04/24/2025 | Press release | Distributed by Public on 04/24/2025 13:36
MAI Managed Volatility Fund
Semi-Annual Shareholder Report - February 28, 2025
MAIPX
: Institutional Class
This semi-annual shareholder report contains important information about the MAI Managed Volatility Fund for the period of September 1, 2024, to February 28, 2025. You can find additional information about the Fund at http://www.maifunds.com/. You can also request this information by contacting us at (877) 414-7884.
(based on a hypothetical $10,000 investment)
Class Name
|
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
Institutional Class
|
$61
|
1.21%
|
Over the six-month period ending February 28, 2025, the Fund's Institutional Class (MAIPX) returned 4.64%. Over the same period, the S&P 500 Index returned 6.11%. The index started the period with a sharp pullback, then gyrated between strong advances and pullbacks. In December, less than two weeks after posting its lowest close for the period, the CBOE Volatility Index (VIX Index) posted one of its sharpest spikes in history.
The Fund's limited equity exposure coupled with its active approach to risk management and option writing limited its participation in these pullbacks while capturing approximately 75% of the market gain for the period.
We believe the Fund's ability to generate returns through non-directional investments (Interest, Dividends, Option Writing) aid in its ability to generate returns commensurate with investor expectations.
1CBOE Volatility Index (VIX Index)The VIX Index is a calculation designed to produce a measure of constant, 30-day expected volatility of the U.S. stock market, derived from real-time, mid-quote prices of S&P 500 Index (SPX℠) call and put options.
Date
|
Institutional Class
|
S&P 500® Index
|
02/28/15
|
$50,000
|
$50,000
|
05/31/15
|
$50,476
|
$50,320
|
08/31/15
|
$48,451
|
$47,340
|
11/30/15
|
$49,657
|
$50,212
|
02/29/16
|
$48,188
|
$46,905
|
05/31/16
|
$50,022
|
$51,184
|
08/31/16
|
$51,190
|
$53,283
|
11/30/16
|
$51,317
|
$54,259
|
02/28/17
|
$52,992
|
$58,619
|
05/31/17
|
$53,512
|
$60,125
|
08/31/17
|
$54,363
|
$61,933
|
11/30/17
|
$56,034
|
$66,669
|
02/28/18
|
$56,211
|
$68,643
|
05/31/18
|
$56,968
|
$68,773
|
08/31/18
|
$59,267
|
$74,110
|
11/30/18
|
$58,624
|
$70,853
|
02/28/19
|
$58,551
|
$71,856
|
05/31/19
|
$58,927
|
$71,374
|
08/31/19
|
$61,240
|
$76,275
|
11/30/19
|
$63,254
|
$82,267
|
02/29/20
|
$59,914
|
$77,743
|
05/31/20
|
$60,157
|
$80,537
|
08/31/20
|
$62,722
|
$93,007
|
11/30/20
|
$65,606
|
$96,628
|
02/28/21
|
$67,034
|
$102,069
|
05/31/21
|
$70,378
|
$113,009
|
08/31/21
|
$72,206
|
$121,994
|
11/30/21
|
$73,460
|
$123,607
|
02/28/22
|
$72,990
|
$118,797
|
05/31/22
|
$71,841
|
$112,670
|
08/31/22
|
$71,129
|
$108,297
|
11/30/22
|
$73,236
|
$112,223
|
02/28/23
|
$73,138
|
$109,660
|
05/31/23
|
$75,515
|
$115,962
|
08/31/23
|
$77,021
|
$125,564
|
11/30/23
|
$78,963
|
$127,754
|
02/29/24
|
$80,992
|
$143,054
|
05/31/24
|
$82,218
|
$148,648
|
08/31/24
|
$84,463
|
$159,637
|
11/30/24
|
$86,857
|
$171,051
|
02/28/25
|
$88,384
|
$169,384
|
The above chart represents historical performance of a hypothetical $50,000 investment over the past 10 years.
One Year
|
Five Year
|
Ten Year
|
|
Institutional Class
|
9.13%
|
8.09%
|
5.86%
|
S&P 500®Index
|
18.41%
|
16.85%
|
12.98%
|
The Fund's past performance is not a good predictor of how the Fund will perform in the future. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.
