GRRIX Performance — James Alpha Macro Portfolio, Class I
Data updated: 2021-04-28
GRRIX returned +10.47% over one year to Feb 2021. Over one year the fund trailed its Money Market category average: $100 grew to $110, against $113 for the category. Volatility over the past 12 months was 11.80% a year. In the 12 months to Feb 2021 the fund took in a net $5.5M, and assets reached $10.35M.
GRRIX Growth of $100
What $100 invested in James Alpha Macro Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | GRRIX | Category average |
|---|---|---|
| 1 year (Mar 2020 – Feb 2021) | $110 | $113 |
GRRIX Trailing Returns
Total returns to Feb 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +10.47% |
GRRIX Annual Returns
Calendar-year total returns of James Alpha Macro Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Feb) | +3.11% |
| 2020 (Mar–Dec) | +7.14% |
GRRIX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | +0.1% | +3.0% | — | — | — | — | — | — | — | — | — | — |
| 2020 | — | — | −7.7% | +2.9% | −0.1% | +1.0% | +3.9% | +1.2% | −1.7% | −0.5% | +5.4% | +3.3% |
GRRIX Risk
Risk measures from monthly returns over Mar 2020 – Feb 2021.
- 1-year volatility (annualised): 11.80%
- Best month: +5.38% (Nov 2020)
- Worst month: −7.71% (Mar 2020)
GRRIX Fund Flows
Monthly money in and out of James Alpha Macro Portfolio, from SEC Form N-PORT.
- 12-month net flow: $5.5M
- 12-month gross sales (incl. reinvestments): $2.3M
- Sales ÷ redemptions: -0.69×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2021 | $189K | −$260K | $450K |
| Jan 2021 | $829K | −$243K | $1.1M |
| Dec 2020 | $119K | −$129K | $247K |
| Nov 2020 | $106K | −$78K | $184K |
| Oct 2020 | $84K | −$443K | $527K |
| Sep 2020 | $75K | −$143K | $217K |
| Aug 2020 | $12K | −$254K | $266K |
| Jul 2020 | $42K | −$183K | $225K |
| Jun 2020 | $31K | −$201K | $232K |
| May 2020 | $264K | −$234K | $498K |
| Apr 2020 | $76K | −$612K | $688K |
| Mar 2020 | $436K | −$505K | $942K |
GRRIX Assets Under Management
Net assets of James Alpha Macro Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-02-28 | $10.35M |
| 2020-11-30 | $9.23M |
| 2020-08-31 | $9.35M |
| 2020-05-31 | $9.35M |
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.