GSSFX Performance — Gotham Short Strategies Fund, Institutional Class
Data updated: 2023-12-14
GSSFX returned −7.98% over one year to Sep 2023. The annualised 3-year return is +4.51%. Against its Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $114, against $108 for the category, and to $92 over one year, against $134. Volatility over the past three years was 16.48% a year. In the 12 months to Sep 2023 the fund took in a net $53.1M, and assets reached $19.13M.
GSSFX Growth of $100
What $100 invested in Gotham Short Strategies Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Blend category average over the same months.
| Period | GSSFX | Category average |
|---|---|---|
| 1 year (Oct 2022 – Sep 2023) | $92 | $134 |
| 3 years (Oct 2020 – Sep 2023) | $114 | $108 |
| Since data start (Jul 2019 – Sep 2023) | $98 | $98 |
GSSFX Trailing Returns
Total returns to Sep 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −7.98% |
| 3 years (annualised) | +4.51% |
GSSFX Annual Returns
Calendar-year total returns of Gotham Short Strategies Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Sep) | −4.15% |
| 2022 | +39.68% |
| 2021 | +6.48% |
| 2020 | −26.29% |
| 2019 (Jul–Dec) | −7.00% |
GSSFX 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 | −7.0% | −0.1% | −1.5% | −1.9% | +2.8% | −1.6% | −2.5% | +3.9% | +4.3% | — | — | — |
| 2022 | +10.2% | +1.0% | +3.0% | +8.3% | +4.3% | +3.4% | −1.6% | +2.8% | +7.4% | −3.8% | −0.4% | +0.1% |
| 2021 | −1.5% | +0.7% | +1.7% | +2.2% | +0.5% | −5.9% | +0.7% | −0.5% | +1.7% | −3.0% | +9.1% | +1.4% |
| 2020 | −2.5% | +2.0% | +14.0% | −8.3% | −5.1% | −2.9% | −0.7% | −5.1% | +1.9% | −4.0% | −15.6% | −1.1% |
| 2019 | — | — | — | — | — | — | −0.9% | −0.9% | +2.9% | −0.9% | −4.0% | −3.2% |
GSSFX Risk
Risk measures from monthly returns over Oct 2020 – Sep 2023.
- 3-year volatility (annualised): 16.48%
- 3-year Sharpe ratio: 0.00 (vs 4.5% risk-free rate)
- Best month: +10.16% (Jan 2022)
- Worst month: −15.59% (Nov 2020)
GSSFX Fund Flows
Monthly money in and out of Gotham Short Strategies Fund, from SEC Form N-PORT.
- 12-month net flow: $53.1M
- 12-month gross sales (incl. reinvestments): $27.7M
- Sales ÷ redemptions: -1.09×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2023 | $31K | −$2.2M | $2.2M |
| Aug 2023 | $1.8M | −$179K | $2.0M |
| Jul 2023 | $254K | −$132K | $386K |
| Jun 2023 | $480K | −$5.0M | $5.5M |
| May 2023 | $136K | −$543K | $678K |
| Apr 2023 | $710K | −$178K | $888K |
| Mar 2023 | $4.7M | −$1.0M | $5.7M |
| Feb 2023 | $339K | −$9.1M | $9.4M |
| Jan 2023 | $11.6M | −$984K | $12.6M |
| Dec 2022 | $1.6M | −$901K | $2.5M |
| Nov 2022 | $651K | −$566K | $1.2M |
| Oct 2022 | $5.4M | −$4.6M | $10.0M |
GSSFX Assets Under Management
Net assets of Gotham Short Strategies Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-09-29 | $19.13M |
| 2023-06-30 | $18.42M |
| 2023-03-31 | $22.98M |
| 2022-12-30 | $19.52M |
| 2022-09-30 | $18.74M |
| 2022-06-30 | $11.97M |
| 2022-03-31 | $4.28M |
| 2021-12-31 | $2.47M |
| 2021-09-30 | $1.52M |
| 2021-06-30 | $1.47M |
| 2021-03-31 | $2.94M |
| 2020-12-31 | $3.03M |
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.