CSH Performance — Morgan Creek - Exos Active SPAC Arbitrage ETF
Data updated: 2023-05-26
CSH returned +2.64% over one year to Mar 2023. Over one year the fund beat its US Equity category average: $100 grew to $103, against $103 for the category. Volatility over the past 12 months was 1.35% a year. In the 12 months to Mar 2023 the fund took in a net $11.3M, and assets reached $8.36M.
CSH Growth of $100
What $100 invested in Morgan Creek - Exos Active SPAC Arbitrage ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Equity category average over the same months.
| Period | CSH | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $103 | $103 |
| Since data start (Feb 2022 – Mar 2023) | $103 | $103 |
CSH Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.64% |
CSH Annual Returns
Calendar-year total returns of Morgan Creek - Exos Active SPAC Arbitrage ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | +1.29% |
| 2022 (Feb–Dec) | +1.53% |
CSH 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 | +0.8% | +0.3% | +0.2% | — | — | — | — | — | — | — | — | — |
| 2022 | — | −0.2% | +0.4% | 0.0% | −0.6% | 0.0% | +0.1% | +0.3% | 0.0% | +0.6% | +0.4% | +0.7% |
CSH Risk
Risk measures from monthly returns over Apr 2022 – Mar 2023.
- 1-year volatility (annualised): 1.35%
- Best month: +0.83% (Jan 2023)
- Worst month: −0.64% (May 2022)
CSH Fund Flows
Monthly money in and out of Morgan Creek - Exos Active SPAC Arbitrage ETF, from SEC Form N-PORT.
- 12-month net flow: $11.3M
- 12-month gross sales (incl. reinvestments): $6.3M
- Sales ÷ redemptions: -1.26×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $0 | $0 | $0 |
| Feb 2023 | $0 | $0 | $0 |
| Jan 2023 | $0 | $0 | $0 |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $0 | −$630K | $630K |
| Oct 2022 | $0 | $0 | $0 |
| Sep 2022 | $0 | $0 | $0 |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $0 | −$4.4M | $4.4M |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $6.3M | $0 | $6.3M |
CSH Assets Under Management
Net assets of Morgan Creek - Exos Active SPAC Arbitrage ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $8.36M |
| 2022-12-31 | $8.25M |
| 2022-09-30 | $8.74M |
| 2022-06-30 | $13.06M |
| 2022-03-31 | $6.89M |
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.