C000075565 Performance — AZL DFA Multi-Strategy Fund
Data updated: 2026-08-25
C000075565 returned +6.67% year to date and +14.65% over one year to Jun 2026. Annualised returns are +12.32% over 3 years and +6.72% over 5 years. The fund beat its Multistrategy category average: $100 invested three years ago grew to $142, against $124 for the category, and to $115 over one year, against $110. Volatility over the past three years was 9.18% a year. In the 12 months to Jun 2026 the fund lost a net $83.4M, and assets reached $607.17M.
C000075565 Growth of $100
What $100 invested in AZL DFA Multi-Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Multistrategy category average over the same months.
| Period | C000075565 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $115 | $110 |
| 3 years (Jul 2023 – Jun 2026) | $142 | $124 |
| 5 years (Jul 2021 – Jun 2026) | $138 | $124 |
| Since data start (Jul 2019 – Jun 2026) | $178 | $152 |
C000075565 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +6.67% |
| 1 year | +14.65% |
| 3 years (annualised) | +12.32% |
| 5 years (annualised) | +6.72% |
C000075565 Annual Returns
Calendar-year total returns of AZL DFA Multi-Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +6.67% |
| 2025 | +15.05% |
| 2024 | +9.04% |
| 2023 | +13.23% |
| 2022 | −11.40% |
| 2021 | +13.80% |
| 2020 | +10.65% |
| 2019 (Jul–Dec) | +5.60% |
C000075565 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 | +2.0% | +1.8% | −4.2% | +5.0% | +2.1% | 0.0% | — | — | — | — | — | — |
| 2025 | +2.1% | +0.5% | −2.3% | +0.1% | +3.2% | +3.3% | +0.6% | +2.6% | +1.9% | +0.8% | +0.9% | +0.5% |
| 2024 | −0.3% | +2.0% | +2.6% | −3.6% | +3.6% | +0.6% | +2.9% | +1.6% | +1.4% | −2.2% | +3.4% | −3.0% |
| 2023 | +4.8% | −1.4% | +0.6% | +0.5% | −1.6% | +4.0% | +2.4% | −1.9% | −3.7% | −2.9% | +6.9% | +5.5% |
| 2022 | −3.6% | −0.9% | 0.0% | −5.0% | +0.9% | −5.7% | +5.2% | −2.7% | −6.0% | +5.5% | +4.3% | −3.0% |
| 2021 | +0.4% | +3.1% | +2.6% | +2.5% | +1.1% | +0.1% | +0.6% | +1.2% | −2.5% | +2.5% | −1.4% | +2.7% |
| 2020 | −1.4% | −5.2% | −9.8% | +7.8% | +3.2% | +1.5% | +2.8% | +3.6% | −2.1% | −0.4% | +8.1% | +3.6% |
| 2019 | — | — | — | — | — | — | +0.4% | −1.8% | +1.6% | +1.5% | +1.8% | +2.0% |
C000075565 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.18%
- 3-year Sharpe ratio: 0.85 (vs 4.5% risk-free rate)
- Best month: +6.85% (Nov 2023)
- Worst month: −4.21% (Mar 2026)
C000075565 Fund Flows
Monthly money in and out of AZL DFA Multi-Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$83.4M
- 12-month gross sales (incl. reinvestments): $41.2M
- Sales ÷ redemptions: 0.33×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $334K | $10.1M | −$9.8M |
| May 2026 | $0 | $8.8M | −$8.8M |
| Apr 2026 | $9K | $9.8M | −$9.8M |
| Mar 2026 | $14K | $13.8M | −$13.8M |
| Feb 2026 | $9K | $11.7M | −$11.7M |
| Jan 2026 | $0 | $8.9M | −$8.9M |
| Dec 2025 | $36K | $10.0M | −$9.9M |
| Nov 2025 | $0 | $9.2M | −$9.2M |
| Oct 2025 | $40.4M | $12.9M | $27.5M |
| Sep 2025 | $115K | $9.0M | −$8.8M |
| Aug 2025 | $264K | $9.1M | −$8.8M |
| Jul 2025 | $0 | $11.2M | −$11.2M |
C000075565 Assets Under Management
Net assets of AZL DFA Multi-Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $607.17M |
| 2026-03-31 | $593.33M |
| 2025-12-31 | $630.41M |
| 2025-09-30 | $648.44M |
| 2025-06-30 | $644.91M |
| 2025-03-31 | $632.49M |
| 2024-12-31 | $660.76M |
| 2024-09-30 | $704.29M |
| 2024-06-30 | $691.28M |
| 2024-03-31 | $719.24M |
| 2023-12-31 | $718.83M |
| 2023-09-30 | $680.32M |
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.