C000010398 Performance — Long Short Equity Fund, Variable Annuity
Data updated: 2024-08-29
C000010398 returned +15.16% over one year to Jun 2024. Annualised returns are +5.93% over 3 years and +7.62% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $119, against $122 for the category, and to $115 over one year, against $119. Volatility over the past three years was 14.47% a year. In the 12 months to Jun 2024 the fund took in a net $644K, and assets reached $28.05M.
C000010398 Growth of $100
What $100 invested in Long Short Equity 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 | C000010398 | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $115 | $119 |
| 3 years (Jul 2021 – Jun 2024) | $119 | $122 |
| 5 years (Jul 2019 – Jun 2024) | $144 | $174 |
C000010398 Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +15.16% |
| 3 years (annualised) | +5.93% |
| 5 years (annualised) | +7.62% |
C000010398 Annual Returns
Calendar-year total returns of Long Short Equity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | +10.72% |
| 2023 | +12.75% |
| 2022 | −14.39% |
| 2021 | +23.80% |
| 2020 | +4.93% |
| 2019 (Jul–Dec) | +3.96% |
C000010398 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 | +7.2% | +3.1% | +3.6% | −2.8% | +2.6% | −3.1% | — | — | — | — | — | — |
| 2023 | +2.1% | −0.7% | +3.7% | +0.1% | −1.0% | +4.1% | +1.0% | +0.8% | −0.9% | −1.3% | +1.4% | +3.0% |
| 2022 | −4.8% | −4.5% | −0.8% | −5.2% | +5.4% | −4.7% | +4.8% | −7.9% | −5.5% | +8.6% | +3.7% | −2.9% |
| 2021 | +1.9% | −1.0% | +9.5% | +0.6% | +0.6% | −0.4% | +2.2% | +2.8% | −6.8% | +1.7% | +3.4% | +8.0% |
| 2020 | −5.1% | −6.2% | −3.2% | +7.5% | +2.3% | −0.2% | +3.1% | +3.2% | −2.8% | −0.7% | +7.1% | +1.1% |
| 2019 | — | — | — | — | — | — | −1.0% | −3.0% | +4.1% | −0.6% | +1.4% | +3.2% |
C000010398 Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 14.47%
- 3-year Sharpe ratio: 0.10 (vs 4.5% risk-free rate)
- Best month: +8.55% (Oct 2022)
- Worst month: −7.94% (Aug 2022)
C000010398 Fund Flows
Monthly money in and out of Long Short Equity Fund, from SEC Form N-PORT.
- 12-month net flow: $644K
- 12-month gross sales (incl. reinvestments): $13.0M
- Sales ÷ redemptions: 1.05×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $219K | $944K | −$726K |
| May 2024 | $2.1M | $407K | $1.7M |
| Apr 2024 | $869K | $930K | −$60K |
| Mar 2024 | $1.6M | $1.4M | $252K |
| Feb 2024 | $627K | $739K | −$111K |
| Jan 2024 | $1.0M | $2.2M | −$1.2M |
| Dec 2023 | $77K | $657K | −$580K |
| Nov 2023 | $1.0M | $2.0M | −$953K |
| Oct 2023 | $3.6M | $694K | $2.9M |
| Sep 2023 | $216K | $564K | −$348K |
| Aug 2023 | $943K | $649K | $293K |
| Jul 2023 | $621K | $1.1M | −$513K |
C000010398 Assets Under Management
Net assets of Long Short Equity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-30 | $28.05M |
| 2024-03-31 | $28.14M |
| 2023-12-31 | $25.63M |
| 2023-09-30 | $23.45M |
| 2023-06-30 | $23.87M |
| 2023-03-31 | $22.71M |
| 2022-12-31 | $22.38M |
| 2022-09-30 | $20.70M |
| 2022-06-30 | $23.38M |
| 2022-03-31 | $24.42M |
| 2021-12-31 | $27.43M |
| 2021-09-30 | $24.66M |
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.