JTHIX Performance — James Alpha Total Hedge Portfolio, Class I
Data updated: 2021-04-28
JTHIX returned +18.90% over one year to Feb 2021. Over one year the fund beat its Money Market category average: $100 grew to $119, against $113 for the category. Volatility over the past 12 months was 16.05% a year. In the 12 months to Feb 2021 the fund took in a net $4.3M, and assets reached $11.63M.
JTHIX Growth of $100
What $100 invested in James Alpha Total Hedge Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | JTHIX | Category average |
|---|---|---|
| 1 year (Mar 2020 – Feb 2021) | $119 | $113 |
JTHIX Trailing Returns
Total returns to Feb 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +18.90% |
JTHIX Annual Returns
Calendar-year total returns of James Alpha Total Hedge Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Feb) | +2.76% |
| 2020 (Mar–Dec) | +15.71% |
JTHIX 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 | +1.1% | +1.7% | — | — | — | — | — | — | — | — | — | — |
| 2020 | — | — | −11.1% | +6.3% | +3.3% | +2.7% | +3.2% | +2.2% | −1.4% | +0.1% | +7.1% | +3.5% |
JTHIX Risk
Risk measures from monthly returns over Mar 2020 – Feb 2021.
- 1-year volatility (annualised): 16.05%
- Best month: +7.07% (Nov 2020)
- Worst month: −11.12% (Mar 2020)
JTHIX Fund Flows
Monthly money in and out of James Alpha Total Hedge Portfolio, from SEC Form N-PORT.
- 12-month net flow: $4.3M
- 12-month gross sales (incl. reinvestments): $1.7M
- Sales ÷ redemptions: -0.69×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2021 | $64K | −$28K | $92K |
| Jan 2021 | $317K | −$140K | $457K |
| Dec 2020 | $389K | −$119K | $508K |
| Nov 2020 | $23K | −$51K | $74K |
| Oct 2020 | $119K | −$447K | $566K |
| Sep 2020 | $219K | −$353K | $572K |
| Aug 2020 | $53K | −$446K | $500K |
| Jul 2020 | $19K | −$131K | $149K |
| Jun 2020 | $17K | −$123K | $139K |
| May 2020 | $34K | −$179K | $213K |
| Apr 2020 | $143K | −$340K | $483K |
| Mar 2020 | $339K | −$170K | $509K |
JTHIX Assets Under Management
Net assets of James Alpha Total Hedge Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-02-28 | $11.63M |
| 2020-11-30 | $10.64M |
| 2020-08-31 | $10.55M |
| 2020-05-31 | $10.31M |
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.