- ISIN
- US3608755878
- CUSIP
- 360875587
- Issuer
- Gotham
- Inception Date
- Mar 30, 2015
- 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
GTRFX Performance Chart
Gotham Total Return Fund (GTRFX) is up 7.4% since the beginning of the year. GTRFX is currently trading at $14 per share. Investors who bought $1,000 worth of GTRFX shares 5 years ago would now be looking at an investment worth $1,663.
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Returns By Period
Gotham Total Return Fund (GTRFX) has returned 7.43% so far this year and 19.62% over the past 12 months. Over the last ten years, GTRFX has returned 9.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
Gotham Total Return Fund
- 1D
- -0.42%
- 1M
- 2.87%
- YTD
- 7.43%
- 6M
- 8.61%
- 1Y
- 19.62%
- 3Y*
- 17.15%
- 5Y*
- 10.71%
- 10Y*
- 9.21%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
GTRFX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, GTRFX'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, 60% of months were positive and 40% were negative. The best month was Oct 2022 with a return of +8.2%, while the worst month was Feb 2020 at -8.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GTRFX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Mar 12, 2020 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.40% | 1.61% | -4.40% | 5.88% | 2.14% | -0.14% | 7.43% | ||||||
| 2025 | 3.71% | -0.38% | -3.06% | -2.05% | 4.75% | 3.53% | -0.15% | 2.90% | 1.95% | 0.00% | 2.20% | 1.24% | 15.31% |
| 2024 | 1.80% | 3.38% | 4.75% | -2.82% | 1.38% | -0.23% | 4.54% | 2.24% | 1.56% | -1.67% | 5.10% | -4.78% | 15.73% |
| 2023 | 4.13% | -3.12% | 0.52% | 0.78% | -1.80% | 5.86% | 3.14% | -0.72% | -2.66% | -1.58% | 6.23% | 4.14% | 15.29% |
| 2022 | -3.38% | -2.76% | 3.83% | -5.53% | 1.87% | -6.97% | 5.93% | -3.65% | -7.59% | 8.21% | 6.13% | -4.68% | -9.82% |
| 2021 | -0.61% | 0.53% | 8.08% | 3.57% | 2.59% | -0.23% | 1.99% | 2.40% | -4.40% | 4.45% | 0.37% | 6.68% | 27.83% |
Benchmark Metrics
Gotham Total Return Fund has an annualized alpha of -0.29%, beta of 0.69, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.
- This fund participated in 79.15% of S&P 500 Index downside but only 67.38% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.69 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
- -0.29%
- Beta
- 0.69
- R²
- 0.79
- Upside Capture
- 67.38%
- Downside Capture
- 79.15%
Expense Ratio
GTRFX has an expense ratio of 0.00%, meaning no management fees are charged.
Return for Risk
Risk / Return Rank
GTRFX ranks 58 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Gotham Total Return Fund (GTRFX) and compare them to S&P 500 Index.
| GTRFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 2.93 | +0.30 |
| Martin ratioReturn relative to average drawdown | 13.02 | 13.52 | -0.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Gotham Total Return Fund provided a 8.87% dividend yield over the last twelve months, with an annual payout of $1.27 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.27 | $1.27 | $1.46 | $0.89 | $1.17 | $0.65 | $0.08 | $0.79 | $0.18 | $0.04 | $0.01 |
Dividend yield | 8.87% | 9.53% | 11.50% | 7.27% | 10.25% | 4.66% | 0.71% | 6.06% | 1.48% | 0.33% | 0.05% |
Monthly Dividends
The table displays the monthly dividend distributions for Gotham Total Return 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $1.27 | $1.27 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.46 | $1.46 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $0.89 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.17 | $1.17 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.65 |
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 Total 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 Total Return Fund was 29.58%, occurring on Mar 23, 2020. Recovery took 282 trading sessions.
The current Gotham Total Return Fund drawdown is 0.42%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -29.58%Mar 2020 | 4mo 5d | 1y 1mo | 1y 5moNov 2019 - May 2021 |
Bear market2022 | -18.51%Sep 2022 | 9mo 24d | 1y 2mo | 2y 1dDec 2021 - Dec 2023 |
2025 selloff2025 | -14.48%Apr 2025 | 4mo 6d | 2mo 17d | 6mo 23dDec 2024 - Jun 2025 |
Rate-hike selloffLate 2018 | -12.06%Dec 2018 | 2mo 22d | 9mo 25d | 1y 12dOct 2018 - Oct 2019 |
2018 pullback2018 | -9.22%Mar 2018 | 1mo 22d | 6mo 12d | 8mo 4dJan 2018 - Oct 2018 |
Drawdown Indicators
| GTRFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.58% | -56.78% | +27.20% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -9.10% | +2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.48% | -18.90% | +4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -18.51% | -25.43% | +6.92% |
Max Drawdown (10Y)Largest decline over 10 years | -29.58% | -33.92% | +4.34% |
Current DrawdownCurrent decline from peak | -0.42% | -0.74% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -10.72% | +6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.97% | -0.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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