C000042370 Performance — Trillium ESG Global Equity Fund, Institutional Class
Data updated: 2023-11-02
C000042370 returned +17.92% over one year to Sep 2023. The annualised 3-year return is +5.51%. The fund beat its Emerging Markets Equity category average: $100 invested three years ago grew to $117, against $100 for the category, and to $118 over one year, against $113. Volatility over the past three years was 18.80% a year. In the 12 months to Sep 2023 the fund took in a net $343.6M, and assets reached $825.77M.
C000042370 Growth of $100
What $100 invested in Trillium ESG Global Equity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | C000042370 | Category average |
|---|---|---|
| 1 year (Oct 2022 – Sep 2023) | $118 | $113 |
| 3 years (Oct 2020 – Sep 2023) | $117 | $100 |
| Since data start (Jan 2020 – Sep 2023) | $126 | $100 |
C000042370 Trailing Returns
Total returns to Sep 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +17.92% |
| 3 years (annualised) | +5.51% |
C000042370 Annual Returns
Calendar-year total returns of Trillium ESG Global Equity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Sep) | +6.14% |
| 2022 | −22.69% |
| 2021 | +22.55% |
| 2020 | +24.90% |
C000042370 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +7.6% | −2.4% | +3.2% | +1.8% | −1.6% | +5.5% | +2.4% | −3.5% | −6.3% | — | — | — |
| 2022 | −7.3% | −4.0% | +1.5% | −8.3% | −0.5% | −7.8% | +8.0% | −5.8% | −9.9% | +6.6% | +9.0% | −4.4% |
| 2021 | −0.7% | +2.0% | +2.6% | +3.8% | +2.4% | +2.5% | +2.6% | +3.0% | −4.8% | +6.4% | −2.5% | +3.8% |
| 2020 | −1.2% | −5.8% | −12.7% | +8.7% | +5.7% | +3.2% | +5.4% | +6.7% | −1.4% | −1.4% | +12.9% | +4.9% |
C000042370 Risk
Risk measures from monthly returns over Oct 2020 – Sep 2023.
- 3-year volatility (annualised): 18.80%
- 3-year Sharpe ratio: 0.05 (vs 4.5% risk-free rate)
- Best month: +12.90% (Nov 2020)
- Worst month: −9.91% (Sep 2022)
C000042370 Fund Flows
Monthly money in and out of Trillium ESG Global Equity Fund, from SEC Form N-PORT.
- 12-month net flow: $343.6M
- 12-month gross sales (incl. reinvestments): $173.0M
- Sales ÷ redemptions: -1.01×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2023 | $13.1M | −$6.9M | $20.1M |
| Aug 2023 | $9.4M | −$10.1M | $19.5M |
| Jul 2023 | $8.8M | −$16.3M | $25.1M |
| Jun 2023 | $11.8M | −$16.6M | $28.4M |
| May 2023 | $6.9M | −$9.8M | $16.8M |
| Apr 2023 | $7.6M | −$8.6M | $16.1M |
| Mar 2023 | $14.2M | −$11.5M | $25.8M |
| Feb 2023 | $12.0M | −$8.7M | $20.7M |
| Jan 2023 | $11.6M | −$9.8M | $21.4M |
| Dec 2022 | $52.1M | −$31.2M | $83.3M |
| Nov 2022 | $11.6M | −$17.8M | $29.4M |
| Oct 2022 | $13.8M | −$23.2M | $37.1M |
C000042370 Assets Under Management
Net assets of Trillium ESG Global Equity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-09-30 | $825.77M |
| 2023-06-30 | $893.89M |
| 2023-03-31 | $854.20M |
| 2022-12-31 | $780.55M |
| 2022-09-30 | $734.01M |
| 2022-06-30 | $840.58M |
| 2022-03-31 | $991.18M |
| 2021-12-31 | $1.07B |
| 2021-09-30 | $967.63M |
| 2021-06-30 | $916.65M |
| 2021-03-31 | $803.23M |
| 2020-12-31 | $753.76M |
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.