C000022321 Performance — International Equity Portfolio, Class S
Data updated: 2024-05-16
C000022321 returned +11.39% over one year to Mar 2024. The annualised 3-year return is +0.71%. The fund trailed its Europe Equity category average: $100 invested three years ago grew to $102, against $110 for the category, and to $111 over one year, against $115. Volatility over the past three years was 17.85% a year. In the 12 months to Mar 2024 the fund lost a net $313K, and assets reached $34.40M.
C000022321 Growth of $100
What $100 invested in International Equity Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Europe Equity category average over the same months.
| Period | C000022321 | Category average |
|---|---|---|
| 1 year (Apr 2023 – Mar 2024) | $111 | $115 |
| 3 years (Apr 2021 – Mar 2024) | $102 | $110 |
| Since data start (Jul 2019 – Mar 2024) | $130 | $135 |
C000022321 Trailing Returns
Total returns to Mar 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +11.39% |
| 3 years (annualised) | +0.71% |
C000022321 Annual Returns
Calendar-year total returns of International Equity Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Mar) | +4.98% |
| 2023 | +13.29% |
| 2022 | −22.70% |
| 2021 | +13.36% |
| 2020 | +12.58% |
| 2019 (Jul–Dec) | +10.39% |
C000022321 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% | +1.8% | +3.5% | — | — | — | — | — | — | — | — | — |
| 2023 | +8.0% | −3.4% | +2.3% | +2.9% | −4.6% | +3.9% | +2.3% | −2.8% | −5.2% | −2.6% | +8.0% | +4.8% |
| 2022 | −6.8% | −4.1% | −2.0% | −6.6% | +0.1% | −9.4% | +7.0% | −7.2% | −8.5% | +5.6% | +10.9% | −2.2% |
| 2021 | −1.8% | +1.2% | +2.7% | +4.4% | +4.3% | −1.0% | +2.1% | +2.8% | −4.7% | +2.7% | −4.5% | +5.1% |
| 2020 | −2.8% | −6.7% | −16.3% | +10.0% | +7.1% | +3.0% | +5.3% | +4.4% | −0.8% | −4.8% | +12.3% | +4.8% |
| 2019 | — | — | — | — | — | — | −1.1% | −1.2% | +2.4% | +3.9% | +2.5% | +3.6% |
C000022321 Risk
Risk measures from monthly returns over Apr 2021 – Mar 2024.
- 3-year volatility (annualised): 17.85%
- 3-year Sharpe ratio: -0.21 (vs 4.5% risk-free rate)
- Best month: +10.94% (Nov 2022)
- Worst month: −9.40% (Jun 2022)
C000022321 Fund Flows
Monthly money in and out of International Equity Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$313K
- 12-month gross sales (incl. reinvestments): $4.6M
- Sales ÷ redemptions: 0.94×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2024 | $1.5M | $1.4M | $6K |
| Feb 2024 | $17K | $389K | −$372K |
| Jan 2024 | $13K | $318K | −$304K |
| Dec 2023 | $2.8M | $307K | $2.5M |
| Nov 2023 | $5K | $396K | −$391K |
| Oct 2023 | $249K | $273K | −$24K |
| Sep 2023 | $38K | $254K | −$216K |
| Aug 2023 | $4K | $299K | −$295K |
| Jul 2023 | $51K | $219K | −$168K |
| Jun 2023 | $2K | $349K | −$347K |
| May 2023 | $20K | $262K | −$242K |
| Apr 2023 | $2K | $440K | −$438K |
C000022321 Assets Under Management
Net assets of International Equity Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-03-31 | $34.40M |
| 2023-12-31 | $34.80M |
| 2023-09-30 | $29.90M |
| 2023-06-30 | $32.37M |
| 2023-03-31 | $32.69M |
| 2022-12-31 | $31.95M |
| 2022-09-30 | $30.40M |
| 2022-06-30 | $32.54M |
| 2022-03-31 | $39.15M |
| 2021-12-31 | $40.33M |
| 2021-09-30 | $56.23M |
| 2021-06-30 | $93.39M |
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.