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ISIN
US3608731374
CUSIP
360873137
Issuer
Gotham
Inception Date
Aug 30, 2012
Category
Long-Short
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

GARIX Performance Chart

Gotham Absolute Return Fund (GARIX) is up 10.4% since the beginning of the year. GARIX is currently trading at $24 per share. Investors who bought $1,000 worth of GARIX shares 5 years ago would now be looking at an investment worth $1,984.


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S&P 500 Index

Returns By Period

Gotham Absolute Return Fund (GARIX) has returned 10.39% so far this year and 19.78% over the past 12 months. Over the last ten years, GARIX has returned 9.86% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Gotham Absolute Return Fund

1D
0.30%
1M
1.28%
YTD
10.39%
6M
10.23%
1Y
19.78%
3Y*
18.53%
5Y*
14.68%
10Y*
9.86%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GARIX Monthly Returns History

Based on dividend-adjusted daily data since Sep 4, 2012, GARIX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Jul 2022 with a return of +6.5%, while the worst month was Mar 2020 at -7.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, GARIX closed higher 52% of trading days. The best single day was Dec 18, 2024 with a return of +17.9%, while the worst single day was Dec 19, 2024 at -16.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.72%0.92%-2.31%5.11%5.17%-0.42%10.39%
20253.03%-1.18%-2.83%0.82%5.57%4.22%-0.92%0.14%3.94%1.74%0.79%0.11%16.18%
20244.37%5.22%3.13%-1.72%0.69%2.06%1.71%3.27%2.86%-1.21%1.64%-2.93%20.46%
20232.28%-1.73%3.23%-0.27%1.93%4.54%2.38%-0.61%-1.42%-0.72%5.09%2.00%17.70%
2022-2.17%-2.44%2.55%-3.60%1.26%-5.78%6.50%-2.88%-4.77%5.62%5.44%-3.84%-5.04%
2021-0.62%3.32%5.56%3.11%2.03%0.06%1.45%2.20%-2.79%3.47%1.85%4.71%26.87%

Benchmark Metrics

Gotham Absolute Return Fund has an annualized alpha of 1.98%, beta of 0.58, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since September 04, 2012.

  • This fund participated in 64.99% of S&P 500 Index downside but only 62.39% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.58 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.98%
Beta
0.58
0.59
Upside Capture
62.39%
Downside Capture
64.99%

Expense Ratio

GARIX has a high expense ratio of 1.50%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

GARIX ranks 82 for risk / return — in the top 82% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


GARIX Risk / Return Rank: 8282
Overall Rank
GARIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GARIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
GARIX Omega Ratio Rank: 6969
Omega Ratio Rank
GARIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GARIX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Gotham Absolute Return Fund (GARIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GARIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

5.22

2.78

+2.44

Martin ratioReturn relative to average drawdown

20.53

12.44

+8.09

Dividends

Dividend History

Gotham Absolute Return Fund provided a 6.50% dividend yield over the last twelve months, with an annual payout of $1.54 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.54$1.54$3.71$1.14$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17

Dividend yield

6.50%7.18%18.74%5.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.36%

Monthly Dividends

The table displays the monthly dividend distributions for Gotham Absolute Return Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.54$1.54
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.71$3.71
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.14$1.14
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Gotham Absolute Return Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Gotham Absolute Return Fund was 26.49%, occurring on Mar 23, 2020. Recovery took 255 trading sessions.

The current Gotham Absolute Return Fund drawdown is 1.25%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-26.49%Mar 2020
3mo 1d1y 3d
1y 3moDec 2019 - Mar 2021
2025 selloff2025
-23.15%Apr 2025
3mo 20d1y 1d
1y 3moDec 2024 - Apr 2026
2016 correction2016
-17.32%Jan 2016
1y 1mo1y 8mo
2y 10moDec 2014 - Oct 2017
Rate-hike selloffLate 2018
-13.46%Dec 2018
10mo 28d10mo 26d
1y 9moJan 2018 - Nov 2019
Bear market2022
-11.76%Sep 2022
8mo 24d8mo 2d
1y 4moJan 2022 - May 2023

Drawdown Indicators


GARIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.49%

-56.78%

+30.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.85%

-9.10%

+5.25%

Max Drawdown (3Y)

Largest decline over 3 years

-23.15%

-18.90%

-4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.15%

-25.43%

+2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-26.49%

-33.92%

+7.43%

Current Drawdown

Current decline from peak

-1.25%

-1.80%

+0.55%

Average Drawdown

Average peak-to-trough decline

-4.51%

-10.71%

+6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

2.03%

-1.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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