly money in and out of Alternative Risk Premia Fund, from SEC Form N-PORT.
- 12-month net flow: −$59.9M
- 12-month gross sales (incl. reinvestments): $2.2M
- Sales ÷ redemptions: 0.04×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Apr 2021 | $3K | $60.0M | −$60.0M |
| Mar 2021 | $13K | $116K | −$103K |
| Feb 2021 | $334K | $0 | $334K |
| Jan 2021 | $5K | $120K | −$115K |
| Dec 2020 | $419K | $0 | $419K |
| Nov 2020 | $348K | $113K | $236K |
| Oct 2020 | $413 | $212K | −$211K |
| Sep 2020 | $2K | $32K | −$30K |
| Aug 2020 | $74K | $3K | $71K |
| Jul 2020 | $991K | $1.6M | −$565K |
| Jun 2020 | $0 | $0 | $0 |
| May 2020 | $0 | $0 | $0 |
C000214225 Assets Under Management
Net assets of Alternative Risk Premia Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-04-30 | $64.52M |
| 2021-01-31 | $123.37M |
| 2020-10-31 | $124.28M |
| 2020-07-31 | $123.71M |
| 2020-04-30 | $129.08M |
| 2020-01-31 | $149.72M |
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.