C000222149 Performance — Regan Total Return Income Fund, Institutional Class
Data updated: 2024-02-29
C000222149 returned +7.59% over one year to Dec 2023. The annualised 3-year return is +4.15%. The fund beat its Long-Term Securitized Bond category average: $100 invested three years ago grew to $113, against $93 for the category, and to $108 over one year, against $105. Volatility over the past three years was 2.65% a year. In the 12 months to Dec 2023 the fund took in a net $566.0M, and assets reached $541.57M.
C000222149 Growth of $100
What $100 invested in Regan Total Return Income Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Long-Term Securitized Bond category average over the same months.
| Period | C000222149 | Category average |
|---|---|---|
| 1 year (Jan 2023 – Dec 2023) | $108 | $105 |
| 3 years (Jan 2021 – Dec 2023) | $113 | $93 |
| Since data start (Oct 2020 – Dec 2023) | $123 | $94 |
C000222149 Trailing Returns
Total returns to Dec 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +7.59% |
| 3 years (annualised) | +4.15% |
C000222149 Annual Returns
Calendar-year total returns of Regan Total Return Income Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 | +7.59% |
| 2022 | −2.01% |
| 2021 | +7.17% |
| 2020 (Oct–Dec) | +8.49% |
C000222149 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 | +1.4% | −0.1% | +0.7% | +1.2% | +0.3% | −0.1% | +0.5% | +0.2% | −0.3% | −0.4% | +2.0% | +2.1% |
| 2022 | +0.2% | 0.0% | −0.5% | −0.4% | −0.7% | −0.7% | +0.3% | +0.2% | −1.2% | −1.2% | +0.9% | +1.1% |
| 2021 | +1.6% | +0.6% | +0.4% | +0.7% | +0.5% | +0.4% | +0.4% | +0.7% | +0.6% | +0.8% | +0.1% | +0.3% |
| 2020 | — | — | — | — | — | — | — | — | — | +5.0% | +1.6% | +1.7% |
C000222149 Risk
Risk measures from monthly returns over Jan 2021 – Dec 2023.
- 3-year volatility (annualised): 2.65%
- 3-year Sharpe ratio: -0.13 (vs 4.5% risk-free rate)
- Best month: +2.08% (Dec 2023)
- Worst month: −1.19% (Sep 2022)
C000222149 Fund Flows
Monthly money in and out of Regan Total Return Income Fund, from SEC Form N-PORT.
- 12-month net flow: $566.0M
- 12-month gross sales (incl. reinvestments): $426.1M
- Sales ÷ redemptions: -3.05×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2023 | $54.4M | −$30.1M | $84.4M |
| Nov 2023 | $62.9M | −$9.6M | $72.4M |
| Oct 2023 | $43.8M | −$13.9M | $57.7M |
| Sep 2023 | $20.3M | −$14.0M | $34.3M |
| Aug 2023 | $22.9M | −$7.2M | $30.1M |
| Jul 2023 | $12.6M | −$7.1M | $19.6M |
| Jun 2023 | $60.9M | −$8.8M | $69.7M |
| May 2023 | $22.8M | −$15.2M | $38.0M |
| Apr 2023 | $11.5M | −$12.4M | $23.9M |
| Mar 2023 | $48.2M | −$12.4M | $60.6M |
| Feb 2023 | $33.4M | −$4.8M | $38.2M |
| Jan 2023 | $32.5M | −$4.4M | $36.9M |
C000222149 Assets Under Management
Net assets of Regan Total Return Income Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-12-31 | $541.57M |
| 2023-09-30 | $426.73M |
| 2023-06-30 | $404.78M |
| 2023-03-31 | $346.87M |
| 2022-12-31 | $252.66M |
| 2022-09-30 | $185.38M |
| 2022-06-30 | $152.01M |
| 2022-03-31 | $148.96M |
| 2021-12-31 | $87.66M |
| 2021-09-30 | $51.59M |
| 2021-06-30 | $28.85M |
| 2021-03-31 | $23.39M |
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.