C000056039 Performance — Large Cap Value Fund, Class I
Data updated: 2026-08-21
C000056039 returned +7.80% year to date and +11.87% over one year to Jun 2026. Annualised returns are +9.54% over 3 years and +6.02% over 5 years. The fund trailed its US Large Value category average: $100 invested three years ago grew to $131, against $158 for the category, and to $112 over one year, against $121. Volatility over the past three years was 11.98% a year. In the 12 months to Jun 2026 the fund lost a net $14.0M, and assets reached $156.73M.
C000056039 Growth of $100
What $100 invested in Large Cap Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | C000056039 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $112 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $131 | $158 |
| 5 years (Jul 2021 – Jun 2026) | $134 | $165 |
| Since data start (Jul 2019 – Jun 2026) | $156 | $223 |
C000056039 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.80% |
| 1 year | +11.87% |
| 3 years (annualised) | +9.54% |
| 5 years (annualised) | +6.02% |
C000056039 Annual Returns
Calendar-year total returns of Large Cap Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +7.80% |
| 2025 | +8.50% |
| 2024 | +8.01% |
| 2023 | +2.56% |
| 2022 | −4.90% |
| 2021 | +22.35% |
| 2020 | −3.99% |
| 2019 (Jul–Dec) | +7.46% |
C000056039 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.2% | +4.2% | −4.3% | +2.8% | −1.0% | −0.1% | — | — | — | — | — | — |
| 2025 | +3.5% | +2.0% | −2.2% | −4.5% | +3.5% | +2.3% | +0.3% | +3.8% | −0.2% | −2.3% | +2.6% | −0.4% |
| 2024 | −1.9% | +1.8% | +3.9% | −4.9% | +2.1% | −1.2% | +5.5% | +3.3% | +1.2% | +0.7% | +4.6% | −6.7% |
| 2023 | +2.7% | −4.6% | −0.1% | +0.5% | −5.7% | +6.3% | +4.5% | −2.4% | −4.7% | −3.2% | +5.7% | +4.7% |
| 2022 | −2.3% | −1.7% | +4.5% | −5.3% | +2.4% | −7.2% | +3.0% | −2.5% | −8.1% | +10.6% | +6.6% | −3.2% |
| 2021 | −2.6% | +2.1% | +7.9% | +2.4% | +4.5% | −1.9% | +2.2% | +1.7% | −4.6% | +4.9% | −2.2% | +6.9% |
| 2020 | −2.2% | −9.6% | −17.1% | +10.1% | +3.0% | 0.0% | +4.7% | +3.4% | −2.1% | −1.8% | +8.5% | +2.4% |
| 2019 | — | — | — | — | — | — | +1.6% | −0.1% | +0.2% | −1.0% | +3.0% | +3.6% |
C000056039 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 11.98%
- 3-year Sharpe ratio: 0.42 (vs 4.5% risk-free rate)
- Best month: +6.19% (Jan 2026)
- Worst month: −6.65% (Dec 2024)
C000056039 Fund Flows
Monthly money in and out of Large Cap Value Fund, from SEC Form N-PORT.
- 12-month net flow: −$14.0M
- 12-month gross sales (incl. reinvestments): $15.5M
- Sales ÷ redemptions: 0.53×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $415K | $2.1M | −$1.6M |
| May 2026 | $96K | $2.9M | −$2.8M |
| Apr 2026 | $70K | $6.6M | −$6.5M |
| Mar 2026 | $660K | $2.1M | −$1.4M |
| Feb 2026 | $489K | $2.4M | −$1.9M |
| Jan 2026 | $281K | $2.1M | −$1.8M |
| Dec 2025 | $12.6M | $1.9M | $10.7M |
| Nov 2025 | $120K | $2.3M | −$2.2M |
| Oct 2025 | $114K | $1.9M | −$1.8M |
| Sep 2025 | $417K | $1.3M | −$865K |
| Aug 2025 | $208K | $1.8M | −$1.6M |
| Jul 2025 | $95K | $2.2M | −$2.1M |
C000056039 Assets Under Management
Net assets of Large Cap Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $156.73M |
| 2026-03-31 | $165.04M |
| 2025-12-31 | $160.61M |
| 2025-09-30 | $166.73M |
| 2025-06-30 | $164.88M |
| 2025-03-31 | $179.50M |
| 2024-12-31 | $178.52M |
| 2024-09-30 | $187.10M |
| 2024-06-30 | $174.74M |
| 2024-03-31 | $190.77M |
| 2023-12-31 | $187.92M |
| 2023-09-30 | $181.14M |
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.