PROTX Performance — Probabilities Fund, Class I
Data updated: 2023-05-26
PROTX returned −11.67% over one year to Mar 2023. The annualised 3-year return is +2.09%. The fund trailed its Money Market category average: $100 invested three years ago grew to $106, against $119 for the category, and to $88 over one year, against $94. Volatility over the past three years was 19.55% a year. In the 12 months to Mar 2023 the fund took in a net $29.7M, and assets reached $15.90M.
PROTX Growth of $100
What $100 invested in Probabilities Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | PROTX | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $88 | $94 |
| 3 years (Apr 2020 – Mar 2023) | $106 | $119 |
| Since data start (Jan 2020 – Mar 2023) | $78 | $103 |
PROTX Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −11.67% |
| 3 years (annualised) | +2.09% |
PROTX Annual Returns
Calendar-year total returns of Probabilities Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | +9.13% |
| 2022 | −23.90% |
| 2021 | +2.31% |
| 2020 | −8.32% |
PROTX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +2.1% | +1.7% | +5.1% | — | — | — | — | — | — | — | — | — |
| 2022 | −6.2% | −4.4% | +4.8% | −10.1% | +2.5% | −8.8% | +0.6% | +2.0% | −3.7% | +5.1% | +3.8% | −10.5% |
| 2021 | −3.7% | +1.7% | +3.7% | +5.6% | −4.5% | −1.1% | +0.6% | −3.2% | −5.2% | +7.9% | −1.5% | +3.0% |
| 2020 | +0.7% | −7.0% | −21.8% | +11.6% | −1.5% | −2.6% | +4.6% | −0.1% | +0.9% | −8.0% | +14.0% | +5.7% |
PROTX Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 19.55%
- 3-year Sharpe ratio: -0.12 (vs 4.5% risk-free rate)
- Best month: +13.98% (Nov 2020)
- Worst month: −10.54% (Dec 2022)
PROTX Fund Flows
Monthly money in and out of Probabilities Fund, from SEC Form N-PORT.
- 12-month net flow: $29.7M
- 12-month gross sales (incl. reinvestments): $10.4M
- Sales ÷ redemptions: -0.54×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $338K | −$1.6M | $2.0M |
| Feb 2023 | $2.3M | −$3.6M | $5.8M |
| Jan 2023 | $524K | −$2.3M | $2.8M |
| Dec 2022 | $193K | −$566K | $759K |
| Nov 2022 | $2.7M | −$4.1M | $6.8M |
| Oct 2022 | $2.2M | −$2.1M | $4.4M |
| Sep 2022 | $246K | −$1.2M | $1.5M |
| Aug 2022 | $371K | −$892K | $1.3M |
| Jul 2022 | $292K | −$761K | $1.1M |
| Jun 2022 | $330K | −$594K | $924K |
| May 2022 | $522K | −$561K | $1.1M |
| Apr 2022 | $352K | −$967K | $1.3M |
PROTX Assets Under Management
Net assets of Probabilities Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $15.90M |
| 2022-12-31 | $18.87M |
| 2022-09-30 | $20.97M |
| 2022-06-30 | $23.18M |
| 2022-03-31 | $28.58M |
| 2021-12-31 | $33.25M |
| 2021-09-30 | $32.58M |
| 2021-06-30 | $37.14M |
| 2021-03-31 | $38.15M |
| 2020-12-31 | $40.37M |
| 2020-09-30 | $37.30M |
| 2020-06-30 | $43.02M |
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.