BRBPX Performance — Managed Volatility Fund, Class N
Data updated: 2024-11-22
BRBPX returned +10.43% over one year to Sep 2024. Annualised returns are +4.46% over 3 years and +6.32% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $114, against $128 for the category, and to $110 over one year, against $128. Volatility over the past three years was 6.75% a year. In the 12 months to Sep 2024 the fund lost a net $2.6M, and assets reached $14.93M.
BRBPX Growth of $100
What $100 invested in Managed Volatility Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | BRBPX | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $110 | $128 |
| 3 years (Oct 2021 – Sep 2024) | $114 | $128 |
| 5 years (Oct 2019 – Sep 2024) | $136 | $180 |
| Since data start (Jul 2019 – Sep 2024) | $137 | $182 |
BRBPX Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +10.43% |
| 3 years (annualised) | +4.46% |
| 5 years (annualised) | +6.32% |
BRBPX Annual Returns
Calendar-year total returns of Managed Volatility Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +5.61% |
| 2023 | +11.11% |
| 2022 | −4.93% |
| 2021 | +7.88% |
| 2020 | +10.54% |
| 2019 (Jul–Dec) | +3.18% |
BRBPX 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 | −0.1% | +1.5% | +1.6% | −1.7% | +2.1% | +1.2% | +2.1% | −1.6% | +0.4% | — | — | — |
| 2023 | +1.8% | −0.6% | +1.9% | +0.9% | −1.0% | +3.4% | +1.0% | −0.4% | −0.8% | +0.1% | +3.4% | +1.0% |
| 2022 | −1.3% | −1.7% | −0.4% | −4.4% | +1.7% | −3.8% | +3.6% | −0.3% | −2.3% | +3.5% | +2.1% | −1.3% |
| 2021 | −1.8% | +2.0% | +1.4% | +2.1% | +0.7% | +1.2% | +0.6% | +0.9% | −1.5% | +1.6% | −1.0% | +1.6% |
| 2020 | 0.0% | −1.9% | −4.2% | +5.8% | +0.1% | +1.8% | +1.8% | +1.9% | −0.6% | −1.2% | +5.3% | +1.8% |
| 2019 | — | — | — | — | — | — | +0.9% | −1.6% | +1.7% | +0.1% | +1.5% | +0.4% |
BRBPX Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 6.75%
- 3-year Sharpe ratio: -0.01 (vs 4.5% risk-free rate)
- Best month: +3.58% (Jul 2022)
- Worst month: −4.36% (Apr 2022)
BRBPX Fund Flows
Monthly money in and out of Managed Volatility Fund, from SEC Form N-PORT.
- 12-month net flow: −$2.6M
- 12-month gross sales (incl. reinvestments): $13.5M
- Sales ÷ redemptions: 0.84×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $10.6M | $13.9M | −$3.3M |
| Aug 2024 | $130K | $1.1M | −$977K |
| Jul 2024 | $106K | $1.3M | −$1.2M |
| Jun 2024 | $27K | $163K | −$135K |
| May 2024 | $49K | $343K | −$294K |
| Apr 2024 | $13K | $306K | −$293K |
| Mar 2024 | $27K | $186K | −$158K |
| Feb 2024 | $52K | $207K | −$155K |
| Jan 2024 | $162K | $361K | −$199K |
| Dec 2023 | $1.7M | −$615K | $2.3M |
| Nov 2023 | $392K | −$620K | $1.0M |
| Oct 2023 | $210K | −$542K | $752K |
BRBPX Assets Under Management
Net assets of Managed Volatility Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $14.93M |
| 2024-06-28 | $30.96M |
| 2024-03-28 | $31.19M |
| 2023-12-29 | $30.76M |
| 2023-09-29 | $30.54M |
| 2023-06-30 | $30.74M |
| 2023-03-31 | $29.98M |
| 2022-12-30 | $29.22M |
| 2022-09-30 | $28.70M |
| 2022-06-30 | $28.64M |
| 2022-03-31 | $31.72M |
| 2021-12-31 | $31.54M |
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.