Astor Macro Alternative Fund (GBLMX)
The fund utilizes multiple quantitative strategies implemented over a broad variety of asset classes and countries in seeking to achieve its investment objective and generate high risk-adjusted returns (capital appreciation) with lower volatility than the global equity markets. It invests in ETFs that each invest primarily in either equity securities (common and preferred stocks) or fixed-income securities (such as bonds, notes and debentures).
Fund Info
US66538B5527
66538B552
Jun 21, 2015
$5,000
Expense Ratio
GBLMX has a high expense ratio of 1.75%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Astor Macro Alternative Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
GBLMX
N/A
N/A
N/A
N/A
N/A
N/A
^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of GBLMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.66% | 0.76% | -2.63% | -2.34% | |||||||||
| 2023 | -2.76% | 0.57% | -0.85% | 0.25% | -2.47% | -0.10% | 0.16% | 1.96% | 2.79% | -0.21% | -0.38% | 2.31% | 1.13% |
| 2022 | -1.08% | -1.18% | -0.09% | -2.40% | 1.13% | -2.15% | 1.43% | -0.19% | 3.02% | -0.59% | -3.05% | 3.52% | -1.84% |
| 2021 | -2.30% | 1.01% | -0.66% | 2.51% | 1.22% | -0.56% | 0.41% | 0.16% | -2.02% | 0.91% | -2.04% | -7.66% | -9.02% |
| 2020 | 2.75% | -3.93% | -0.00% | 4.28% | -0.18% | 0.45% | 3.91% | 1.45% | -2.87% | -3.39% | 7.37% | 2.93% | 12.85% |
| 2019 | 5.27% | 1.32% | 3.73% | 2.70% | -2.54% | 4.13% | 2.57% | 3.11% | -1.31% | -1.50% | 1.60% | -4.89% | 14.56% |
| 2018 | 4.15% | -3.17% | -1.21% | -0.38% | 2.94% | 0.83% | 1.28% | 3.34% | -0.52% | -4.68% | 2.03% | -8.16% | -4.21% |
| 2017 | -0.39% | 1.17% | -1.06% | 0.65% | -0.10% | 0.19% | 0.73% | 0.19% | 0.87% | 2.17% | 1.69% | -1.88% | 4.25% |
| 2016 | 0.01% | 2.83% | 2.07% | 0.03% | 1.73% | -0.57% | 0.91% | -0.28% | -1.42% | -1.08% | 1.17% | -0.18% | 5.26% |
| 2015 | 0.00% | 0.00% | -0.80% | 0.60% | -4.02% | -0.42% | 3.29% | 1.32% | -0.60% | -0.78% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GBLMX is 3, meaning it’s performing worse than 97% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Astor Macro Alternative Fund (GBLMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Astor Macro Alternative Fund provided a 114.42% dividend yield over the last twelve months, with an annual payout of $10.40 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $10.40 | $0.33 | $0.02 | $0.00 | $0.11 | $0.66 | $0.11 | $0.09 | $0.16 | $0.02 |
Dividend yield | 114.42% | 3.12% | 0.15% | 0.00% | 0.90% | 6.05% | 1.05% | 0.81% | 1.57% | 0.22% |
Monthly Dividends
The table displays the monthly dividend distributions for Astor Macro Alternative Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $10.40 | $10.40 | ||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.12 | $0.33 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 |
| 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 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.64 | $0.66 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.10 | $0.11 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 | $0.04 | $0.09 |
| 2016 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.12 | $0.16 |
| 2015 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Astor Macro Alternative 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 Astor Macro Alternative Fund was 19.19%, occurring on Jun 21, 2023. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.19% | Jun 9, 2021 | 512 | Jun 21, 2023 | — | — | — |
| -14.16% | Sep 4, 2018 | 78 | Dec 24, 2018 | 81 | Apr 23, 2019 | 159 |
| -11.28% | Sep 4, 2019 | 137 | Mar 19, 2020 | 91 | Jul 29, 2020 | 228 |
| -9.19% | Jan 29, 2018 | 9 | Feb 8, 2018 | 106 | Jul 12, 2018 | 115 |
| -7.56% | Sep 3, 2020 | 41 | Oct 30, 2020 | 21 | Dec 1, 2020 | 62 |
Volatility
Volatility Chart
The current Astor Macro Alternative Fund volatility is 1.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.