AVVIX Performance — VP Large Company Value Fund, Class I
Data updated: 2024-05-29
AVVIX returned +13.17% over one year to Mar 2024. The annualised 3-year return is +7.31%. The fund trailed its US Mid-Cap Value category average: $100 invested three years ago grew to $124, against $127 for the category, and to $113 over one year, against $121. Volatility over the past three years was 14.38% a year. In the 12 months to Mar 2024 the fund lost a net $11.5M, and assets reached $151.69M.
AVVIX Growth of $100
What $100 invested in VP Large Company Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Value category average over the same months.
| Period | AVVIX | Category average |
|---|---|---|
| 1 year (Apr 2023 – Mar 2024) | $113 | $121 |
| 3 years (Apr 2021 – Mar 2024) | $124 | $127 |
| Since data start (Jul 2019 – Mar 2024) | $152 | $166 |
AVVIX Trailing Returns
Total returns to Mar 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +13.17% |
| 3 years (annualised) | +7.31% |
AVVIX Annual Returns
Calendar-year total returns of VP Large Company Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Mar) | +7.03% |
| 2023 | +3.88% |
| 2022 | −0.26% |
| 2021 | +21.71% |
| 2020 | +2.62% |
| 2019 (Jul–Dec) | +9.65% |
AVVIX 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 | +1.0% | +1.6% | +4.3% | — | — | — | — | — | — | — | — | — |
| 2023 | +2.8% | −2.9% | −1.5% | +2.4% | −5.3% | +5.8% | +1.8% | −3.0% | −3.7% | −2.1% | +6.3% | +4.2% |
| 2022 | +0.2% | −0.6% | +2.6% | −4.5% | +2.4% | −7.3% | +4.2% | −3.1% | −7.1% | +10.7% | +5.8% | −2.0% |
| 2021 | −1.3% | +3.6% | +6.9% | +3.2% | +2.4% | −1.4% | +1.9% | +1.4% | −2.6% | +3.8% | −4.1% | +6.8% |
| 2020 | −2.8% | −9.4% | −14.9% | +10.6% | +3.3% | −0.7% | +4.5% | +3.5% | −1.9% | −1.7% | +12.2% | +3.0% |
| 2019 | — | — | — | — | — | — | +1.1% | −2.3% | +4.4% | +0.9% | +2.8% | +2.5% |
AVVIX Risk
Risk measures from monthly returns over Apr 2021 – Mar 2024.
- 3-year volatility (annualised): 14.38%
- 3-year Sharpe ratio: 0.20 (vs 4.5% risk-free rate)
- Best month: +10.67% (Oct 2022)
- Worst month: −7.29% (Jun 2022)
AVVIX Fund Flows
Monthly money in and out of VP Large Company Value Fund, from SEC Form N-PORT.
- 12-month net flow: −$11.5M
- 12-month gross sales (incl. reinvestments): $21.5M
- Sales ÷ redemptions: 0.65×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2024 | $4.2M | $1.9M | $2.3M |
| Feb 2024 | $1.1M | $2.2M | −$1.1M |
| Jan 2024 | $1.1M | $3.2M | −$2.2M |
| Dec 2023 | $2.5M | $3.7M | −$1.2M |
| Nov 2023 | $1.0M | $2.9M | −$1.9M |
| Oct 2023 | $964K | $2.6M | −$1.7M |
| Sep 2023 | $967K | $1.2M | −$225K |
| Aug 2023 | $2.3M | $1.4M | $874K |
| Jul 2023 | $1.7M | $1.4M | $309K |
| Jun 2023 | $1.8M | $6.1M | −$4.2M |
| May 2023 | $2.0M | $1.8M | $150K |
| Apr 2023 | $1.9M | $4.5M | −$2.6M |
AVVIX Assets Under Management
Net assets of VP Large Company Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-03-31 | $151.69M |
| 2023-12-31 | $145.12M |
| 2023-09-30 | $139.57M |
| 2023-06-30 | $146.26M |
| 2023-03-31 | $149.97M |
| 2022-12-31 | $154.36M |
| 2022-09-30 | $128.57M |
| 2022-06-30 | $130.09M |
| 2022-03-31 | $125.16M |
| 2021-12-31 | $100.96M |
| 2021-09-30 | $92.35M |
| 2021-06-30 | $87.86M |
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.