JAEIX Performance — James Alpha Event Driven Portfolio, Class I
Data updated: 2021-04-28
JAEIX returned +8.39% over one year to Feb 2021. Over one year the fund trailed its Money Market category average: $100 grew to $108, against $113 for the category. Volatility over the past 12 months was 20.78% a year. In the 12 months to Feb 2021 the fund took in a net $6.2M, and assets reached $4.31M.
JAEIX Growth of $100
What $100 invested in James Alpha Event Driven Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | JAEIX | Category average |
|---|---|---|
| 1 year (Mar 2020 – Feb 2021) | $108 | $113 |
JAEIX Trailing Returns
Total returns to Feb 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +8.39% |
JAEIX Annual Returns
Calendar-year total returns of James Alpha Event Driven Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Feb) | +2.07% |
| 2020 (Mar–Dec) | +6.19% |
JAEIX 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 | +0.7% | +1.4% | — | — | — | — | — | — | — | — | — | — |
| 2020 | — | — | −16.5% | +5.1% | +2.5% | +1.5% | +3.3% | +2.9% | −1.5% | +0.4% | +8.2% | +2.2% |
JAEIX Risk
Risk measures from monthly returns over Mar 2020 – Feb 2021.
- 1-year volatility (annualised): 20.78%
- Best month: +8.18% (Nov 2020)
- Worst month: −16.54% (Mar 2020)
JAEIX Fund Flows
Monthly money in and out of James Alpha Event Driven Portfolio, from SEC Form N-PORT.
- 12-month net flow: $6.2M
- 12-month gross sales (incl. reinvestments): $1.7M
- Sales ÷ redemptions: -0.38×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2021 | $7K | −$150K | $157K |
| Jan 2021 | $177K | −$573K | $749K |
| Dec 2020 | $4K | −$154K | $157K |
| Nov 2020 | $1K | −$140K | $142K |
| Oct 2020 | $85K | −$733K | $818K |
| Sep 2020 | $49K | −$201K | $250K |
| Aug 2020 | $33K | −$424K | $458K |
| Jul 2020 | $278K | −$264K | $542K |
| Jun 2020 | $5K | −$181K | $187K |
| May 2020 | $274K | −$596K | $869K |
| Apr 2020 | $135K | −$737K | $872K |
| Mar 2020 | $661K | −$312K | $973K |
JAEIX Assets Under Management
Net assets of James Alpha Event Driven Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-02-28 | $4.31M |
| 2020-11-30 | $4.99M |
| 2020-08-31 | $5.59M |
| 2020-05-31 | $5.70M |
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.