C000084882 Performance — Short Duration Plus Portfolio, Short Duration Plus Class
Data updated: 2024-02-27
C000084882 returned +3.96% over one year to Dec 2023. The annualised 3-year return is −0.25%. The fund trailed its Short-Term Government Bond category average: $100 invested three years ago grew to $99, against $100 for the category, and to $104 over one year, against $105. Volatility over the past three years was 2.19% a year. In the 12 months to Dec 2023 the fund lost a net $177.9M, and assets reached $116.92M.
C000084882 Growth of $100
What $100 invested in Short Duration Plus Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Short-Term Government Bond category average over the same months.
| Period | C000084882 | Category average |
|---|---|---|
| 1 year (Jan 2023 – Dec 2023) | $104 | $105 |
| 3 years (Jan 2021 – Dec 2023) | $99 | $100 |
| Since data start (Jul 2019 – Dec 2023) | $102 | $106 |
C000084882 Trailing Returns
Total returns to Dec 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +3.96% |
| 3 years (annualised) | −0.25% |
C000084882 Annual Returns
Calendar-year total returns of Short Duration Plus Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 | +3.96% |
| 2022 | −4.15% |
| 2021 | −0.39% |
| 2020 | +1.37% |
| 2019 (Jul–Dec) | +1.08% |
C000084882 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +0.6% | −0.7% | +1.5% | +0.3% | −0.4% | −0.7% | +0.4% | +0.3% | −0.1% | +0.1% | +1.3% | +1.4% |
| 2022 | −0.6% | −0.4% | −1.6% | −0.5% | +0.4% | −0.7% | +0.3% | −0.4% | −1.2% | −0.4% | +0.5% | +0.3% |
| 2021 | +0.2% | −0.1% | 0.0% | +0.1% | +0.1% | −0.2% | +0.1% | 0.0% | −0.1% | −0.2% | 0.0% | −0.2% |
| 2020 | +0.4% | +0.7% | −0.7% | +0.1% | +0.3% | +0.4% | +0.1% | 0.0% | 0.0% | 0.0% | 0.0% | −0.1% |
| 2019 | — | — | — | — | — | — | −0.1% | +0.6% | 0.0% | +0.2% | +0.1% | +0.2% |
C000084882 Risk
Risk measures from monthly returns over Jan 2021 – Dec 2023.
- 3-year volatility (annualised): 2.19%
- 3-year Sharpe ratio: -2.17 (vs 4.5% risk-free rate)
- Best month: +1.48% (Mar 2023)
- Worst month: −1.62% (Mar 2022)
C000084882 Fund Flows
Monthly money in and out of Short Duration Plus Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$177.9M
- 12-month gross sales (incl. reinvestments): $62.4M
- Sales ÷ redemptions: 0.26×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2023 | $54K | $60.8M | −$60.7M |
| Nov 2023 | $99K | $34.2M | −$34.1M |
| Oct 2023 | $1.7M | $13.2M | −$11.5M |
| Sep 2023 | $1.5M | $8.7M | −$7.2M |
| Aug 2023 | $2.5M | $11.2M | −$8.7M |
| Jul 2023 | $16.8M | $7.6M | $9.2M |
| Jun 2023 | $2.6M | $23.3M | −$20.7M |
| May 2023 | $3.4M | $38.7M | −$35.3M |
| Apr 2023 | $2.9M | $3.0M | −$124K |
| Mar 2023 | $7.8M | $20.3M | −$12.5M |
| Feb 2023 | $7.8M | $4.9M | $2.9M |
| Jan 2023 | $15.4M | $14.5M | $878K |
C000084882 Assets Under Management
Net assets of Short Duration Plus Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-12-31 | $116.92M |
| 2023-09-30 | $220.42M |
| 2023-06-30 | $227.97M |
| 2023-03-31 | $288.50M |
| 2022-12-31 | $295.39M |
| 2022-09-30 | $339.60M |
| 2022-06-30 | $265.55M |
| 2022-03-31 | $235.18M |
| 2021-12-31 | $241.17M |
| 2021-09-30 | $262.17M |
| 2021-06-30 | $265.88M |
| 2021-03-31 | $279.23M |
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.