GNNDX Performance — Gotham Index Plus Fund, Investor Class
Data updated: 2026-08-21
GNNDX returned +4.18% year to date and +17.59% over one year to Jun 2026. Annualised returns are +20.75% over 3 years and +14.57% over 5 years. Against its US Large Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $176, against $157 for the category, and to $118 over one year, against $118. Volatility over the past three years was 12.73% a year. In the 12 months to Jun 2026 the fund took in a net $85.3M, and assets reached $1.24B.
GNNDX Growth of $100
What $100 invested in Gotham Index Plus Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | GNNDX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $118 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $176 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $197 | $161 |
| Since data start (Jul 2019 – Jun 2026) | $276 | $229 |
GNNDX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.18% |
| 1 year | +17.59% |
| 3 years (annualised) | +20.75% |
| 5 years (annualised) | +14.57% |
GNNDX Annual Returns
Calendar-year total returns of Gotham Index Plus Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +4.18% |
| 2025 | +22.03% |
| 2024 | +25.75% |
| 2023 | +26.16% |
| 2022 | −11.86% |
| 2021 | +32.41% |
| 2020 | +6.55% |
| 2019 (Jul–Dec) | +10.17% |
GNNDX 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 | +0.9% | −1.4% | −4.3% | +9.8% | +3.2% | −3.4% | — | — | — | — | — | — |
| 2025 | +4.8% | −0.7% | −6.3% | −1.4% | +6.1% | +6.0% | +1.6% | +1.9% | +4.0% | +1.6% | +1.2% | +1.8% |
| 2024 | +3.3% | +5.1% | +5.2% | −5.0% | +3.0% | +3.0% | +2.9% | +2.5% | +2.0% | −0.5% | +5.6% | −3.4% |
| 2023 | +6.7% | −3.4% | +2.0% | +1.8% | +0.3% | +6.6% | +3.9% | −0.2% | −3.4% | −0.6% | +7.8% | +2.7% |
| 2022 | −3.4% | −3.4% | +5.1% | −6.1% | +0.8% | −9.3% | +8.1% | −2.3% | −9.2% | +9.3% | +5.8% | −5.5% |
| 2021 | +0.2% | +1.7% | +8.0% | +5.1% | +2.9% | +0.1% | +1.7% | +3.0% | −4.8% | +5.5% | −0.8% | +6.4% |
| 2020 | −3.6% | −9.8% | −10.3% | +12.0% | +2.9% | +2.0% | +5.3% | +8.4% | −4.2% | −4.3% | +8.1% | +2.7% |
| 2019 | — | — | — | — | — | — | +2.4% | −2.4% | +2.4% | +2.8% | +3.7% | +1.1% |
GNNDX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 12.73%
- 3-year Sharpe ratio: 1.28 (vs 4.5% risk-free rate)
- Best month: +9.79% (Apr 2026)
- Worst month: −6.33% (Mar 2025)
GNNDX Fund Flows
Monthly money in and out of Gotham Index Plus Fund, from SEC Form N-PORT.
- 12-month net flow: $85.3M
- 12-month gross sales (incl. reinvestments): $377.8M
- Sales ÷ redemptions: 1.29×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $46.2M | $28.4M | $17.8M |
| May 2026 | $34.8M | $12.6M | $22.2M |
| Apr 2026 | $15.8M | $10.9M | $4.9M |
| Mar 2026 | $17.4M | $14.4M | $2.9M |
| Feb 2026 | $26.0M | $61.7M | −$35.7M |
| Jan 2026 | $40.1M | $34.6M | $5.6M |
| Dec 2025 | $47.9M | $16.6M | $31.3M |
| Nov 2025 | $22.8M | $29.3M | −$6.5M |
| Oct 2025 | $22.4M | $27.9M | −$5.4M |
| Sep 2025 | $34.1M | $8.7M | $25.4M |
| Aug 2025 | $51.1M | $37.4M | $13.8M |
| Jul 2025 | $19.1M | $10.0M | $9.1M |
GNNDX Assets Under Management
Net assets of Gotham Index Plus Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.24B |
| 2026-03-31 | $1.09B |
| 2025-12-31 | $1.17B |
| 2025-09-30 | $1.14B |
| 2025-06-30 | $1.00B |
| 2025-03-31 | $899.22M |
| 2024-12-31 | $915.31M |
| 2024-09-30 | $894.80M |
| 2024-06-28 | $734.05M |
| 2024-03-28 | $704.42M |
| 2023-12-29 | $591.36M |
| 2023-09-29 | $462.50M |
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.