C000078113 Performance — Mid-Cap Plus Bond Alpha Portfolio, Class I
Data updated: 2026-08-11
C000078113 returned +14.30% year to date and +19.18% over one year to Jun 2026. Annualised returns are +15.45% over 3 years and +7.13% over 5 years. Against its US Mid-Cap Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $154, against $150 for the category, and to $119 over one year, against $122. Volatility over the past three years was 15.22% a year. In the 12 months to Jun 2026 the fund lost a net $81.2M, and assets reached $824.51M.
C000078113 Growth of $100
What $100 invested in Mid-Cap Plus Bond Alpha 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 | C000078113 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $119 | $122 |
| 3 years (Jul 2023 – Jun 2026) | $154 | $150 |
| 5 years (Jul 2021 – Jun 2026) | $141 | $147 |
| Since data start (Jul 2019 – Jun 2026) | $211 | $208 |
C000078113 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.30% |
| 1 year | +19.18% |
| 3 years (annualised) | +15.45% |
| 5 years (annualised) | +7.13% |
C000078113 Annual Returns
Calendar-year total returns of Mid-Cap Plus Bond Alpha Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +14.30% |
| 2025 | +9.01% |
| 2024 | +14.95% |
| 2023 | +15.34% |
| 2022 | −17.25% |
| 2021 | +16.41% |
| 2020 | +27.49% |
| 2019 (Jul–Dec) | +4.19% |
C000078113 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 | +2.8% | +3.8% | −5.7% | +7.3% | +2.8% | +3.0% | — | — | — | — | — | — |
| 2025 | +4.3% | −4.3% | −5.5% | −0.1% | +6.7% | +4.0% | +1.7% | +2.4% | +0.8% | −0.9% | +0.7% | −0.4% |
| 2024 | −1.4% | +5.6% | +4.3% | −5.3% | +2.9% | −0.9% | +4.8% | +1.9% | +2.2% | −0.6% | +8.8% | −7.2% |
| 2023 | +6.7% | −3.1% | −1.4% | +0.1% | −2.6% | +8.1% | +3.1% | −3.6% | −4.1% | −5.0% | +9.9% | +7.8% |
| 2022 | −7.0% | +2.4% | +4.3% | −7.5% | 0.0% | −10.2% | +6.2% | −2.9% | −8.5% | +6.7% | +4.5% | −4.6% |
| 2021 | −0.1% | +7.4% | +1.3% | +3.8% | −0.3% | +0.2% | +0.6% | +1.5% | −3.5% | +6.8% | −4.9% | +3.1% |
| 2020 | −0.8% | −9.0% | −17.1% | +13.9% | +8.8% | +3.4% | +6.6% | +4.6% | −2.0% | +0.7% | +12.9% | +7.1% |
| 2019 | — | — | — | — | — | — | +1.4% | −3.1% | +1.2% | +1.1% | +1.7% | +2.0% |
C000078113 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 15.22%
- 3-year Sharpe ratio: 0.72 (vs 4.5% risk-free rate)
- Best month: +9.90% (Nov 2023)
- Worst month: −7.18% (Dec 2024)
C000078113 Fund Flows
Monthly money in and out of Mid-Cap Plus Bond Alpha Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$81.2M
- 12-month gross sales (incl. reinvestments): $45.8M
- Sales ÷ redemptions: 0.36×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $44K | $9.5M | −$9.4M |
| May 2026 | $357K | $3.3M | −$2.9M |
| Apr 2026 | $501K | $5.6M | −$5.1M |
| Mar 2026 | $592K | $18.3M | −$17.7M |
| Feb 2026 | $39.8M | $45.3M | −$5.5M |
| Jan 2026 | $843K | $6.6M | −$5.7M |
| Dec 2025 | $824K | $8.9M | −$8.1M |
| Nov 2025 | $185K | $2.5M | −$2.3M |
| Oct 2025 | $1.7M | $4.4M | −$2.7M |
| Sep 2025 | $494K | $4.2M | −$3.7M |
| Aug 2025 | $78K | $4.0M | −$3.9M |
| Jul 2025 | $331K | $14.4M | −$14.1M |
C000078113 Assets Under Management
Net assets of Mid-Cap Plus Bond Alpha Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $824.51M |
| 2026-03-31 | $741.77M |
| 2025-12-31 | $765.53M |
| 2025-09-30 | $783.11M |
| 2025-06-30 | $767.51M |
| 2025-03-31 | $714.85M |
| 2024-12-31 | $606.00M |
| 2024-09-30 | $611.62M |
| 2024-06-30 | $572.04M |
| 2024-03-31 | $599.06M |
| 2023-12-31 | $607.90M |
| 2023-09-30 | $554.83M |
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.