C000027861 Performance — Series Z (Alpha Opportunity Series), Variable Annuity
Data updated: 2024-08-29
C000027861 returned +12.88% over one year to Jun 2024. Annualised returns are +5.01% over 3 years and +4.57% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $116, against $122 for the category, and to $113 over one year, against $119. Volatility over the past three years was 10.96% a year. In the 12 months to Jun 2024 the fund lost a net $433K, and assets reached $3.62M.
C000027861 Growth of $100
What $100 invested in Series Z (Alpha Opportunity Series) grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000027861 | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $113 | $119 |
| 3 years (Jul 2021 – Jun 2024) | $116 | $122 |
| 5 years (Jul 2019 – Jun 2024) | $125 | $174 |
C000027861 Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +12.88% |
| 3 years (annualised) | +5.01% |
| 5 years (annualised) | +4.57% |
C000027861 Annual Returns
Calendar-year total returns of Series Z (Alpha Opportunity Series), compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | +9.14% |
| 2023 | +8.38% |
| 2022 | −8.53% |
| 2021 | +13.81% |
| 2020 | +0.27% |
| 2019 (Jul–Dec) | +1.26% |
C000027861 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 | +7.6% | +0.8% | +3.2% | −0.8% | +1.5% | −3.1% | — | — | — | — | — | — |
| 2023 | +0.1% | +0.2% | +2.8% | 0.0% | −0.7% | +2.4% | +0.5% | +2.1% | +0.7% | −0.2% | −1.6% | +2.0% |
| 2022 | −3.3% | −3.3% | −1.3% | −2.5% | +5.7% | −2.7% | +1.5% | −6.5% | −2.8% | +6.2% | +2.0% | −1.1% |
| 2021 | +2.2% | −1.7% | +7.8% | −1.0% | +0.4% | −1.1% | +1.3% | +2.0% | −5.4% | −0.5% | +3.8% | +6.0% |
| 2020 | −5.2% | −3.8% | +0.5% | +4.1% | +1.1% | −0.6% | +1.3% | +1.0% | −1.5% | +0.1% | +3.8% | −0.3% |
| 2019 | — | — | — | — | — | — | −1.3% | −2.6% | +3.8% | −1.5% | +0.5% | +2.4% |
C000027861 Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 10.96%
- 3-year Sharpe ratio: 0.05 (vs 4.5% risk-free rate)
- Best month: +7.62% (Jan 2024)
- Worst month: −6.50% (Aug 2022)
C000027861 Fund Flows
Monthly money in and out of Series Z (Alpha Opportunity Series), from SEC Form N-PORT.
- 12-month net flow: −$433K
- 12-month gross sales (incl. reinvestments): $276K
- Sales ÷ redemptions: 0.39×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $551 | $102K | −$102K |
| May 2024 | $22K | $28K | −$6K |
| Apr 2024 | $6K | $59K | −$53K |
| Mar 2024 | $14K | $133K | −$120K |
| Feb 2024 | $207K | $55K | $152K |
| Jan 2024 | $797 | $59K | −$58K |
| Dec 2023 | $7K | $43K | −$36K |
| Nov 2023 | $11K | $99K | −$88K |
| Oct 2023 | $3K | $13K | −$10K |
| Sep 2023 | $389 | $53K | −$53K |
| Aug 2023 | $63 | $46K | −$46K |
| Jul 2023 | $5K | $18K | −$13K |
C000027861 Assets Under Management
Net assets of Series Z (Alpha Opportunity Series) by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-30 | $3.62M |
| 2024-03-31 | $3.88M |
| 2023-12-31 | $3.49M |
| 2023-09-30 | $3.62M |
| 2023-06-30 | $3.62M |
| 2023-03-31 | $3.68M |
| 2022-12-31 | $3.65M |
| 2022-09-30 | $3.50M |
| 2022-06-30 | $3.90M |
| 2022-03-31 | $4.03M |
| 2021-12-31 | $4.50M |
| 2021-09-30 | $4.30M |
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.