MOM Performance — AGFiQ U.S. Market Neutral Momentum Fund
Data updated: 2021-02-23
MOM returned +8.72% over one year to Dec 2020. Over one year the fund beat its Money Market category average: $100 grew to $109, against $106 for the category. Volatility over the past 12 months was 22.98% a year. In the 12 months to Dec 2020 the fund took in a net $3.1M, and assets reached $5.04M.
MOM Growth of $100
What $100 invested in AGFiQ U.S. Market Neutral Momentum Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | MOM | Category average |
|---|---|---|
| 1 year (Jan 2020 – Dec 2020) | $109 | $106 |
MOM Trailing Returns
Total returns to Dec 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +8.72% |
MOM Annual Returns
Calendar-year total returns of AGFiQ U.S. Market Neutral Momentum Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 | +8.72% |
MOM 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | +9.3% | +2.3% | +10.0% | −1.0% | +4.6% | −1.6% | +7.5% | −2.8% | +2.8% | −2.8% | −13.5% | −4.0% |
MOM Risk
Risk measures from monthly returns over Jan 2020 – Dec 2020.
- 1-year volatility (annualised): 22.98%
- Best month: +10.00% (Mar 2020)
- Worst month: −13.48% (Nov 2020)
MOM Fund Flows
Monthly money in and out of AGFiQ U.S. Market Neutral Momentum Fund, from SEC Form N-PORT.
- 12-month net flow: $3.1M
- 12-month gross sales (incl. reinvestments): $7.2M
- Sales ÷ redemptions: 1.78×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2020 | $0 | $0 | $0 |
| Nov 2020 | $0 | $0 | $0 |
| Oct 2020 | $0 | $0 | $0 |
| Sep 2020 | $0 | $0 | $0 |
| Aug 2020 | $0 | $0 | $0 |
| Jul 2020 | $0 | $0 | $0 |
| Jun 2020 | $0 | $0 | $0 |
| May 2020 | $1.5M | $0 | $1.5M |
| Apr 2020 | $1.4M | $0 | $1.4M |
| Mar 2020 | $4.2M | $2.8M | $1.4M |
| Feb 2020 | $0 | $0 | $0 |
| Jan 2020 | $714 | $1.2M | −$1.2M |
MOM Assets Under Management
Net assets of AGFiQ U.S. Market Neutral Momentum Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-12-31 | $5.04M |
| 2020-09-30 | $6.24M |
| 2020-06-30 | $5.81M |
| 2020-03-31 | $2.85M |
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.