Total Net Assets
|
$214,064,960
|
# of Portfolio Holdings
|
82
|
Portfolio Turnover Rate
|
10%
|
Investment Advisory Fees (Net of fees waived)
|
$778,533
|
Value
|
Value
|
Written Options
|
(0.5)%
|
Materials
|
0.3%
|
Real Estate
|
0.8%
|
Utilities
|
1.2%
|
Energy
|
2.3%
|
Industrials
|
3.4%
|
Consumer Staples
|
3.7%
|
Consumer Discretionary
|
4.9%
|
Communication Services
|
6.6%
|
Health Care
|
6.9%
|
Financials
|
9.7%
|
Information Technology
|
18.4%
|
Money Market Fund
|
15.2%
|
U.S. Government & Agency Obligations
|
27.1%
|
Apple, Inc.
|
4.62%
|
Microsoft Corp.
|
3.66%
|
Visa, Inc., Class A
|
2.42%
|
Alphabet, Inc., Class A
|
2.28%
|
Meta Platforms, Inc., Class A
|
2.28%
|
Broadcom, Inc.
|
2.22%
|
Amazon.com, Inc.
|
2.22%
|
Oracle Corp.
|
1.91%
|
The Home Depot, Inc.
|
1.85%
|
JPMorgan Chase & Co.
|
1.59%
|
*Excludes cash equivalents, such as money market fund and government securities, including that portion of cash equivalents held as collateral.
Common Stock
|
57.5%
|
U.S. Government & Agency Obligations
|
26.8%
|
Warrants
|
0.0%
|
Money Market Fund
|
15.0%
|
Written Options
|
(0.5)%
|
If you wish to view additional information about the Fund; including but not limited to its prospectus, holdings, financial information, and proxy information, please visit http://www.maifunds.com/.
MAI Managed Volatility Fund
Institutional Class
Semi-Annual Shareholder Report - February 28, 2025
244S-MAIPX-25
MAI Managed Volatility Fund
Semi-Annual Shareholder Report - February 28, 2025
DIVPX
: Investor Class
This semi-annual shareholder report contains important information about the MAI Managed Volatility Fund for the period of September 1, 2024, to February 28, 2025. You can find additional information about the Fund at http://www.maifunds.com/. You can also request this information by contacting us at (877) 414-7884.
(based on a hypothetical $10,000 investment)
Class Name
|
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
Investor Class
|
$74
|
1.46%
|
Over the six-month period ending February 28, 2025, the Fund's Investor Class (DIVPX) returned 4.54%. Over the same period, the S&P 500 Index returned 6.11%. The index started the period with a sharp pullback, then gyrated between strong advances and pullbacks. In December, less than two weeks after posting its lowest close for the period, the CBOE Volatility Index (VIX Index) posted one of its sharpest spikes in history.
The Fund's limited equity exposure coupled with its active approach to risk management and option writing limited its participation in these pullbacks while capturing approximately 75% of the market gain for the period.
We believe the Fund's ability to generate returns through non-directional investments (Interest, Dividends, Option Writing) aid in its ability to generate returns commensurate with investor expectations.
1CBOE Volatility Index (VIX Index)The VIX Index is a calculation designed to produce a measure of constant, 30-day expected volatility of the U.S. stock market, derived from real-time, mid-quote prices of S&P 500 Index (SPX℠) call and put options.
