C000000084 Performance — Small Cap Value Portfolio
Data updated: 2026-08-20
C000000084 returned +22.98% year to date and +35.16% over one year to Jun 2026. Annualised returns are +16.92% over 3 years and +7.41% over 5 years. The fund beat its US Small Blend category average: $100 invested three years ago grew to $160, against $156 for the category, and to $135 over one year, against $133. Volatility over the past three years was 17.59% a year. In the 12 months to Jun 2026 the fund lost a net $14.2M, and assets reached $660.26M.
C000000084 Growth of $100
What $100 invested in Small Cap Value Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | C000000084 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $135 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $160 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $143 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $195 | $209 |
C000000084 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +22.98% |
| 1 year | +35.16% |
| 3 years (annualised) | +16.92% |
| 5 years (annualised) | +7.41% |
C000000084 Annual Returns
Calendar-year total returns of Small Cap Value Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +22.98% |
| 2025 | +7.39% |
| 2024 | +10.35% |
| 2023 | +13.83% |
| 2022 | −18.53% |
| 2021 | +22.99% |
| 2020 | +9.28% |
| 2019 (Jul–Dec) | +7.21% |
C000000084 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 | +5.5% | +2.5% | −3.7% | +9.8% | +2.5% | +5.0% | — | — | — | — | — | — |
| 2025 | +2.5% | −3.0% | −4.8% | −4.0% | +4.5% | +2.9% | −0.4% | +6.9% | +1.0% | −0.4% | +3.3% | −0.7% |
| 2024 | −3.6% | +2.8% | +4.4% | −6.5% | +4.0% | −1.1% | +9.8% | −0.1% | +1.1% | −1.3% | +9.8% | −7.7% |
| 2023 | +10.3% | −1.7% | −7.4% | −1.6% | −3.3% | +8.7% | +6.7% | −4.5% | −5.4% | −5.0% | +7.9% | +11.0% |
| 2022 | −7.9% | +0.7% | −0.5% | −7.9% | +2.5% | −8.7% | +10.0% | −3.2% | −9.3% | +10.5% | +3.4% | −7.0% |
| 2021 | −0.6% | +9.8% | +3.4% | +3.1% | +1.2% | −1.2% | −0.9% | +2.9% | −2.0% | +5.3% | −3.2% | +3.9% |
| 2020 | −3.2% | −9.5% | −21.5% | +12.1% | +3.6% | +3.0% | +4.2% | +2.9% | −3.7% | +3.5% | +14.6% | +8.4% |
| 2019 | — | — | — | — | — | — | +1.0% | −4.2% | +3.5% | +1.6% | +2.3% | +2.9% |
C000000084 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 17.59%
- 3-year Sharpe ratio: 0.71 (vs 4.5% risk-free rate)
- Best month: +10.98% (Dec 2023)
- Worst month: −7.73% (Dec 2024)
C000000084 Fund Flows
Monthly money in and out of Small Cap Value Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$14.2M
- 12-month gross sales (incl. reinvestments): $73.4M
- Sales ÷ redemptions: 0.84×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $957K | $9.6M | −$8.6M |
| May 2026 | $957K | $9.4M | −$8.5M |
| Apr 2026 | $1.7M | $10.2M | −$8.4M |
| Mar 2026 | $1.2M | $6.7M | −$5.6M |
| Feb 2026 | $1.2M | $9.1M | −$7.9M |
| Jan 2026 | $1.1M | $5.7M | −$4.6M |
| Dec 2025 | $1.4M | $5.8M | −$4.4M |
| Nov 2025 | $1.1M | $6.7M | −$5.6M |
| Oct 2025 | $1.3M | $5.8M | −$4.5M |
| Sep 2025 | $59.6M | $5.6M | $54.0M |
| Aug 2025 | $1.4M | $4.5M | −$3.1M |
| Jul 2025 | $1.6M | $8.5M | −$6.9M |
C000000084 Assets Under Management
Net assets of Small Cap Value Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $660.26M |
| 2026-03-31 | $581.90M |
| 2025-12-31 | $576.08M |
| 2025-09-30 | $578.22M |
| 2025-06-30 | $551.69M |
| 2025-03-31 | $537.48M |
| 2024-12-31 | $578.71M |
| 2024-09-30 | $592.33M |
| 2024-06-30 | $547.94M |
| 2024-03-31 | $582.79M |
| 2023-12-31 | $576.32M |
| 2023-09-30 | $516.70M |
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.