C000086272 Performance — The Commodity Returns Strategy Portfolio, HC Strategic Shares
Data updated: 2021-02-26
C000086272 returned −9.69% over one year to Dec 2020. Over one year the fund trailed its Commodities category average: $100 grew to $90, against $108 for the category. Volatility over the past 12 months was 37.71% a year. In the 12 months to Dec 2020 the fund took in a net $78.0M, and assets reached $13.58M.
C000086272 Growth of $100
What $100 invested in The Commodity Returns Strategy Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000086272 | Category average |
|---|---|---|
| 1 year (Jan 2020 – Dec 2020) | $90 | $108 |
| Since data start (Jul 2019 – Dec 2020) | $93 | $114 |
C000086272 Trailing Returns
Total returns to Dec 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −9.69% |
C000086272 Annual Returns
Calendar-year total returns of The Commodity Returns Strategy Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 | −9.69% |
| 2019 (Jul–Dec) | +3.19% |
C000086272 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −7.4% | −10.3% | −26.1% | +9.8% | +4.5% | +2.1% | +5.1% | +6.6% | −3.7% | −2.6% | +15.4% | +3.5% |
| 2019 | — | — | — | — | — | — | −2.8% | −5.1% | +3.7% | +1.6% | +0.8% | +5.3% |
C000086272 Risk
Risk measures from monthly returns over Jan 2020 – Dec 2020.
- 1-year volatility (annualised): 37.71%
- Best month: +15.45% (Nov 2020)
- Worst month: −26.14% (Mar 2020)
C000086272 Fund Flows
Monthly money in and out of The Commodity Returns Strategy Portfolio, from SEC Form N-PORT.
- 12-month net flow: $78.0M
- 12-month gross sales (incl. reinvestments): $1.1M
- Sales ÷ redemptions: -0.01×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2020 | $157 | −$10K | $10K |
| Nov 2020 | $156 | −$44K | $44K |
| Oct 2020 | $157 | −$561K | $561K |
| Sep 2020 | $251 | −$783K | $783K |
| Aug 2020 | $652 | −$176K | $176K |
| Jul 2020 | $237 | −$2.4M | $2.4M |
| Jun 2020 | $55K | −$497K | $552K |
| May 2020 | $1K | −$464K | $466K |
| Apr 2020 | $818 | −$6.9M | $6.9M |
| Mar 2020 | $841K | −$54.3M | $55.1M |
| Feb 2020 | $205K | −$5.8M | $6.0M |
| Jan 2020 | $277 | −$5.0M | $5.0M |
C000086272 Assets Under Management
Net assets of The Commodity Returns Strategy Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-12-31 | $13.58M |
| 2020-09-30 | $12.27M |
| 2020-06-30 | $14.51M |
| 2020-03-31 | $20.08M |
| 2019-12-31 | $126.87M |
| 2019-09-30 | $125.11M |
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.