C000078087 Performance — Small-Cap Equity Portfolio, Class I
Data updated: 2026-08-11
C000078087 returned +21.03% year to date and +34.14% over one year to Jun 2026. Annualised returns are +16.01% over 3 years and +7.62% over 5 years. Against its US Small Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $156, against $156 for the category, and to $134 over one year, against $133. Volatility over the past three years was 18.93% a year. In the 12 months to Jun 2026 the fund lost a net $161.8M, and assets reached $319.14M.
C000078087 Growth of $100
What $100 invested in Small-Cap Equity Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | C000078087 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $134 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $156 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $144 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $207 | $209 |
C000078087 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +21.03% |
| 1 year | +34.14% |
| 3 years (annualised) | +16.01% |
| 5 years (annualised) | +7.62% |
C000078087 Annual Returns
Calendar-year total returns of Small-Cap Equity Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +21.03% |
| 2025 | +7.82% |
| 2024 | +9.69% |
| 2023 | +12.97% |
| 2022 | −12.91% |
| 2021 | +26.46% |
| 2020 | +5.43% |
| 2019 (Jul–Dec) | +10.25% |
C000078087 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 | +7.8% | +2.8% | −5.9% | +9.3% | +1.8% | +4.3% | — | — | — | — | — | — |
| 2025 | +2.1% | −2.2% | −6.8% | −4.6% | +5.1% | +4.3% | +1.7% | +6.3% | −0.3% | −0.8% | +2.3% | +1.4% |
| 2024 | −3.6% | +3.2% | +4.5% | −5.9% | +4.8% | −2.0% | +11.9% | −1.6% | −0.5% | −1.3% | +10.2% | −8.5% |
| 2023 | +9.3% | −2.1% | −5.9% | −2.4% | −2.9% | +8.5% | +6.0% | −4.2% | −5.3% | −5.6% | +8.0% | +11.2% |
| 2022 | −4.6% | +1.5% | +0.3% | −7.4% | +2.3% | −10.4% | +9.4% | −3.6% | −9.2% | +12.3% | +4.2% | −5.6% |
| 2021 | +3.3% | +10.4% | +5.9% | +2.4% | +2.4% | −2.6% | −2.6% | +2.8% | −2.4% | +3.1% | −3.4% | +5.3% |
| 2020 | −4.9% | −10.3% | −22.7% | +12.2% | +4.4% | +3.1% | +2.3% | +4.4% | −5.0% | +3.5% | +17.3% | +7.3% |
| 2019 | — | — | — | — | — | — | +0.9% | −4.5% | +5.5% | +2.8% | +2.0% | +3.4% |
C000078087 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 18.93%
- 3-year Sharpe ratio: 0.61 (vs 4.5% risk-free rate)
- Best month: +11.91% (Jul 2024)
- Worst month: −8.45% (Dec 2024)
C000078087 Fund Flows
Monthly money in and out of Small-Cap Equity Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$161.8M
- 12-month gross sales (incl. reinvestments): $100.7M
- Sales ÷ redemptions: 0.38×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $26.5M | $5.5M | $21.0M |
| May 2026 | $1.5M | $3.5M | −$2.0M |
| Apr 2026 | $1.3M | $3.8M | −$2.5M |
| Mar 2026 | $994K | $53.4M | −$52.5M |
| Feb 2026 | $55.7M | $5.1M | $50.5M |
| Jan 2026 | $1.9M | $3.1M | −$1.3M |
| Dec 2025 | $827K | $103.2M | −$102.4M |
| Nov 2025 | $616K | $4.4M | −$3.8M |
| Oct 2025 | $1.4M | $5.2M | −$3.8M |
| Sep 2025 | $3.7M | $63.2M | −$59.5M |
| Aug 2025 | $1.0M | $5.4M | −$4.3M |
| Jul 2025 | $5.3M | $6.6M | −$1.3M |
C000078087 Assets Under Management
Net assets of Small-Cap Equity Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $319.14M |
| 2026-03-31 | $260.28M |
| 2025-12-31 | $255.69M |
| 2025-09-30 | $355.85M |
| 2025-06-30 | $391.25M |
| 2025-03-31 | $425.89M |
| 2024-12-31 | $411.38M |
| 2024-09-30 | $271.99M |
| 2024-06-30 | $258.33M |
| 2024-03-31 | $206.83M |
| 2023-12-31 | $238.18M |
| 2023-09-30 | $205.03M |
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.