Monthly Return of Alpha Low Volatility:

JanFebMarAprMay
JunJulAugSeptOctNovDecTotal
Alpha Low Volatility 2023-6.92%1.14%-1.55%-2.21%-1.79%1.05%1.59%-8.27%-16.18%
Bloomberg Barclay's U.S. Aggregate Bond Index3.08%-2.59%2.54%0.61%-1.09%-0.36%-0.07%-0.64%1.37%
Alpha Low Volatility 2022-10.04%1.13%0.5%0.68%3.67%-9.47%1.12%4.23%8.39%-1.57%1.77%-0.44%-1.57%
Bloomberg Barclay's U.S. Aggregate Bond Index-2.15%-1.12%-2.78%-3.79%.64%-1.57%2.44%-2.83%-4.32%-1.30%3.68%-0.45%-13.01%
Alpha Low Volatility 20210.34%1.43%1.91%2.40%3.30%-5.56 2.475.1211.60%
Bloomberg Barclay's U.S. Aggregate Bond Index0.3350.70%1.12%-0.19%-0.87%-0.030.30-0.261.09%

Performance

Time HorizonManager (net of fees)S&P 500 ETF
Last 30 Days-1.5%-0.25%
Last 90 Days2.58%3.2%
Last 365 Days17.4%13.45%
Since Inception (Annualized)19.3%20.3%
2018 (YTD)7.2%7.5%
201719.4%21.7%

Risk Metrics (Last 365 Days)

MetricManager (net of fees)60/40 Benchmark
Volatility11.9%12.6%
Sharpe Ratio1.791.05
Sortino Ratio.641.32
Maximum Drawdown-6.27%-10.1%
Value-at-risk (95%, 1 week)-2.7%-2.9%

Aug 2023

July 2023

June 2023

April 2023