GEFIX Performance — CMG Mauldin Core Fund, Class I
Data updated: 2023-03-29
GEFIX returned −11.78% over one year to Jan 2023. The annualised 3-year return is −0.14%. The fund trailed its Money Market category average: $100 invested three years ago grew to $100, against $105 for the category, and to $88 over one year, against $93. Volatility over the past three years was 9.55% a year. In the 12 months to Jan 2023 the fund took in a net $18.8M, and assets reached $11.86M.
GEFIX Growth of $100
What $100 invested in CMG Mauldin Core Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | GEFIX | Category average |
|---|---|---|
| 1 year (Feb 2022 – Jan 2023) | $88 | $93 |
| 3 years (Feb 2020 – Jan 2023) | $100 | $105 |
GEFIX Trailing Returns
Total returns to Jan 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −11.78% |
| 3 years (annualised) | −0.14% |
GEFIX Annual Returns
Calendar-year total returns of CMG Mauldin Core Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jan) | +2.26% |
| 2022 | −16.88% |
| 2021 | +10.96% |
| 2020 (Feb–Dec) | +5.59% |
GEFIX 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 | +2.3% | — | — | — | — | — | — | — | — | — | — | — |
| 2022 | −3.7% | −2.0% | +1.9% | −4.8% | −0.3% | −5.8% | +1.8% | −2.4% | −4.0% | +1.9% | +0.4% | −1.1% |
| 2021 | −0.3% | +0.9% | +0.9% | +2.2% | +1.2% | +0.6% | +0.5% | +1.9% | −3.6% | +4.2% | −1.2% | +3.2% |
| 2020 | — | −4.0% | −4.6% | +2.9% | +0.5% | −0.4% | +3.8% | +1.5% | −1.4% | −0.4% | +4.7% | +3.4% |
GEFIX Risk
Risk measures from monthly returns over Feb 2020 – Jan 2023.
- 3-year volatility (annualised): 9.55%
- 3-year Sharpe ratio: -0.49 (vs 4.5% risk-free rate)
- Best month: +4.73% (Nov 2020)
- Worst month: −5.81% (Jun 2022)
GEFIX Fund Flows
Monthly money in and out of CMG Mauldin Core Fund, from SEC Form N-PORT.
- 12-month net flow: $18.8M
- 12-month gross sales (incl. reinvestments): $3.0M
- Sales ÷ redemptions: -0.19×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2023 | $59K | −$824K | $883K |
| Dec 2022 | $1.0M | −$3.4M | $4.4M |
| Nov 2022 | $380K | −$2.1M | $2.4M |
| Oct 2022 | $84K | −$766K | $850K |
| Sep 2022 | $451K | −$1.4M | $1.8M |
| Aug 2022 | $331K | −$1.2M | $1.5M |
| Jul 2022 | $120K | −$2.2M | $2.3M |
| Jun 2022 | $60K | −$1.8M | $1.9M |
| May 2022 | $173K | −$775K | $948K |
| Apr 2022 | $86K | −$719K | $805K |
| Mar 2022 | $103K | −$561K | $664K |
| Feb 2022 | $150K | −$85K | $235K |
GEFIX Assets Under Management
Net assets of CMG Mauldin Core Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-01-31 | $11.86M |
| 2022-10-31 | $17.45M |
| 2022-07-31 | $20.80M |
| 2022-04-30 | $26.41M |
| 2022-01-31 | $28.80M |
| 2021-10-31 | $30.43M |
| 2021-07-31 | $30.05M |
| 2021-04-30 | $32.48M |
| 2021-01-31 | $36.59M |
| 2020-10-31 | $50.45M |
| 2020-07-31 | $56.00M |
| 2020-04-30 | $57.95M |
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.