C000069235 Performance — Global Managed Futures Strategy Fund, Variable Annuity
Data updated: 2026-08-21
C000069235 returned +5.23% year to date and +13.53% over one year to Jun 2026. Annualised returns are +3.27% over 3 years and +3.95% over 5 years. The fund trailed its Commodities category average: $100 invested three years ago grew to $110, against $165 for the category, and to $114 over one year, against $130. Volatility over the past three years was 7.24% a year. In the 12 months to Jun 2026 the fund lost a net $23K, and assets reached $12.56M.
C000069235 Growth of $100
What $100 invested in Global Managed Futures Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000069235 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $114 | $130 |
| 3 years (Jul 2023 – Jun 2026) | $110 | $165 |
| 5 years (Jul 2021 – Jun 2026) | $121 | $171 |
| Since data start (Jul 2019 – Jun 2026) | $134 | $213 |
C000069235 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +5.23% |
| 1 year | +13.53% |
| 3 years (annualised) | +3.27% |
| 5 years (annualised) | +3.95% |
C000069235 Annual Returns
Calendar-year total returns of Global Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +5.23% |
| 2025 | +3.65% |
| 2024 | +0.37% |
| 2023 | +3.80% |
| 2022 | +11.28% |
| 2021 | +0.94% |
| 2020 | +2.60% |
| 2019 (Jul–Dec) | +2.09% |
C000069235 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 | +3.3% | +2.9% | −0.1% | +1.6% | −1.2% | −1.3% | — | — | — | — | — | — |
| 2025 | −0.2% | −4.3% | −0.6% | +0.4% | 0.0% | +0.9% | −0.3% | +1.8% | +3.5% | +1.3% | +0.4% | +1.1% |
| 2024 | +2.9% | +4.8% | +1.1% | −2.2% | +0.1% | −1.8% | −1.4% | −3.5% | −1.0% | −2.8% | +1.9% | +2.7% |
| 2023 | −0.2% | +3.2% | −4.0% | +2.5% | +1.1% | +0.7% | +2.0% | −1.0% | +2.7% | −1.0% | −1.9% | −0.1% |
| 2022 | +3.1% | +0.2% | +7.4% | +5.9% | +0.4% | −3.4% | −5.1% | +3.8% | +3.5% | +0.3% | −5.2% | +0.6% |
| 2021 | −0.4% | +2.5% | +0.7% | +2.0% | +1.9% | −1.6% | −0.4% | 0.0% | −1.2% | +0.3% | −1.6% | −1.2% |
| 2020 | +1.9% | −0.1% | −0.6% | +0.7% | −0.6% | −0.5% | +2.4% | −1.5% | −1.0% | −2.6% | +1.8% | +2.9% |
| 2019 | — | — | — | — | — | — | +2.6% | +5.2% | −2.4% | −1.9% | +0.9% | −2.1% |
C000069235 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 7.24%
- 3-year Sharpe ratio: -0.17 (vs 4.5% risk-free rate)
- Best month: +4.81% (Feb 2024)
- Worst month: −4.30% (Feb 2025)
C000069235 Fund Flows
Monthly money in and out of Global Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$23K
- 12-month gross sales (incl. reinvestments): $3.2M
- Sales ÷ redemptions: 0.99×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $144K | $228K | −$84K |
| May 2026 | $578K | $308K | $270K |
| Apr 2026 | $389K | $493K | −$104K |
| Mar 2026 | $76K | $190K | −$114K |
| Feb 2026 | $60K | $157K | −$97K |
| Jan 2026 | $41K | $300K | −$259K |
| Dec 2025 | $144K | $73K | $71K |
| Nov 2025 | $164K | $176K | −$12K |
| Oct 2025 | $304K | $607K | −$303K |
| Sep 2025 | $614K | $134K | $480K |
| Aug 2025 | $155K | $206K | −$50K |
| Jul 2025 | $559K | $379K | $180K |
C000069235 Assets Under Management
Net assets of Global Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $12.56M |
| 2026-03-31 | $12.61M |
| 2025-12-31 | $12.33M |
| 2025-09-30 | $12.24M |
| 2025-06-30 | $11.27M |
| 2025-03-31 | $10.67M |
| 2024-12-31 | $12.44M |
| 2024-09-30 | $12.53M |
| 2024-06-30 | $13.91M |
| 2024-03-31 | $14.70M |
| 2023-12-31 | $14.53M |
| 2023-09-30 | $15.40M |
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.