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
| ISIN | US66538B5527 |
|---|---|
| CUSIP | 66538B552 |
| Issuer | Astor |
| Inception Date | Jun 21, 2015 |
| Category | Macro Trading |
| Min. Investment | $5,000 |
| Asset Class | Multi-Asset |
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
Astor Macro Alternative Fund had a return of -2.34% year-to-date (YTD) and 2.48% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -2.34% | 10.00% |
| 1 month | 0.11% | 2.41% |
| 6 months | 0.88% | 16.70% |
| 1 year | 2.48% | 26.85% |
| 5 years (annualized) | 3.07% | 12.81% |
| 10 years (annualized) | N/A | 10.84% |
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% | 0.20% | -2.34% | ||||||||
| 2023 | -2.76% | 0.57% | -0.85% | 0.25% | -2.47% | -0.10% | 0.17% | 1.96% | 2.79% | -0.21% | -0.38% | 2.31% | 1.13% |
| 2022 | -1.08% | -1.19% | -0.09% | -2.40% | 1.14% | -2.15% | 1.43% | -0.19% | 3.02% | -0.58% | -3.05% | 3.52% | -1.84% |
| 2021 | -2.30% | 1.01% | -0.66% | 2.51% | 1.23% | -0.57% | 0.41% | 0.16% | -2.02% | 0.91% | -2.04% | -0.88% | -2.34% |
| 2020 | 2.75% | -3.93% | 0.00% | 4.28% | -0.18% | 0.45% | 3.91% | 1.45% | -2.87% | -3.39% | 7.37% | 3.97% | 13.98% |
| 2019 | 5.27% | 1.32% | 3.73% | 2.70% | -2.54% | 4.13% | 2.57% | 3.11% | -1.30% | -1.50% | 1.60% | 0.75% | 21.35% |
| 2018 | 4.15% | -3.17% | -1.22% | -0.38% | 2.94% | 0.83% | 1.28% | 3.34% | -0.52% | -4.68% | 2.03% | -5.71% | -1.65% |
| 2017 | -0.39% | 1.17% | -1.06% | 0.65% | -0.10% | 0.19% | 0.73% | 0.19% | 0.87% | 2.17% | 1.69% | 0.76% | 7.05% |
| 2016 | 0.01% | 2.83% | 2.06% | 0.02% | 1.73% | -0.57% | 0.92% | -0.28% | -1.42% | -1.08% | 1.17% | 0.81% | 6.29% |
| 2015 | 0.00% | 0.00% | -0.80% | 0.60% | -4.02% | -0.42% | 3.28% | 1.32% | -0.60% | -0.78% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GBLMX is 9, indicating that it is in the bottom 9% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
GBLMX (Astor Macro Alternative Fund)
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 granted a 17.55% dividend yield in the last twelve months. The annual payout for that period amounted to $1.60 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.60 | $0.33 | $0.02 | $0.81 | $0.23 | $1.30 | $0.37 | $0.37 | $0.26 | $0.02 |
Dividend yield | 17.55% | 3.12% | 0.15% | 7.33% | 1.89% | 11.97% | 3.71% | 3.51% | 2.55% | 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 | $1.31 | $0.00 | $1.31 | |||||||
| 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 | $0.81 | $0.81 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $1.29 | $1.30 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.37 | $0.37 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 | $0.32 | $0.37 |
| 2016 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.22 | $0.26 |
| 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.
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 13.26%, occurring on Jun 21, 2023. Recovery took 212 trading sessions.
The current Astor Macro Alternative Fund drawdown is 12.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.26% | Jun 9, 2021 | 512 | Jun 21, 2023 | 212 | Apr 24, 2024 | 724 |
| -12.61% | Apr 25, 2024 | 1 | Apr 25, 2024 | — | — | — |
| -11.87% | Sep 4, 2018 | 78 | Dec 24, 2018 | 59 | Mar 21, 2019 | 137 |
| -10.96% | Feb 20, 2020 | 21 | Mar 19, 2020 | 86 | Jul 22, 2020 | 107 |
| -9.19% | Jan 29, 2018 | 9 | Feb 8, 2018 | 106 | Jul 12, 2018 | 115 |
Volatility
Volatility Chart
The current Astor Macro Alternative Fund volatility is 19.55%, 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.