SNUG Performance — Merlyn.AI Tactical Growth and Income ETF
Data updated: 2023-12-14
SNUG returned −15.74% over one year to Sep 2022. Over one year the fund beat its Europe Thematic Equity category average: $100 grew to $84, against $80 for the category. Volatility over the past 12 months was 11.30% a year. In the 12 months to Sep 2022 the fund took in a net $89.9M, and assets reached $9.04M.
SNUG Growth of $100
What $100 invested in Merlyn.AI Tactical Growth and Income ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Europe Thematic Equity category average over the same months.
| Period | SNUG | Category average |
|---|---|---|
| 1 year (Oct 2021 – Sep 2022) | $84 | $80 |
| Since data start (Jan 2020 – Sep 2022) | $100 | $104 |
SNUG Trailing Returns
Total returns to Sep 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −15.74% |
| 3 years (annualised) | −0.05% |
SNUG Annual Returns
Calendar-year total returns of Merlyn.AI Tactical Growth and Income ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Sep) | −16.72% |
| 2021 | +4.12% |
| 2020 | +15.18% |
SNUG 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −2.9% | +2.5% | −2.5% | −6.3% | +1.0% | −3.3% | +2.8% | −2.3% | −6.7% | — | — | — |
| 2021 | +0.5% | 0.0% | −0.9% | +1.7% | −0.1% | +2.6% | +0.2% | +0.9% | −1.9% | +1.9% | −2.0% | +1.3% |
| 2020 | 0.0% | 0.0% | −8.8% | +9.2% | +4.5% | +3.1% | +3.2% | +0.3% | −1.2% | −4.0% | +6.1% | +3.2% |
SNUG Risk
Risk measures from monthly returns over Oct 2021 – Sep 2022.
- 1-year volatility (annualised): 11.30%
- Best month: +2.84% (Jul 2022)
- Worst month: −6.65% (Sep 2022)
SNUG Fund Flows
Monthly money in and out of Merlyn.AI Tactical Growth and Income ETF, from SEC Form N-PORT.
- 12-month net flow: $89.9M
- 12-month gross sales (incl. reinvestments): $39.8M
- Sales ÷ redemptions: -0.79×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2022 | $0 | −$487K | $487K |
| Aug 2022 | $1.5M | −$2.0M | $3.5M |
| Jul 2022 | $0 | −$8.2M | $8.2M |
| Jun 2022 | $1.0M | −$4.5M | $5.6M |
| May 2022 | $0 | −$3.3M | $3.3M |
| Apr 2022 | $1.8M | −$1.3M | $3.1M |
| Mar 2022 | $13.4M | −$13.4M | $26.7M |
| Feb 2022 | $1.1M | $0 | $1.1M |
| Jan 2022 | $7.5M | −$4.8M | $12.2M |
| Dec 2021 | $6.4M | −$5.9M | $12.3M |
| Nov 2021 | $6.2M | −$6.2M | $12.5M |
| Oct 2021 | $835K | $0 | $835K |
SNUG Assets Under Management
Net assets of Merlyn.AI Tactical Growth and Income ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-09-30 | $9.04M |
| 2022-06-30 | $18.79M |
| 2022-03-31 | $27.28M |
| 2021-12-31 | $24.22M |
| 2021-09-30 | $22.73M |
| 2021-06-30 | $25.07M |
| 2021-03-31 | $23.38M |
| 2020-12-31 | $25.23M |
| 2020-09-30 | $18.42M |
| 2020-06-30 | $5.15M |
| 2020-03-31 | $3.31M |
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.