GLACX Performance — Donoghue Forlines Tactical Allocation Fund, Class C
Data updated: 2026-09-14
GLACX returned +14.22% year to date and +20.78% over one year to Jun 2026. Annualised returns are +13.82% over 3 years and +6.04% over 5 years. The fund beat its US Multi-Cap Blend category average: $100 invested three years ago grew to $147, against $143 for the category, and to $121 over one year, against $116. Volatility over the past three years was 8.71% a year. In the 12 months to Jun 2026 the fund lost a net $2.1M, and assets reached $27.92M.
GLACX Growth of $100
What $100 invested in Donoghue Forlines Tactical Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | GLACX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $121 | $116 |
| 3 years (Jul 2023 – Jun 2026) | $147 | $143 |
| 5 years (Jul 2021 – Jun 2026) | $134 | $136 |
| Since data start (Jul 2019 – Jun 2026) | $150 | $173 |
GLACX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.22% |
| 1 year | +20.78% |
| 3 years (annualised) | +13.82% |
| 5 years (annualised) | +6.04% |
GLACX Annual Returns
Calendar-year total returns of Donoghue Forlines Tactical Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +14.22% |
| 2025 | +12.44% |
| 2024 | +7.22% |
| 2023 | +14.53% |
| 2022 | −15.37% |
| 2021 | +8.21% |
| 2020 | −1.17% |
| 2019 (Jul–Dec) | +4.79% |
GLACX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.8% | +1.7% | −2.4% | +5.8% | +2.4% | +2.3% | — | — | — | — | — | — |
| 2025 | +2.9% | +0.7% | −3.7% | −1.4% | +4.7% | +3.3% | +0.9% | +1.2% | +1.6% | +0.5% | +0.9% | +0.5% |
| 2024 | −0.8% | +2.4% | +1.8% | −2.6% | +2.9% | −0.1% | +2.0% | +1.5% | +1.1% | −0.7% | +3.1% | −3.3% |
| 2023 | +4.0% | −2.1% | +1.2% | 0.0% | −0.5% | +4.4% | +2.7% | −0.9% | −2.4% | −2.9% | +6.0% | +4.7% |
| 2022 | −4.9% | −1.6% | +1.6% | −6.1% | +0.5% | −6.3% | +4.8% | −2.6% | −5.8% | +2.9% | +4.4% | −2.5% |
| 2021 | −0.1% | +0.9% | +1.6% | +2.7% | +0.9% | +1.6% | −0.7% | +0.9% | −3.6% | +3.4% | −2.2% | +2.8% |
| 2020 | −1.7% | −4.3% | −10.8% | +3.1% | +1.1% | +0.9% | +3.9% | +0.8% | −0.9% | −1.9% | +6.2% | +3.6% |
| 2019 | — | — | — | — | — | — | −0.1% | −1.0% | +0.4% | +2.2% | +0.6% | +2.7% |
GLACX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 8.71%
- 3-year Sharpe ratio: 1.07 (vs 4.5% risk-free rate)
- Best month: +6.04% (Nov 2023)
- Worst month: −3.69% (Mar 2025)
GLACX Fund Flows
Monthly money in and out of Donoghue Forlines Tactical Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$2.1M
- 12-month gross sales (incl. reinvestments): $4.5M
- Sales ÷ redemptions: 0.68×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $860K | $375K | $484K |
| May 2026 | $116K | $342K | −$226K |
| Apr 2026 | $202K | $458K | −$256K |
| Mar 2026 | $92K | $317K | −$225K |
| Feb 2026 | $97K | $235K | −$138K |
| Jan 2026 | $81K | $305K | −$224K |
| Dec 2025 | $1.2M | $386K | $782K |
| Nov 2025 | $355K | $329K | $26K |
| Oct 2025 | $146K | $1.3M | −$1.2M |
| Sep 2025 | $219K | $1.2M | −$944K |
| Aug 2025 | $603K | $843K | −$240K |
| Jul 2025 | $597K | $570K | $27K |
GLACX Assets Under Management
Net assets of Donoghue Forlines Tactical Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $27.92M |
| 2026-03-31 | $25.26M |
| 2025-12-31 | $25.05M |
| 2025-09-30 | $26.04M |
| 2025-06-30 | $26.24M |
| 2025-03-31 | $25.71M |
| 2024-12-31 | $26.49M |
| 2024-09-30 | $27.27M |
| 2024-06-30 | $26.53M |
| 2024-03-31 | $29.73M |
| 2023-12-31 | $30.61M |
| 2023-09-30 | $23.48M |
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.