C000016693 Performance — Brandes Separately Managed Account Reserve Trust
Data updated: 2024-08-27
C000016693 returned +8.00% over one year to Jun 2024. Annualised returns are +0.35% over 3 years and +2.01% over 5 years. The fund beat its Intermediate Corporate Bond category average: $100 invested three years ago grew to $101, against $94 for the category, and to $108 over one year, against $106. Volatility over the past three years was 7.58% a year. In the 12 months to Jun 2024 the fund took in a net $30.1M, and assets reached $160.03M.
C000016693 Growth of $100
What $100 invested in Brandes Separately Managed Account Reserve Trust grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Corporate Bond category average over the same months.
| Period | C000016693 | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $108 | $106 |
| 3 years (Jul 2021 – Jun 2024) | $101 | $94 |
| 5 years (Jul 2019 – Jun 2024) | $110 | $106 |
C000016693 Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +8.00% |
| 3 years (annualised) | +0.35% |
| 5 years (annualised) | +2.01% |
C000016693 Annual Returns
Calendar-year total returns of Brandes Separately Managed Account Reserve Trust, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | +2.19% |
| 2023 | +10.64% |
| 2022 | −11.18% |
| 2021 | +1.26% |
| 2020 | +6.87% |
| 2019 (Jul–Dec) | +1.64% |
C000016693 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 | −0.4% | +0.1% | +1.6% | −1.8% | +1.6% | +1.0% | — | — | — | — | — | — |
| 2023 | +3.8% | −1.7% | +2.2% | +1.2% | −1.4% | +0.7% | +0.5% | −0.4% | −2.0% | −1.1% | +4.7% | +4.0% |
| 2022 | −2.4% | −0.9% | −1.9% | −4.0% | +0.3% | −3.4% | +4.6% | −2.7% | −3.7% | +0.1% | +3.0% | −0.5% |
| 2021 | −0.1% | −1.2% | −0.7% | +1.1% | +0.1% | +1.4% | +1.1% | +0.3% | −0.8% | 0.0% | −0.1% | +0.1% |
| 2020 | +1.4% | +0.7% | −2.6% | +2.5% | +1.1% | +0.2% | +2.4% | −0.1% | +0.1% | −0.6% | +1.4% | +0.4% |
| 2019 | — | — | — | — | — | — | 0.0% | +2.0% | −0.7% | +0.1% | −0.4% | +0.6% |
C000016693 Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 7.58%
- 3-year Sharpe ratio: -0.55 (vs 4.5% risk-free rate)
- Best month: +4.66% (Nov 2023)
- Worst month: −3.95% (Apr 2022)
C000016693 Fund Flows
Monthly money in and out of Brandes Separately Managed Account Reserve Trust, from SEC Form N-PORT.
- 12-month net flow: $30.1M
- 12-month gross sales (incl. reinvestments): $37.6M
- Sales ÷ redemptions: 5.03×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $3.8M | $2.3M | $1.5M |
| May 2024 | $2.9M | $2.4M | $503K |
| Apr 2024 | $5.5M | $2.3M | $3.2M |
| Mar 2024 | $2.2M | $3.2M | −$1.0M |
| Feb 2024 | $3.2M | $8.1M | −$4.9M |
| Jan 2024 | $1.7M | $3.1M | −$1.4M |
| Dec 2023 | $2.9M | −$2.4M | $5.3M |
| Nov 2023 | $3.4M | −$2.4M | $5.8M |
| Oct 2023 | $3.3M | −$2.6M | $5.9M |
| Sep 2023 | $2.4M | −$1.0M | $3.4M |
| Aug 2023 | $4.0M | −$2.1M | $6.0M |
| Jul 2023 | $2.2M | −$3.6M | $5.8M |
C000016693 Assets Under Management
Net assets of Brandes Separately Managed Account Reserve Trust by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-28 | $160.03M |
| 2024-03-28 | $155.50M |
| 2023-12-29 | $162.57M |
| 2023-09-29 | $150.73M |
| 2023-06-30 | $153.49M |
| 2023-03-31 | $154.80M |
| 2022-12-30 | $149.66M |
| 2022-09-30 | $149.65M |
| 2022-06-30 | $155.06M |
| 2022-03-31 | $169.14M |
| 2021-12-31 | $180.66M |
| 2021-09-30 | $186.36M |
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.