C000077115 Performance — EQ/400 Managed Volatility Portfolio, Class IB
Data updated: 2026-08-25
C000077115 returned +16.95% year to date and +25.09% over one year to Jun 2026. Annualised returns are +13.24% over 3 years and +7.04% over 5 years. Against its US Mid-Cap Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $145, against $150 for the category, and to $125 over one year, against $122. Volatility over the past three years was 16.10% a year. In the 12 months to Jun 2026 the fund lost a net $43.1M, and assets reached $837.30M.
C000077115 Growth of $100
What $100 invested in EQ/400 Managed Volatility Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | C000077115 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $125 | $122 |
| 3 years (Jul 2023 – Jun 2026) | $145 | $150 |
| 5 years (Jul 2021 – Jun 2026) | $141 | $147 |
| Since data start (Jul 2019 – Jun 2026) | $199 | $208 |
C000077115 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +16.95% |
| 1 year | +25.09% |
| 3 years (annualised) | +13.24% |
| 5 years (annualised) | +7.04% |
C000077115 Annual Returns
Calendar-year total returns of EQ/400 Managed Volatility Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +16.95% |
| 2025 | +3.31% |
| 2024 | +12.88% |
| 2023 | +15.44% |
| 2022 | −15.50% |
| 2021 | +23.63% |
| 2020 | +13.47% |
| 2019 (Jul–Dec) | +6.55% |
C000077115 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 | +4.0% | +4.1% | −5.4% | +7.8% | +2.4% | +3.5% | — | — | — | — | — | — |
| 2025 | +3.7% | −4.4% | −5.6% | −4.9% | +4.8% | +3.5% | +1.6% | +3.3% | +0.4% | −0.6% | +2.1% | 0.0% |
| 2024 | −1.8% | +5.9% | +5.5% | −6.1% | +4.3% | −1.6% | +5.7% | −0.2% | +1.1% | −0.8% | +8.8% | −7.3% |
| 2023 | +9.2% | −1.9% | −3.3% | −0.9% | −3.3% | +9.1% | +4.1% | −3.0% | −5.3% | −5.4% | +8.4% | +8.6% |
| 2022 | −7.5% | +0.9% | +0.9% | −7.2% | +0.5% | −9.7% | +10.7% | −3.2% | −9.2% | +9.5% | +6.0% | −5.6% |
| 2021 | +1.4% | +6.8% | +4.6% | +4.4% | +0.1% | −1.1% | +0.3% | +1.9% | −4.0% | +5.8% | −3.0% | +5.0% |
| 2020 | −2.7% | −9.7% | −13.0% | +8.2% | +5.4% | +0.5% | +4.5% | +3.5% | −3.3% | +2.1% | +13.8% | +6.4% |
| 2019 | — | — | — | — | — | — | +1.1% | −4.2% | +3.0% | +1.0% | +2.9% | +2.7% |
C000077115 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 16.10%
- 3-year Sharpe ratio: 0.54 (vs 4.5% risk-free rate)
- Best month: +8.77% (Nov 2024)
- Worst month: −7.27% (Dec 2024)
C000077115 Fund Flows
Monthly money in and out of EQ/400 Managed Volatility Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$43.1M
- 12-month gross sales (incl. reinvestments): $80.7M
- Sales ÷ redemptions: 0.65×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $891K | $12.1M | −$11.2M |
| May 2026 | $1.2M | $8.9M | −$7.7M |
| Apr 2026 | $1.4M | $11.1M | −$9.7M |
| Mar 2026 | $1.1M | $11.9M | −$10.9M |
| Feb 2026 | $748K | $11.2M | −$10.5M |
| Jan 2026 | $556K | $10.0M | −$9.5M |
| Dec 2025 | $51.8M | $12.9M | $39.0M |
| Nov 2025 | $949K | $9.2M | −$8.3M |
| Oct 2025 | $19.1M | $9.6M | $9.4M |
| Sep 2025 | $817K | $9.6M | −$8.8M |
| Aug 2025 | $868K | $7.7M | −$6.9M |
| Jul 2025 | $1.3M | $9.4M | −$8.1M |
C000077115 Assets Under Management
Net assets of EQ/400 Managed Volatility Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $837.30M |
| 2026-03-31 | $759.28M |
| 2025-12-31 | $770.50M |
| 2025-09-30 | $787.38M |
| 2025-06-30 | $769.58M |
| 2025-03-31 | $768.61M |
| 2024-12-31 | $849.24M |
| 2024-09-30 | $891.47M |
| 2024-06-30 | $857.66M |
| 2024-03-31 | $918.36M |
| 2023-12-31 | $857.26M |
| 2023-09-30 | $782.01M |
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.