JRVAX Performance — James Alpha Relative Value Portfolio, Class A
Data updated: 2021-04-28
JRVAX returned +5.93% over one year to Feb 2021. Over one year the fund trailed its Money Market category average: $100 grew to $106, against $113 for the category. Volatility over the past 12 months was 17.19% a year. In the 12 months to Feb 2021 the fund took in a net $8.8M, and assets reached $7.06M.
JRVAX Growth of $100
What $100 invested in James Alpha Relative Value Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | JRVAX | Category average |
|---|---|---|
| 1 year (Mar 2020 – Feb 2021) | $106 | $113 |
JRVAX Trailing Returns
Total returns to Feb 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +5.93% |
3- and 5-year figures withheld: not verified.
JRVAX Annual Returns
Calendar-year total returns of James Alpha Relative Value Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Feb) | +0.60% |
| 2020 (Mar–Dec) | +5.30% |
JRVAX 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 | +0.5% | +0.1% | — | — | — | — | — | — | — | — | — | — |
| 2020 | — | — | −13.9% | +4.8% | +3.8% | +1.8% | +3.1% | +1.9% | −1.1% | +0.1% | +5.0% | +1.1% |
JRVAX Risk
Risk measures from monthly returns over Mar 2020 – Feb 2021.
- 1-year volatility (annualised): 17.19%
- Best month: +5.02% (Nov 2020)
- Worst month: −13.89% (Mar 2020)
JRVAX Fund Flows
Monthly money in and out of James Alpha Relative Value Portfolio, from SEC Form N-PORT.
- 12-month net flow: $8.8M
- 12-month gross sales (incl. reinvestments): $4.5M
- Sales ÷ redemptions: -1.05×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2021 | $22K | −$199K | $221K |
| Jan 2021 | $562K | −$595K | $1.2M |
| Dec 2020 | $136K | −$201K | $337K |
| Nov 2020 | $22K | −$167K | $189K |
| Oct 2020 | $2.1M | −$516K | $2.6M |
| Sep 2020 | $85K | −$169K | $255K |
| Aug 2020 | $127K | −$512K | $639K |
| Jul 2020 | $113K | −$259K | $372K |
| Jun 2020 | $21K | −$275K | $296K |
| May 2020 | $590K | −$268K | $858K |
| Apr 2020 | $81K | −$858K | $939K |
| Mar 2020 | $655K | −$279K | $934K |
JRVAX Assets Under Management
Net assets of James Alpha Relative Value Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-02-28 | $7.06M |
| 2020-11-30 | $7.33M |
| 2020-08-31 | $5.69M |
| 2020-05-31 | $6.06M |
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.