GTRNX Performance — Gotham Total Return Fund, Investor Class
Data updated: 2026-08-21
GTRNX returned −10.09% over one year to Dec 2022. The annualised 3-year return is +0.46%. Against its US Multi-Cap Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $101, against $107 for the category, and to $90 over one year, against $86. Volatility over the past three years was 16.46% a year. In the 12 months to Jun 2026 the fund took in a net $1.4M, and assets reached $17.42M.
GTRNX Growth of $100
What $100 invested in Gotham Total Return 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 | GTRNX | Category average |
|---|---|---|
| 1 year (Jan 2022 – Dec 2022) | $90 | $86 |
| 3 years (Jan 2020 – Dec 2022) | $101 | $107 |
| Since data start (Jul 2019 – Dec 2022) | $108 | $113 |
GTRNX Trailing Returns
Total returns to Dec 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −10.09% |
| 3 years (annualised) | +0.46% |
GTRNX Annual Returns
Calendar-year total returns of Gotham Total Return Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 | −10.09% |
| 2021 | +27.57% |
| 2020 | −11.60% |
| 2019 (Jul–Dec) | +6.35% |
GTRNX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −3.4% | −2.8% | +3.8% | −5.5% | +1.9% | −7.1% | +5.9% | −3.7% | −7.6% | +8.2% | +6.1% | −4.8% |
| 2021 | −0.6% | +0.4% | +8.1% | +3.6% | +2.5% | −0.1% | +1.9% | +2.3% | −4.4% | +4.5% | +0.4% | +6.7% |
| 2020 | −3.5% | −8.8% | −8.1% | +5.3% | +1.4% | −0.2% | +3.5% | +4.6% | −3.4% | −4.8% | +2.6% | +0.4% |
| 2019 | — | — | — | — | — | — | +1.6% | −1.0% | +2.2% | +1.4% | +2.0% | 0.0% |
GTRNX Risk
Risk measures from monthly returns over Jan 2020 – Dec 2022.
- 3-year volatility (annualised): 16.46%
- 3-year Sharpe ratio: -0.25 (vs 4.5% risk-free rate)
- Best month: +8.23% (Oct 2022)
- Worst month: −8.81% (Feb 2020)
GTRNX Fund Flows
Monthly money in and out of Gotham Total Return Fund, from SEC Form N-PORT.
- 12-month net flow: $1.4M
- 12-month gross sales (incl. reinvestments): $1.6M
- Sales ÷ redemptions: 8.74×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $5K | −$5K |
| May 2026 | $0 | $51K | −$51K |
| Apr 2026 | $0 | $8K | −$8K |
| Mar 2026 | $0 | $75K | −$75K |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $150K | $0 | $150K |
| Dec 2025 | $1.4M | $23K | $1.4M |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $12K | −$12K |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $5K | −$5K |
GTRNX Assets Under Management
Net assets of Gotham Total Return Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $17.42M |
| 2026-03-31 | $16.35M |
| 2025-12-31 | $16.36M |
| 2025-09-30 | $15.85M |
| 2025-06-30 | $15.15M |
| 2025-03-31 | $14.76M |
| 2024-12-31 | $15.15M |
| 2024-09-30 | $15.22M |
| 2024-06-28 | $14.02M |
| 2024-03-28 | $14.39M |
| 2023-12-29 | $21.39M |
| 2023-09-29 | $19.69M |
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.