C000002771 Performance — Global Allocation 25/75 Portfolio, Class R2
Data updated: 2026-09-24
C000002771 returned +3.48% over one year to Jun 2023. The annualised 3-year return is +2.18%. The fund trailed its Global Multi-Cap Blend category average: $100 invested three years ago grew to $107, against $129 for the category, and to $103 over one year, against $111. Volatility over the past three years was 5.94% a year. In the 12 months to Jul 2026 the fund lost a net $4.8M, and assets reached $658.45M.
C000002771 Growth of $100
What $100 invested in Global Allocation 25/75 Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Multi-Cap Blend category average over the same months.
| Period | C000002771 | Category average |
|---|---|---|
| 1 year (Jul 2022 – Jun 2023) | $103 | $111 |
| 3 years (Jul 2020 – Jun 2023) | $107 | $129 |
| Since data start (Aug 2019 – Jun 2023) | $110 | $128 |
C000002771 Trailing Returns
Total returns to Jun 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +3.48% |
| 3 years (annualised) | +2.18% |
C000002771 Annual Returns
Calendar-year total returns of Global Allocation 25/75 Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jun) | +2.99% |
| 2022 | −8.16% |
| 2021 | +5.27% |
| 2020 | +7.12% |
| 2019 (Aug–Dec) | +2.68% |
C000002771 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +2.7% | −1.3% | +1.3% | +0.5% | −0.7% | +0.4% | — | — | — | — | — | — |
| 2022 | −1.9% | −0.6% | −0.9% | −2.7% | +0.4% | −3.2% | +3.1% | −2.0% | −4.0% | +2.0% | +2.8% | −1.3% |
| 2021 | +0.1% | +0.7% | +0.9% | +1.2% | +0.7% | +0.1% | +0.7% | +0.5% | −1.4% | +1.0% | −0.4% | +1.1% |
| 2020 | 0.0% | −1.9% | −4.4% | +3.8% | +1.6% | +1.1% | +1.5% | +1.7% | −0.8% | −0.4% | +3.3% | +1.6% |
| 2019 | — | — | — | — | — | — | — | −0.2% | +0.5% | +0.7% | +0.7% | +0.9% |
C000002771 Risk
Risk measures from monthly returns over Jul 2020 – Jun 2023.
- 3-year volatility (annualised): 5.94%
- 3-year Sharpe ratio: -0.39 (vs 4.5% risk-free rate)
- Best month: +3.30% (Nov 2020)
- Worst month: −3.97% (Sep 2022)
C000002771 Fund Flows
Monthly money in and out of Global Allocation 25/75 Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$4.8M
- 12-month gross sales (incl. reinvestments): $125.1M
- Sales ÷ redemptions: 0.96×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $6.6M | $9.5M | −$3.0M |
| Jun 2026 | $11.9M | $11.8M | $102K |
| May 2026 | $2.8M | $9.7M | −$6.9M |
| Apr 2026 | $4.3M | $9.2M | −$4.9M |
| Mar 2026 | $8.4M | $14.0M | −$5.5M |
| Feb 2026 | $12.5M | $6.8M | $5.6M |
| Jan 2026 | $7.3M | $10.1M | −$2.8M |
| Dec 2025 | $30.1M | $17.9M | $12.2M |
| Nov 2025 | $5.3M | $8.2M | −$2.9M |
| Oct 2025 | $16.9M | $9.4M | $7.5M |
| Sep 2025 | $14.3M | $11.1M | $3.2M |
| Aug 2025 | $4.7M | $12.1M | −$7.4M |
C000002771 Assets Under Management
Net assets of Global Allocation 25/75 Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $658.45M |
| 2026-04-30 | $665.98M |
| 2026-01-31 | $662.99M |
| 2025-10-31 | $666.66M |
| 2025-07-31 | $651.13M |
| 2025-04-30 | $655.71M |
| 2025-01-31 | $665.47M |
| 2024-10-31 | $684.38M |
| 2024-07-31 | $692.33M |
| 2024-04-30 | $705.08M |
| 2024-01-31 | $718.58M |
| 2023-10-31 | $726.48M |
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.