APTIX Performance — VP Inflation Protection Fund, Class I
Data updated: 2024-05-29
APTIX returned +0.07% over one year to Mar 2024. The annualised 3-year return is −0.90%. The fund beat its Long-Term Government Bond category average: $100 invested three years ago grew to $97, against $84 for the category, and to $100 over one year, against $97. Volatility over the past three years was 7.28% a year. In the 12 months to Mar 2024 the fund lost a net $56.2M, and assets reached $556.31M.
APTIX Growth of $100
What $100 invested in VP Inflation Protection Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Long-Term Government Bond category average over the same months.
| Period | APTIX | Category average |
|---|---|---|
| 1 year (Apr 2023 – Mar 2024) | $100 | $97 |
| 3 years (Apr 2021 – Mar 2024) | $97 | $84 |
| Since data start (Jul 2019 – Mar 2024) | $108 | $93 |
APTIX Trailing Returns
Total returns to Mar 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +0.07% |
| 3 years (annualised) | −0.90% |
APTIX Annual Returns
Calendar-year total returns of VP Inflation Protection Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Mar) | −0.03% |
| 2023 | +3.60% |
| 2022 | −12.88% |
| 2021 | +6.61% |
| 2020 | +9.81% |
| 2019 (Jul–Dec) | +2.24% |
APTIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +0.3% | −1.1% | +0.7% | — | — | — | — | — | — | — | — | — |
| 2023 | +2.2% | −1.2% | +2.5% | +0.1% | −1.3% | −0.2% | 0.0% | −1.0% | −2.2% | −1.0% | +3.0% | +2.8% |
| 2022 | −2.3% | +0.7% | −1.3% | −2.4% | −1.3% | −3.5% | +4.0% | −2.3% | −6.9% | +1.0% | +1.9% | −0.8% |
| 2021 | +0.5% | −1.6% | −0.1% | +1.5% | +1.2% | +0.6% | +2.6% | −0.1% | −0.5% | +1.2% | +0.7% | +0.4% |
| 2020 | +1.9% | +0.7% | −4.9% | +3.4% | +1.1% | +1.5% | +2.9% | +1.2% | −0.5% | −0.5% | +1.5% | +1.2% |
| 2019 | — | — | — | — | — | — | +0.5% | +2.2% | −1.3% | 0.0% | +0.3% | +0.6% |
APTIX Risk
Risk measures from monthly returns over Apr 2021 – Mar 2024.
- 3-year volatility (annualised): 7.28%
- 3-year Sharpe ratio: -0.74 (vs 4.5% risk-free rate)
- Best month: +3.99% (Jul 2022)
- Worst month: −6.92% (Sep 2022)
APTIX Fund Flows
Monthly money in and out of VP Inflation Protection Fund, from SEC Form N-PORT.
- 12-month net flow: −$56.2M
- 12-month gross sales (incl. reinvestments): $92.7M
- Sales ÷ redemptions: 0.62×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2024 | $7.4M | $8.2M | −$789K |
| Feb 2024 | $4.1M | $11.3M | −$7.2M |
| Jan 2024 | $8.5M | $15.2M | −$6.7M |
| Dec 2023 | $7.8M | $7.9M | −$190K |
| Nov 2023 | $2.3M | $8.5M | −$6.1M |
| Oct 2023 | $5.8M | $11.7M | −$5.9M |
| Sep 2023 | $8.3M | $9.9M | −$1.6M |
| Aug 2023 | $3.5M | $10.4M | −$6.9M |
| Jul 2023 | $14.8M | $22.4M | −$7.6M |
| Jun 2023 | $12.3M | $11.5M | $801K |
| May 2023 | $11.3M | $23.5M | −$12.2M |
| Apr 2023 | $6.5M | $8.2M | −$1.7M |
APTIX Assets Under Management
Net assets of VP Inflation Protection Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-03-31 | $556.31M |
| 2023-12-31 | $573.91M |
| 2023-09-30 | $564.57M |
| 2023-06-30 | $603.96M |
| 2023-03-31 | $634.47M |
| 2022-12-31 | $622.50M |
| 2022-09-30 | $631.35M |
| 2022-06-30 | $735.04M |
| 2022-03-31 | $756.61M |
| 2021-12-31 | $790.25M |
| 2021-09-30 | $745.72M |
| 2021-06-30 | $704.61M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.