GMNFX Performance — Gotham Master Neutral Fund, Institutional Class
Data updated: 2020-12-14
GMNFX returned −5.19% over one year to Sep 2020. Over one year the fund trailed its International Value category average: $100 grew to $95, against $98 for the category. Volatility over the past 12 months was 4.46% a year. In the 12 months to Sep 2020 the fund took in a net $20.5M, and assets reached $2.23M.
GMNFX Growth of $100
What $100 invested in Gotham Master Neutral Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Value category average over the same months.
| Period | GMNFX | Category average |
|---|---|---|
| 1 year (Oct 2019 – Sep 2020) | $95 | $98 |
| Since data start (Jul 2019 – Sep 2020) | $97 | $98 |
GMNFX Trailing Returns
Total returns to Sep 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −5.19% |
GMNFX Annual Returns
Calendar-year total returns of Gotham Master Neutral Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Sep) | −4.80% |
| 2019 (Jul–Dec) | +1.39% |
GMNFX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −2.1% | −3.1% | −0.4% | +0.9% | −1.2% | −0.4% | +1.5% | +0.2% | −0.2% | — | — | — |
| 2019 | — | — | — | — | — | — | +0.5% | −0.2% | +1.5% | +0.7% | +0.1% | −1.2% |
GMNFX Risk
Risk measures from monthly returns over Oct 2019 – Sep 2020.
- 1-year volatility (annualised): 4.46%
- Best month: +1.50% (Jul 2020)
- Worst month: −3.07% (Feb 2020)
GMNFX Fund Flows
Monthly money in and out of Gotham Master Neutral Fund, from SEC Form N-PORT.
- 12-month net flow: $20.5M
- 12-month gross sales (incl. reinvestments): $2.4M
- Sales ÷ redemptions: -0.13×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2020 | $0 | $0 | $0 |
| Aug 2020 | $0 | −$301K | $301K |
| Jul 2020 | $0 | −$4.8M | $4.8M |
| Jun 2020 | $0 | −$4.2M | $4.2M |
| May 2020 | $0 | −$4.2M | $4.2M |
| Apr 2020 | $0 | −$804K | $804K |
| Mar 2020 | $415K | −$1.3M | $1.7M |
| Feb 2020 | $1.6M | −$804K | $2.4M |
| Jan 2020 | $60K | −$856K | $916K |
| Dec 2019 | $205K | −$350K | $555K |
| Nov 2019 | $106K | −$35K | $141K |
| Oct 2019 | $5K | −$387K | $392K |
GMNFX Assets Under Management
Net assets of Gotham Master Neutral Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-09-30 | $2.23M |
| 2020-06-30 | $7.31M |
| 2020-03-31 | $16.72M |
| 2019-12-31 | $18.53M |
| 2019-09-30 | $19.26M |
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.