ENSBX Performance — Ensemble Fund
Data updated: 2024-09-18
ENSBX returned +19.06% over one year to Jul 2024. The annualised 3-year return is +1.10%. Against its US Mid-Cap Value category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $103, against $123 for the category, and to $119 over one year, against $115. Volatility over the past three years was 21.38% a year. In the 12 months to Jul 2024 the fund lost a net $2.4M, and assets reached $61.21M.
ENSBX Growth of $100
What $100 invested in Ensemble Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Value category average over the same months.
| Period | ENSBX | Category average |
|---|---|---|
| 1 year (Aug 2023 – Jul 2024) | $119 | $115 |
| 3 years (Aug 2021 – Jul 2024) | $103 | $123 |
| Since data start (Feb 2020 – Jul 2024) | $157 | $164 |
ENSBX Trailing Returns
Total returns to Jul 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +19.06% |
| 3 years (annualised) | +1.10% |
ENSBX Annual Returns
Calendar-year total returns of Ensemble Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jul) | +11.18% |
| 2023 | +21.76% |
| 2022 | −28.96% |
| 2021 | +24.71% |
| 2020 (Feb–Dec) | +30.80% |
ENSBX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +2.8% | +4.0% | +3.3% | −6.2% | +3.0% | +0.9% | +3.2% | — | — | — | — | — |
| 2023 | +11.4% | −5.4% | −2.1% | +1.8% | −0.1% | +6.4% | +1.9% | −0.7% | −7.0% | −3.6% | +11.7% | +7.7% |
| 2022 | −9.7% | −6.8% | +0.2% | −12.1% | −0.1% | −9.3% | +10.5% | −4.6% | −7.9% | +6.7% | +7.3% | −4.9% |
| 2021 | −2.7% | +4.7% | +1.9% | +6.1% | −1.1% | +2.0% | +4.5% | +1.2% | −2.1% | +6.9% | −3.0% | +4.7% |
| 2020 | — | −6.5% | −13.0% | +14.3% | +7.1% | +0.2% | +6.2% | +7.8% | −2.5% | −0.6% | +11.0% | +6.6% |
ENSBX Risk
Risk measures from monthly returns over Aug 2021 – Jul 2024.
- 3-year volatility (annualised): 21.38%
- 3-year Sharpe ratio: -0.16 (vs 4.5% risk-free rate)
- Best month: +11.70% (Nov 2023)
- Worst month: −12.14% (Apr 2022)
ENSBX Fund Flows
Monthly money in and out of Ensemble Fund, from SEC Form N-PORT.
- 12-month net flow: −$2.4M
- 12-month gross sales (incl. reinvestments): $4.5M
- Sales ÷ redemptions: 0.65×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2024 | $253K | $124K | $128K |
| Jun 2024 | $129K | $159K | −$30K |
| May 2024 | $279K | $424K | −$145K |
| Apr 2024 | $836K | $450K | $387K |
| Mar 2024 | $390K | $455K | −$65K |
| Feb 2024 | $438K | $415K | $24K |
| Jan 2024 | $157K | $722K | −$565K |
| Dec 2023 | $924K | $793K | $132K |
| Nov 2023 | $190K | $379K | −$189K |
| Oct 2023 | $137K | $1.2M | −$1.0M |
| Sep 2023 | $262K | $871K | −$609K |
| Aug 2023 | $523K | $1.0M | −$493K |
ENSBX Assets Under Management
Net assets of Ensemble Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-07-31 | $61.21M |
| 2024-04-30 | $57.06M |
| 2024-01-31 | $56.30M |
| 2023-10-31 | $46.01M |
| 2023-07-31 | $54.02M |
| 2023-04-30 | $50.85M |
| 2023-01-31 | $54.02M |
| 2022-10-31 | $48.48M |
| 2022-07-31 | $50.29M |
| 2022-04-30 | $50.83M |
| 2022-01-31 | $59.16M |
| 2021-10-31 | $63.97M |
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.