SHELX Performance — CLS Shelter Fund, Class T
Data updated: 2021-12-29
SHELX returned +21.23% over one year to Oct 2021. Over one year the fund beat its Money Market category average: $100 grew to $121, against $118 for the category. Volatility over the past 12 months was 8.41% a year. In the 12 months to Oct 2021 the fund took in a net $135.4M, and assets reached $129.64M.
SHELX Growth of $100
What $100 invested in CLS Shelter Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | SHELX | Category average |
|---|---|---|
| 1 year (Nov 2020 – Oct 2021) | $121 | $118 |
| Since data start (Aug 2019 – Oct 2021) | $111 | $119 |
SHELX Trailing Returns
Total returns to Oct 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +21.23% |
| 3 years (annualised) | +4.85% |
SHELX Annual Returns
Calendar-year total returns of CLS Shelter Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Oct) | +13.01% |
| 2020 | −8.87% |
| 2019 (Aug–Dec) | +8.04% |
SHELX 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 | −0.9% | +1.2% | +3.6% | +3.2% | +1.7% | +0.8% | +0.3% | +2.3% | −4.2% | +4.4% | — | — |
| 2020 | −3.1% | −8.0% | −8.1% | +3.3% | +1.5% | −1.7% | +2.2% | +1.7% | −1.4% | −1.9% | +4.0% | +3.2% |
| 2019 | — | — | — | — | — | — | — | −1.3% | +2.1% | +1.5% | +2.1% | +3.4% |
SHELX Risk
Risk measures from monthly returns over Nov 2020 – Oct 2021.
- 1-year volatility (annualised): 8.41%
- Best month: +4.42% (Oct 2021)
- Worst month: −4.15% (Sep 2021)
SHELX Fund Flows
Monthly money in and out of CLS Shelter Fund, from SEC Form N-PORT.
- 12-month net flow: $135.4M
- 12-month gross sales (incl. reinvestments): $24.2M
- Sales ÷ redemptions: -0.22×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2021 | $1.4M | −$27.9M | $29.3M |
| Sep 2021 | $1.3M | −$3.4M | $4.7M |
| Aug 2021 | $1.6M | −$2.8M | $4.4M |
| Jul 2021 | $1.5M | −$8.5M | $10.0M |
| Jun 2021 | $1.7M | −$8.3M | $10.0M |
| May 2021 | $1.4M | −$6.7M | $8.1M |
| Apr 2021 | $1.8M | −$6.4M | $8.2M |
| Mar 2021 | $2.6M | −$8.3M | $10.9M |
| Feb 2021 | $1.4M | −$6.5M | $7.9M |
| Jan 2021 | $2.0M | −$10.2M | $12.2M |
| Dec 2020 | $5.1M | −$13.4M | $18.5M |
| Nov 2020 | $2.3M | −$9.0M | $11.2M |
SHELX Assets Under Management
Net assets of CLS Shelter Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-10-31 | $129.64M |
| 2021-07-31 | $155.93M |
| 2021-04-30 | $170.08M |
| 2021-01-31 | $172.09M |
| 2020-10-31 | $186.64M |
| 2020-07-31 | $195.17M |
| 2020-04-30 | $192.75M |
| 2020-01-31 | $223.99M |
| 2019-10-31 | $220.44M |
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.