CZOVX Performance — Zacks All-Cap Core Fund, Institutional Class
Data updated: 2024-02-12
CZOVX returned +11.24% over one year to Nov 2023. The annualised 3-year return is +9.00%. Against its US Large Growth category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $130, against $116 for the category, and to $111 over one year, against $122. Volatility over the past three years was 16.63% a year. In the 12 months to Nov 2023 the fund took in a net $53.4M, and assets reached $39.86M.
CZOVX Growth of $100
What $100 invested in Zacks All-Cap Core Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Growth category average over the same months.
| Period | CZOVX | Category average |
|---|---|---|
| 1 year (Dec 2022 – Nov 2023) | $111 | $122 |
| 3 years (Dec 2020 – Nov 2023) | $130 | $116 |
| Since data start (Mar 2020 – Nov 2023) | $157 | $156 |
CZOVX Trailing Returns
Total returns to Nov 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +11.24% |
| 3 years (annualised) | +9.00% |
CZOVX Annual Returns
Calendar-year total returns of Zacks All-Cap Core Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Nov) | +18.16% |
| 2022 | −18.28% |
| 2021 | +29.28% |
| 2020 (Mar–Dec) | +25.81% |
CZOVX 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 | +5.0% | −2.0% | +3.1% | +0.7% | +0.9% | +6.8% | +3.1% | −1.8% | −4.3% | −2.4% | +8.5% | — |
| 2022 | −6.0% | −1.9% | +3.0% | −8.2% | +1.1% | −8.5% | +8.0% | −3.3% | −8.5% | +7.9% | +4.4% | −5.9% |
| 2021 | −0.8% | +3.7% | +5.5% | +4.7% | +0.9% | +1.8% | +1.7% | +3.0% | −4.6% | +6.7% | −0.6% | +4.3% |
| 2020 | — | — | −11.1% | +11.1% | +5.6% | +1.1% | +5.2% | +5.5% | −3.4% | −2.3% | +9.7% | +3.8% |
CZOVX Risk
Risk measures from monthly returns over Dec 2020 – Nov 2023.
- 3-year volatility (annualised): 16.63%
- 3-year Sharpe ratio: 0.27 (vs 4.5% risk-free rate)
- Best month: +8.55% (Nov 2023)
- Worst month: −8.51% (Sep 2022)
CZOVX Fund Flows
Monthly money in and out of Zacks All-Cap Core Fund, from SEC Form N-PORT.
- 12-month net flow: $53.4M
- 12-month gross sales (incl. reinvestments): $20.8M
- Sales ÷ redemptions: -0.64×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2023 | $886K | −$295K | $1.2M |
| Oct 2023 | $318K | −$891K | $1.2M |
| Sep 2023 | $104K | −$918K | $1.0M |
| Aug 2023 | $209K | −$8.5M | $8.7M |
| Jul 2023 | $1.9M | −$6.7M | $8.6M |
| Jun 2023 | $6.7M | −$798K | $7.5M |
| May 2023 | $211K | −$4.1M | $4.3M |
| Apr 2023 | $485K | −$6.0M | $6.5M |
| Mar 2023 | $186K | −$1.0M | $1.2M |
| Feb 2023 | $604K | −$746K | $1.4M |
| Jan 2023 | $2.7M | −$339K | $3.0M |
| Dec 2022 | $6.5M | −$2.3M | $8.7M |
CZOVX Assets Under Management
Net assets of Zacks All-Cap Core Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-11-30 | $39.86M |
| 2023-08-31 | $40.20M |
| 2023-05-31 | $43.77M |
| 2023-02-28 | $51.74M |
| 2022-11-30 | $52.59M |
| 2022-08-31 | $55.90M |
| 2022-05-31 | $55.70M |
| 2022-02-28 | $66.86M |
| 2021-11-30 | $68.98M |
| 2021-08-31 | $60.07M |
| 2021-05-31 | $56.48M |
| 2021-02-28 | $49.90M |
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.