C000010397 Performance — Russell 2000 1.5x Strategy Fund, Variable Annuity
Data updated: 2026-08-21
C000010397 returned +31.97% year to date and +57.79% over one year to Jun 2026. Annualised returns are +21.73% over 3 years and +4.52% over 5 years. The fund beat its Trading - Leveraged category average: $100 invested three years ago grew to $180, against $157 for the category, and to $158 over one year, against $121. Volatility over the past three years was 30.24% a year. In the 12 months to Jun 2026 the fund took in a net $1.8M, and assets reached $5.70M.
C000010397 Growth of $100
What $100 invested in Russell 2000 1.5x Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Trading - Leveraged category average over the same months.
| Period | C000010397 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $158 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $180 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $125 | $144 |
| Since data start (Jul 2019 – Jun 2026) | $205 | $165 |
C000010397 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +31.97% |
| 1 year | +57.79% |
| 3 years (annualised) | +21.73% |
| 5 years (annualised) | +4.52% |
C000010397 Annual Returns
Calendar-year total returns of Russell 2000 1.5x Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +31.97% |
| 2025 | +12.47% |
| 2024 | +10.96% |
| 2023 | +19.78% |
| 2022 | −33.45% |
| 2021 | +19.00% |
| 2020 | +20.04% |
| 2019 (Jul–Dec) | +9.13% |
C000010397 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 | +7.7% | +0.7% | −7.9% | +18.3% | +6.2% | +5.1% | — | — | — | — | — | — |
| 2025 | +3.4% | −8.2% | −10.5% | −4.6% | +7.6% | +7.9% | +2.1% | +10.4% | +4.3% | +2.2% | +0.9% | −1.4% |
| 2024 | −6.0% | +8.0% | +5.0% | −10.9% | +7.2% | −1.8% | +15.1% | −3.0% | +0.6% | −2.6% | +16.3% | −12.7% |
| 2023 | +14.7% | −2.9% | −7.7% | −3.1% | −1.8% | +11.8% | +8.9% | −7.8% | −9.1% | −10.6% | +13.4% | +18.4% |
| 2022 | −14.7% | +1.2% | +1.3% | −14.8% | −0.6% | −12.7% | +15.7% | −3.5% | −14.6% | +16.3% | +3.0% | −10.0% |
| 2021 | +7.4% | +9.1% | +0.9% | +3.0% | +0.1% | +2.7% | −5.6% | +3.1% | −4.5% | +6.1% | −6.5% | +3.0% |
| 2020 | −4.9% | −12.6% | −34.6% | +20.2% | +9.5% | +4.9% | +4.1% | +8.5% | −5.2% | +2.8% | +28.5% | +13.0% |
| 2019 | — | — | — | — | — | — | +0.6% | −7.8% | +2.9% | +3.6% | +5.9% | +4.1% |
C000010397 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 30.24%
- 3-year Sharpe ratio: 0.57 (vs 4.5% risk-free rate)
- Best month: +18.36% (Dec 2023)
- Worst month: −12.68% (Dec 2024)
C000010397 Fund Flows
Monthly money in and out of Russell 2000 1.5x Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: $1.8M
- 12-month gross sales (incl. reinvestments): $7.6M
- Sales ÷ redemptions: 1.32×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $1.6M | $1.4M | $263K |
| May 2026 | $1.4M | $726K | $680K |
| Apr 2026 | $1.1M | $188K | $960K |
| Mar 2026 | $205K | $938K | −$732K |
| Feb 2026 | $399K | $627K | −$228K |
| Jan 2026 | $1.2M | $271K | $944K |
| Dec 2025 | $181K | $138K | $42K |
| Nov 2025 | $16K | $381K | −$365K |
| Oct 2025 | $346K | $96K | $250K |
| Sep 2025 | $364K | $136K | $229K |
| Aug 2025 | $33K | $203K | −$171K |
| Jul 2025 | $655K | $693K | −$39K |
C000010397 Assets Under Management
Net assets of Russell 2000 1.5x Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $5.70M |
| 2026-03-31 | $2.76M |
| 2025-12-31 | $2.83M |
| 2025-09-30 | $2.88M |
| 2025-06-30 | $2.50M |
| 2025-03-31 | $2.48M |
| 2024-12-31 | $3.27M |
| 2024-09-30 | $3.38M |
| 2024-06-30 | $3.14M |
| 2024-03-31 | $3.51M |
| 2023-12-31 | $4.53M |
| 2023-09-30 | $3.12M |
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.