PTAAX Performance — Princeton Long/Short Treasury Fund
Data updated: 2023-11-28
PTAAX returned −1.87% over one year to Sep 2023. Over one year the fund trailed its Money Market category average: $100 grew to $98, against $107 for the category. Volatility over the past 12 months was 5.63% a year. In the 12 months to Sep 2023 the fund took in a net $25.1M, and assets reached $669K.
PTAAX Growth of $100
What $100 invested in Princeton Long/Short Treasury Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | PTAAX | Category average |
|---|---|---|
| 1 year (Oct 2022 – Sep 2023) | $98 | $107 |
| 3 years (Oct 2020 – Sep 2023) | $79 | $105 |
| Since data start (Jul 2019 – Sep 2023) | $78 | $107 |
PTAAX Trailing Returns
Total returns to Sep 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −1.87% |
3- and 5-year figures withheld: not verified.
PTAAX Annual Returns
Calendar-year total returns of Princeton Long/Short Treasury Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Sep) | +2.05% |
| 2022 | −14.73% |
| 2021 | −4.96% |
| 2020 | −0.61% |
| 2019 (Jul–Dec) | −5.69% |
PTAAX 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 | −0.5% | +0.3% | +0.1% | +2.1% | +3.6% | −0.8% | −1.9% | −0.8% | −0.1% | — | — | — |
| 2022 | −0.4% | +0.1% | −2.8% | −2.8% | 0.0% | −1.7% | +0.5% | −3.2% | −1.5% | −1.9% | −0.4% | −1.6% |
| 2021 | +1.4% | −2.6% | −5.0% | +0.6% | +1.0% | −0.3% | +0.4% | −1.6% | −0.1% | +3.6% | +0.5% | −2.6% |
| 2020 | +4.4% | +4.2% | −3.8% | +0.9% | +2.7% | −2.2% | +2.1% | −5.1% | +0.9% | −2.2% | +0.5% | −2.6% |
| 2019 | — | — | — | — | — | — | −1.9% | −1.2% | +0.9% | −2.4% | −0.4% | −0.8% |
PTAAX Risk
Risk measures from monthly returns over Oct 2022 – Sep 2023.
- 1-year volatility (annualised): 5.63%
- Best month: +3.65% (May 2023)
- Worst month: −1.92% (Oct 2022)
PTAAX Fund Flows
Monthly money in and out of Princeton Long/Short Treasury Fund, from SEC Form N-PORT.
- 12-month net flow: $25.1M
- 12-month gross sales (incl. reinvestments): $2.9M
- Sales ÷ redemptions: -0.13×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2023 | $285K | −$12.4M | $12.7M |
| Aug 2023 | $73K | −$721K | $794K |
| Jul 2023 | $204K | −$280K | $484K |
| Jun 2023 | $319K | −$363K | $681K |
| May 2023 | $170K | −$605K | $775K |
| Apr 2023 | $126K | −$594K | $720K |
| Mar 2023 | $795K | −$1.9M | $2.7M |
| Feb 2023 | $211K | −$620K | $831K |
| Jan 2023 | $161K | −$874K | $1.0M |
| Dec 2022 | $39K | −$1.2M | $1.3M |
| Nov 2022 | $152K | −$1.1M | $1.2M |
| Oct 2022 | $384K | −$1.5M | $1.9M |
PTAAX Assets Under Management
Net assets of Princeton Long/Short Treasury Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-09-30 | $669.13K |
| 2023-06-30 | $14.14M |
| 2023-03-31 | $14.37M |
| 2022-12-31 | $16.65M |
| 2022-09-30 | $20.65M |
| 2022-06-30 | $29.24M |
| 2022-03-31 | $13.23M |
| 2021-12-31 | $13.16M |
| 2021-09-30 | $13.67M |
| 2021-06-30 | $14.17M |
| 2021-03-31 | $12.21M |
| 2020-12-31 | $14.05M |
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.