GESGX Performance — Gotham ESG Large Value Fund, Institutional Class
Data updated: 2023-05-26
GESGX returned −3.86% over one year to Mar 2023. The annualised 3-year return is +19.56%. The fund beat its Thematic Equity category average: $100 invested three years ago grew to $171, against $150 for the category, and to $96 over one year, against $88. Volatility over the past three years was 18.29% a year. In the 12 months to Mar 2023 the fund took in a net $267K, and assets reached $1.33M.
GESGX Growth of $100
What $100 invested in Gotham ESG Large Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Thematic Equity category average over the same months.
| Period | GESGX | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $96 | $88 |
| 3 years (Apr 2020 – Mar 2023) | $171 | $150 |
| Since data start (Jul 2019 – Mar 2023) | $138 | $133 |
GESGX Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −3.86% |
| 3 years (annualised) | +19.56% |
GESGX Annual Returns
Calendar-year total returns of Gotham ESG Large Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | +0.56% |
| 2022 | −7.82% |
| 2021 | +31.20% |
| 2020 | +3.38% |
| 2019 (Jul–Dec) | +10.15% |
GESGX 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 | +5.2% | −3.7% | −0.7% | — | — | — | — | — | — | — | — | — |
| 2022 | −4.6% | −1.9% | +3.0% | −7.2% | +2.5% | −7.4% | +6.6% | −2.3% | −8.5% | +11.4% | +7.0% | −4.5% |
| 2021 | −1.2% | +3.8% | +8.0% | +4.1% | +3.4% | −0.3% | +0.8% | +1.9% | −3.7% | +5.6% | −1.0% | +6.7% |
| 2020 | −3.1% | −9.1% | −16.4% | +12.2% | +4.3% | +0.9% | +3.8% | +4.3% | −1.8% | −2.4% | +12.0% | +2.5% |
| 2019 | — | — | — | — | — | — | +1.6% | −3.0% | +3.3% | +2.1% | +3.7% | +2.3% |
GESGX Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 18.29%
- 3-year Sharpe ratio: 0.82 (vs 4.5% risk-free rate)
- Best month: +12.24% (Apr 2020)
- Worst month: −8.46% (Sep 2022)
GESGX Fund Flows
Monthly money in and out of Gotham ESG Large Value Fund, from SEC Form N-PORT.
- 12-month net flow: $267K
- 12-month gross sales (incl. reinvestments): $163K
- Sales ÷ redemptions: -1.55×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $0 | $0 | $0 |
| Feb 2023 | $0 | $0 | $0 |
| Jan 2023 | $0 | $0 | $0 |
| Dec 2022 | $163K | −$105K | $267K |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $0 | $0 |
| Sep 2022 | $0 | $0 | $0 |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $0 | $0 | $0 |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $0 | $0 | $0 |
GESGX Assets Under Management
Net assets of Gotham ESG Large Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $1.33M |
| 2022-12-30 | $1.32M |
| 2022-09-30 | $1.25M |
| 2022-06-30 | $1.32M |
| 2022-03-31 | $1.49M |
| 2021-12-31 | $1.55M |
| 2021-09-30 | $1.51M |
| 2021-06-30 | $1.53M |
| 2021-03-31 | $1.42M |
| 2020-12-31 | $1.28M |
| 2020-09-30 | $1.17M |
| 2020-06-30 | $1.10M |
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.