C000000079 Performance — Active/Passive Moderate Portfolio
Data updated: 2026-08-20
C000000079 returned +9.04% year to date and +17.19% over one year to Jun 2026. Annualised returns are +13.16% over 3 years and +6.68% over 5 years. The fund beat its US Multi-Cap Blend category average: $100 invested three years ago grew to $145, against $143 for the category, and to $117 over one year, against $116. Volatility over the past three years was 9.42% a year. In the 12 months to Jun 2026 the fund took in a net $5.0M, and assets reached $320.05M.
C000000079 Growth of $100
What $100 invested in Active/Passive Moderate Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | C000000079 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $117 | $116 |
| 3 years (Jul 2023 – Jun 2026) | $145 | $143 |
| 5 years (Jul 2021 – Jun 2026) | $138 | $136 |
| Since data start (Jul 2019 – Jun 2026) | $179 | $173 |
C000000079 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.04% |
| 1 year | +17.19% |
| 3 years (annualised) | +13.16% |
| 5 years (annualised) | +6.68% |
C000000079 Annual Returns
Calendar-year total returns of Active/Passive Moderate Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +9.04% |
| 2025 | +14.47% |
| 2024 | +9.70% |
| 2023 | +15.24% |
| 2022 | −14.84% |
| 2021 | +10.46% |
| 2020 | +13.43% |
| 2019 (Jul–Dec) | +6.25% |
C000000079 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.6% | +2.1% | −4.7% | +5.8% | +2.6% | +0.6% | — | — | — | — | — | — |
| 2025 | +2.5% | +0.3% | −2.4% | −0.2% | +3.2% | +3.1% | +0.5% | +2.3% | +2.4% | +0.8% | +0.8% | +0.5% |
| 2024 | +0.1% | +2.5% | +2.5% | −3.5% | +3.0% | +0.8% | +2.4% | +2.0% | +1.9% | −2.4% | +3.4% | −3.1% |
| 2023 | +6.3% | −2.5% | +1.4% | +0.9% | −1.5% | +4.2% | +2.4% | −1.9% | −3.9% | −2.5% | +7.1% | +5.0% |
| 2022 | −3.8% | −2.0% | +0.1% | −6.5% | +0.8% | −6.5% | +5.8% | −3.6% | −7.1% | +5.1% | +6.2% | −3.1% |
| 2021 | −0.9% | +1.9% | +2.0% | +2.9% | +0.9% | +0.4% | +0.8% | +1.4% | −2.8% | +2.8% | −2.2% | +3.0% |
| 2020 | −0.4% | −4.8% | −10.3% | +8.1% | +3.9% | +1.7% | +4.0% | +3.2% | −1.9% | −1.0% | +8.6% | +3.2% |
| 2019 | — | — | — | — | — | — | +0.3% | −0.8% | +1.1% | +1.3% | +2.1% | +2.1% |
C000000079 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.42%
- 3-year Sharpe ratio: 0.92 (vs 4.5% risk-free rate)
- Best month: +7.11% (Nov 2023)
- Worst month: −4.70% (Mar 2026)
C000000079 Fund Flows
Monthly money in and out of Active/Passive Moderate Portfolio, from SEC Form N-PORT.
- 12-month net flow: $5.0M
- 12-month gross sales (incl. reinvestments): $42.1M
- Sales ÷ redemptions: 1.13×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $3.1M | $3.0M | $61K |
| May 2026 | $2.0M | $3.6M | −$1.6M |
| Apr 2026 | $3.8M | $3.6M | $267K |
| Mar 2026 | $657K | $2.4M | −$1.7M |
| Feb 2026 | $2.1M | $1.9M | $242K |
| Jan 2026 | $740K | $3.4M | −$2.6M |
| Dec 2025 | $1.5M | $2.7M | −$1.3M |
| Nov 2025 | $1.8M | $4.4M | −$2.6M |
| Oct 2025 | $3.6M | $2.8M | $845K |
| Sep 2025 | $17.2M | $2.1M | $15.1M |
| Aug 2025 | $3.2M | $1.9M | $1.2M |
| Jul 2025 | $2.4M | $5.4M | −$2.9M |
C000000079 Assets Under Management
Net assets of Active/Passive Moderate Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $320.05M |
| 2026-03-31 | $294.41M |
| 2025-12-31 | $299.03M |
| 2025-09-30 | $295.62M |
| 2025-06-30 | $282.31M |
| 2025-03-31 | $267.34M |
| 2024-12-31 | $272.94M |
| 2024-09-30 | $284.54M |
| 2024-06-30 | $274.44M |
| 2024-03-31 | $282.70M |
| 2023-12-31 | $273.98M |
| 2023-09-30 | $256.07M |
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.