CHYOX Performance — CMG Tactical Bond Fund, Class I
Data updated: 2022-09-29
CHYOX returned −9.09% over one year to Jul 2022. Over one year the fund trailed its Moderate Allocation category average: $100 grew to $91, against $92 for the category. Volatility over the past 12 months was 3.19% a year. In the 12 months to Jul 2022 the fund took in a net $5.6M, and assets reached $1.55M.
CHYOX Growth of $100
What $100 invested in CMG Tactical Bond Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | CHYOX | Category average |
|---|---|---|
| 1 year (Aug 2021 – Jul 2022) | $91 | $92 |
| Since data start (Feb 2020 – Jul 2022) | $93 | $107 |
CHYOX Trailing Returns
Total returns to Jul 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −9.09% |
| 3 years (annualised) | −2.79% |
CHYOX Annual Returns
Calendar-year total returns of CMG Tactical Bond Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jul) | −6.62% |
| 2021 | −1.95% |
| 2020 (Feb–Dec) | +1.76% |
CHYOX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −2.3% | −0.4% | −0.5% | −0.3% | −0.5% | −2.5% | −0.1% | — | — | — | — | — |
| 2021 | −0.5% | +0.1% | −0.2% | +0.5% | −0.2% | +1.6% | −0.6% | −0.2% | −0.3% | −0.4% | −1.9% | +0.2% |
| 2020 | — | −0.5% | −0.9% | −0.1% | −0.1% | −3.0% | +4.0% | +0.2% | −0.7% | −1.0% | +2.0% | +2.1% |
CHYOX Risk
Risk measures from monthly returns over Aug 2021 – Jul 2022.
- 1-year volatility (annualised): 3.19%
- Best month: +0.21% (Dec 2021)
- Worst month: −2.54% (Jun 2022)
CHYOX Fund Flows
Monthly money in and out of CMG Tactical Bond Fund, from SEC Form N-PORT.
- 12-month net flow: $5.6M
- 12-month gross sales (incl. reinvestments): $397K
- Sales ÷ redemptions: -0.08×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2022 | $15 | −$25K | $25K |
| Jun 2022 | $1K | −$26K | $27K |
| May 2022 | $0 | −$33K | $33K |
| Apr 2022 | $0 | −$174K | $174K |
| Mar 2022 | $9K | −$93K | $103K |
| Feb 2022 | $31 | −$24K | $24K |
| Jan 2022 | $35 | −$116K | $116K |
| Dec 2021 | $119K | −$4.0M | $4.1M |
| Nov 2021 | $68K | −$141K | $209K |
| Oct 2021 | $49K | −$158K | $207K |
| Sep 2021 | $119K | −$98K | $217K |
| Aug 2021 | $32K | −$331K | $363K |
CHYOX Assets Under Management
Net assets of CMG Tactical Bond Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-07-31 | $1.55M |
| 2022-04-30 | $1.69M |
| 2022-01-31 | $1.99M |
| 2021-10-31 | $6.18M |
| 2021-07-31 | $6.63M |
| 2021-04-30 | $7.78M |
| 2021-01-31 | $19.31M |
| 2020-10-31 | $33.66M |
| 2020-07-31 | $36.96M |
| 2020-04-30 | $37.59M |
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.