Date
|
Investor Class
|
S&P 500® Index
|
02/28/15
|
$10,000
|
$10,000
|
05/31/15
|
$10,092
|
$10,064
|
08/31/15
|
$9,674
|
$9,468
|
11/30/15
|
$9,910
|
$10,042
|
02/29/16
|
$9,612
|
$9,381
|
05/31/16
|
$9,973
|
$10,237
|
08/31/16
|
$10,202
|
$10,657
|
11/30/16
|
$10,221
|
$10,852
|
02/28/17
|
$10,545
|
$11,724
|
05/31/17
|
$10,650
|
$12,025
|
08/31/17
|
$10,803
|
$12,387
|
11/30/17
|
$11,137
|
$13,334
|
02/28/18
|
$11,163
|
$13,729
|
05/31/18
|
$11,298
|
$13,755
|
08/31/18
|
$11,745
|
$14,822
|
11/30/18
|
$11,619
|
$14,171
|
02/28/19
|
$11,590
|
$14,371
|
05/31/19
|
$11,653
|
$14,275
|
08/31/19
|
$12,105
|
$15,255
|
11/30/19
|
$12,498
|
$16,453
|
02/29/20
|
$11,827
|
$15,549
|
05/31/20
|
$11,877
|
$16,107
|
08/31/20
|
$12,374
|
$18,601
|
11/30/20
|
$12,931
|
$19,326
|
02/28/21
|
$13,200
|
$20,414
|
05/31/21
|
$13,856
|
$22,602
|
08/31/21
|
$14,204
|
$24,399
|
11/30/21
|
$14,443
|
$24,721
|
02/28/22
|
$14,344
|
$23,759
|
05/31/22
|
$14,105
|
$22,534
|
08/31/22
|
$13,956
|
$21,659
|
11/30/22
|
$14,364
|
$22,445
|
02/28/23
|
$14,340
|
$21,932
|
05/31/23
|
$14,789
|
$23,192
|
08/31/23
|
$15,076
|
$25,113
|
11/30/23
|
$15,439
|
$25,551
|
02/29/24
|
$15,836
|
$28,611
|
05/31/24
|
$16,063
|
$29,730
|
08/31/24
|
$16,493
|
$31,927
|
11/30/24
|
$16,946
|
$34,210
|
02/28/25
|
$17,242
|
$33,877
|
The above chart represents historical performance of a hypothetical $10,000 investment over the past 10 years.
One Year
|
Five Year
|
Ten Year
|
|
Investor Class
|
8.88%
|
7.83%
|
5.60%
|
S&P 500®Index
|
18.41%
|
16.85%
|
12.98%
|
The Fund's past performance is not a good predictor of how the Fund will perform in the future. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.
Total Net Assets
|
$214,064,960
|
# of Portfolio Holdings
|
82
|
Portfolio Turnover Rate
|
10%
|
Investment Advisory Fees (Net of fees waived)
|
$778,533
|
Value
|
Value
|
Written Options
|
(0.5)%
|
Materials
|
0.3%
|
Real Estate
|
0.8%
|
Utilities
|
1.2%
|
Energy
|
2.3%
|
Industrials
|
3.4%
|
Consumer Staples
|
3.7%
|
Consumer Discretionary
|
4.9%
|
Communication Services
|
6.6%
|
Health Care
|
6.9%
|
Financials
|
9.7%
|
Information Technology
|
18.4%
|
Money Market Fund
|
15.2%
|
U.S. Government & Agency Obligations
|
27.1%
|
Apple, Inc.
|
4.62%
|
Microsoft Corp.
|
3.66%
|
Visa, Inc., Class A
|
2.42%
|
Alphabet, Inc., Class A
|
2.28%
|
Meta Platforms, Inc., Class A
|
2.28%
|
Broadcom, Inc.
|
2.22%
|
Amazon.com, Inc.
|
2.22%
|
Oracle Corp.
|
1.91%
|
The Home Depot, Inc.
|
1.85%
|
JPMorgan Chase & Co.
|
1.59%
|
*Excludes cash equivalents, such as money market fund and government securities, including that portion of cash equivalents held as collateral.
Common Stock
|
57.5%
|
U.S. Government & Agency Obligations
|
26.8%
|
Warrants
|
0.0%
|
Money Market Fund
|
15.0%
|
Written Options
|
(0.5)%
|
If you wish to view additional information about the Fund; including but not limited to its prospectus, holdings, financial information, and proxy information, please visit http://www.maifunds.com/.
MAI Managed Volatility Fund
Investor Class
Semi-Annual Shareholder Report - February 28, 2025
244S-DIVPX-25
By:
|
/s/ Zachary Tackett
|
|
Zachary Tackett, Principal Executive Officer
|
||
Date:
|
April 15, 2025
|
By:
|
/s/ Zachary Tackett
|
|
Zachary Tackett, Principal Executive Officer
|
||
Date:
|
April 15, 2025
|
By:
|
/s/ Karen Shaw
|
|
Karen Shaw, Principal Financial Officer
|
||
Date:
|
April 15, 2025
|