SMCP Performance — AlphaMark Actively Managed Small Cap ETF
Data updated: 2024-11-27
SMCP returned +33.00% over one year to Sep 2024. The annualised 3-year return is +3.46%. The fund beat its US Small Growth category average: $100 invested three years ago grew to $111, against $98 for the category, and to $133 over one year, against $124. Volatility over the past three years was 20.51% a year. In the 12 months to Sep 2024 the fund took in a net $1.4M, and assets reached $34.68M.
SMCP Growth of $100
What $100 invested in AlphaMark Actively Managed Small Cap ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Growth category average over the same months.
| Period | SMCP | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $133 | $124 |
| 3 years (Oct 2021 – Sep 2024) | $111 | $98 |
| Since data start (Jan 2020 – Sep 2024) | $135 | $145 |
SMCP Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +33.00% |
| 3 years (annualised) | +3.46% |
SMCP Annual Returns
Calendar-year total returns of AlphaMark Actively Managed Small Cap ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +13.46% |
| 2023 | +23.08% |
| 2022 | −22.04% |
| 2021 | +17.92% |
| 2020 | +5.08% |
SMCP 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −0.4% | +3.7% | +4.8% | −6.2% | +5.1% | −0.3% | +6.9% | −1.8% | +1.6% | — | — | — |
| 2023 | +9.1% | −2.3% | −3.5% | −1.0% | −1.1% | +6.9% | +5.7% | −3.4% | −4.5% | −5.3% | +9.6% | +13.0% |
| 2022 | −7.9% | +0.1% | +1.3% | −8.9% | +0.1% | −9.7% | +8.6% | −1.9% | −10.5% | +8.9% | +3.4% | −5.4% |
| 2021 | +3.5% | +6.9% | +2.9% | +2.2% | +2.0% | +0.9% | −2.6% | +2.2% | −2.8% | +3.3% | −4.0% | +2.6% |
| 2020 | −4.5% | −7.8% | −20.3% | +9.4% | +3.6% | +2.6% | +2.2% | +4.2% | −2.8% | +1.6% | +13.6% | +7.7% |
SMCP Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 20.51%
- 3-year Sharpe ratio: -0.05 (vs 4.5% risk-free rate)
- Best month: +12.98% (Dec 2023)
- Worst month: −10.52% (Sep 2022)
SMCP Fund Flows
Monthly money in and out of AlphaMark Actively Managed Small Cap ETF, from SEC Form N-PORT.
- 12-month net flow: $1.4M
- 12-month gross sales (incl. reinvestments): $21.1M
- Sales ÷ redemptions: 1.07×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $0 | $0 | $0 |
| Aug 2024 | $10.8M | $10.8M | $69K |
| Jul 2024 | $0 | $0 | $0 |
| Jun 2024 | $0 | $0 | $0 |
| May 2024 | $8.8M | $9.0M | −$160K |
| Apr 2024 | $0 | $0 | $0 |
| Mar 2024 | $0 | $0 | $0 |
| Feb 2024 | $1.5M | $0 | $1.5M |
| Jan 2024 | $0 | $0 | $0 |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $0 | $0 | $0 |
| Oct 2023 | $0 | $0 | $0 |
SMCP Assets Under Management
Net assets of AlphaMark Actively Managed Small Cap ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $34.68M |
| 2024-06-30 | $32.53M |
| 2024-03-31 | $33.09M |
| 2023-12-31 | $29.12M |
| 2023-09-30 | $25.04M |
| 2023-06-30 | $24.41M |
| 2023-03-31 | $23.31M |
| 2022-12-31 | $22.65M |
| 2022-09-30 | $19.16M |
| 2022-06-30 | $20.11M |
| 2022-03-31 | $24.41M |
| 2021-12-31 | $26.15M |
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.