C000078075 Performance — Small-Cap Value Portfolio, Class I
Data updated: 2026-08-11
C000078075 returned +22.49% year to date and +36.18% over one year to Jun 2026. Annualised returns are +14.00% over 3 years and +5.19% over 5 years. Against its US Small Value category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $148, against $153 for the category, and to $136 over one year, against $131. Volatility over the past three years was 19.60% a year. In the 12 months to Jun 2026 the fund lost a net $6.6M, and assets reached $438.07M.
C000078075 Growth of $100
What $100 invested in Small-Cap Value Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Value category average over the same months.
| Period | C000078075 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $136 | $131 |
| 3 years (Jul 2023 – Jun 2026) | $148 | $153 |
| 5 years (Jul 2021 – Jun 2026) | $129 | $149 |
| Since data start (Jul 2019 – Jun 2026) | $184 | $213 |
C000078075 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +22.49% |
| 1 year | +36.18% |
| 3 years (annualised) | +14.00% |
| 5 years (annualised) | +5.19% |
C000078075 Annual Returns
Calendar-year total returns of Small-Cap Value Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +22.49% |
| 2025 | +5.70% |
| 2024 | +6.20% |
| 2023 | +7.55% |
| 2022 | −16.81% |
| 2021 | +35.62% |
| 2020 | +3.42% |
| 2019 (Jul–Dec) | +6.80% |
C000078075 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 | +6.5% | +3.2% | −2.4% | +9.0% | +0.7% | +4.2% | — | — | — | — | — | — |
| 2025 | +2.1% | −5.3% | −6.2% | −5.1% | +6.7% | +3.6% | +0.9% | +7.8% | −0.5% | −2.4% | +3.9% | +1.3% |
| 2024 | −4.4% | +3.2% | +5.2% | −7.2% | +4.9% | −3.1% | +10.8% | −3.6% | +0.5% | −1.4% | +11.3% | −8.0% |
| 2023 | +9.4% | −1.5% | −7.7% | −3.7% | −4.0% | +8.5% | +5.7% | −4.2% | −5.6% | −6.2% | +7.7% | +11.6% |
| 2022 | −4.7% | +0.8% | −1.7% | −8.0% | +2.4% | −10.4% | +10.1% | −4.5% | −9.9% | +13.3% | +3.3% | −6.0% |
| 2021 | +3.0% | +14.3% | +6.7% | +3.6% | +3.5% | −3.7% | −2.6% | +2.9% | −0.8% | +3.7% | −3.7% | +5.4% |
| 2020 | −5.4% | −10.8% | −26.4% | +14.6% | +3.5% | +2.3% | +2.7% | +3.4% | −4.5% | +5.1% | +18.1% | +9.0% |
| 2019 | — | — | — | — | — | — | +1.5% | −6.7% | +4.7% | +1.1% | +3.7% | +2.8% |
C000078075 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 19.60%
- 3-year Sharpe ratio: 0.48 (vs 4.5% risk-free rate)
- Best month: +11.61% (Dec 2023)
- Worst month: −8.04% (Dec 2024)
C000078075 Fund Flows
Monthly money in and out of Small-Cap Value Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$6.6M
- 12-month gross sales (incl. reinvestments): $119.6M
- Sales ÷ redemptions: 0.95×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $24.5M | $8.9M | $15.6M |
| May 2026 | $1.1M | $5.9M | −$4.9M |
| Apr 2026 | $2.6M | $5.0M | −$2.4M |
| Mar 2026 | $44.9M | $6.3M | $38.5M |
| Feb 2026 | $41.7M | $4.2M | $37.5M |
| Jan 2026 | $452K | $3.7M | −$3.3M |
| Dec 2025 | $1.1M | $67.5M | −$66.5M |
| Nov 2025 | $614K | $4.4M | −$3.8M |
| Oct 2025 | $787K | $4.6M | −$3.8M |
| Sep 2025 | $581K | $6.5M | −$5.9M |
| Aug 2025 | $818K | $4.0M | −$3.1M |
| Jul 2025 | $646K | $5.2M | −$4.5M |
C000078075 Assets Under Management
Net assets of Small-Cap Value Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $438.07M |
| 2026-03-31 | $375.87M |
| 2025-12-31 | $282.84M |
| 2025-09-30 | $347.23M |
| 2025-06-30 | $333.53M |
| 2025-03-31 | $387.93M |
| 2024-12-31 | $347.58M |
| 2024-09-30 | $366.89M |
| 2024-06-30 | $274.27M |
| 2024-03-31 | $301.29M |
| 2023-12-31 | $291.21M |
| 2023-09-30 | $257.13M |
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.