CLOIX Performance — Clough Global Long/Short Fund, Class I
Data updated: 2023-04-03
CLOIX returned −19.01% over one year to Jan 2023. The annualised 3-year return is −2.60%. The fund trailed its Money Market category average: $100 invested three years ago grew to $92, against $105 for the category, and to $81 over one year, against $93. Volatility over the past three years was 15.42% a year. In the 12 months to Jan 2023 the fund lost a net $25.7M, and assets reached $29.13M.
CLOIX Growth of $100
What $100 invested in Clough Global Long/Short Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | CLOIX | Category average |
|---|---|---|
| 1 year (Feb 2022 – Jan 2023) | $81 | $93 |
| 3 years (Feb 2020 – Jan 2023) | $92 | $105 |
| Since data start (Aug 2019 – Jan 2023) | $96 | $108 |
CLOIX Trailing Returns
Total returns to Jan 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −19.01% |
| 3 years (annualised) | −2.60% |
CLOIX Annual Returns
Calendar-year total returns of Clough Global Long/Short Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jan) | +2.54% |
| 2022 | −27.23% |
| 2021 | +0.25% |
| 2020 | +25.01% |
| 2019 (Aug–Dec) | +2.47% |
CLOIX 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 | +2.5% | — | — | — | — | — | — | — | — | — | — | — |
| 2022 | −7.9% | −1.8% | −0.9% | −5.6% | −2.1% | −5.3% | +2.8% | −3.8% | −5.9% | +2.1% | +1.0% | −3.3% |
| 2021 | +2.3% | +1.4% | −1.1% | +1.3% | −0.7% | +0.3% | −0.3% | +1.5% | −4.5% | +4.2% | −2.7% | −1.2% |
| 2020 | +1.2% | −1.6% | −11.7% | +6.5% | +4.0% | +4.6% | +6.5% | +2.8% | −1.6% | −2.8% | +10.5% | +6.0% |
| 2019 | — | — | — | — | — | — | — | +0.4% | −3.5% | +3.7% | +2.5% | −0.6% |
CLOIX Risk
Risk measures from monthly returns over Feb 2020 – Jan 2023.
- 3-year volatility (annualised): 15.42%
- 3-year Sharpe ratio: -0.46 (vs 4.5% risk-free rate)
- Best month: +10.50% (Nov 2020)
- Worst month: −11.69% (Mar 2020)
CLOIX Fund Flows
Monthly money in and out of Clough Global Long/Short Fund, from SEC Form N-PORT.
- 12-month net flow: −$25.7M
- 12-month gross sales (incl. reinvestments): $9.6M
- Sales ÷ redemptions: 0.27×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2023 | $99K | $3.7M | −$3.6M |
| Dec 2022 | $40K | $2.1M | −$2.0M |
| Nov 2022 | $55K | $1.9M | −$1.8M |
| Oct 2022 | $37K | $2.7M | −$2.6M |
| Sep 2022 | $27K | $845K | −$818K |
| Aug 2022 | $78K | $3.5M | −$3.4M |
| Jul 2022 | $145K | $1.3M | −$1.2M |
| Jun 2022 | $8.5M | $781K | $7.7M |
| May 2022 | $87K | $14.4M | −$14.3M |
| Apr 2022 | $69K | $1.4M | −$1.4M |
| Mar 2022 | $200K | $1.2M | −$1.0M |
| Feb 2022 | $226K | $1.4M | −$1.2M |
CLOIX Assets Under Management
Net assets of Clough Global Long/Short Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-01-31 | $29.13M |
| 2022-10-31 | $36.64M |
| 2022-07-31 | $46.85M |
| 2022-04-30 | $56.95M |
| 2022-01-31 | $65.70M |
| 2021-10-31 | $81.72M |
| 2021-07-31 | $75.10M |
| 2021-04-30 | $85.62M |
| 2021-01-31 | $73.14M |
| 2020-10-31 | $57.14M |
| 2020-07-31 | $54.50M |
| 2020-04-30 | $45.93M |
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.