C000098939 Performance — Portfolio Optimization Conservative Portfolio, Class I
Data updated: 2026-08-11
C000098939 returned +3.47% year to date and +8.38% over one year to Jun 2026. Annualised returns are +8.02% over 3 years and +2.82% over 5 years. The fund trailed its US Blend category average: $100 invested three years ago grew to $126, against $149 for the category, and to $108 over one year, against $121. Volatility over the past three years was 6.36% a year. In the 12 months to Jun 2026 the fund lost a net $138.0M, and assets reached $880.67M.
C000098939 Growth of $100
What $100 invested in Portfolio Optimization Conservative Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Blend category average over the same months.
| Period | C000098939 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $108 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $126 | $149 |
| 5 years (Jul 2021 – Jun 2026) | $115 | $143 |
| Since data start (Jul 2019 – Jun 2026) | $130 | $177 |
C000098939 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.47% |
| 1 year | +8.38% |
| 3 years (annualised) | +8.02% |
| 5 years (annualised) | +2.82% |
C000098939 Annual Returns
Calendar-year total returns of Portfolio Optimization Conservative Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +3.47% |
| 2025 | +9.99% |
| 2024 | +6.38% |
| 2023 | +9.23% |
| 2022 | −13.66% |
| 2021 | +2.21% |
| 2020 | +7.89% |
| 2019 (Jul–Dec) | +3.35% |
C000098939 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 | +1.0% | +1.3% | −3.0% | +2.6% | +1.2% | +0.3% | — | — | — | — | — | — |
| 2025 | +1.5% | +0.9% | −1.4% | 0.0% | +1.6% | +2.4% | +0.4% | +1.6% | +1.3% | +0.7% | +0.6% | +0.1% |
| 2024 | +0.2% | +0.7% | +1.6% | −2.7% | +2.1% | +1.1% | +2.2% | +1.6% | +1.4% | −1.9% | +2.3% | −2.3% |
| 2023 | +3.9% | −2.2% | +1.9% | +0.7% | −1.1% | +1.6% | +1.0% | −1.1% | −2.8% | −1.8% | +5.1% | +3.9% |
| 2022 | −2.5% | −1.7% | −1.9% | −4.3% | +0.2% | −3.8% | +3.6% | −2.4% | −5.1% | +0.7% | +4.0% | −1.0% |
| 2021 | −0.7% | −0.4% | −0.4% | +1.7% | +0.7% | +0.6% | +0.7% | +0.5% | −1.3% | +0.7% | −0.7% | +0.9% |
| 2020 | +0.8% | −1.0% | −7.0% | +4.3% | +2.4% | +1.5% | +2.5% | +0.9% | −0.8% | −0.6% | +3.8% | +1.3% |
| 2019 | — | — | — | — | — | — | +0.1% | +0.9% | +0.2% | +0.7% | +0.3% | +1.1% |
C000098939 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 6.36%
- 3-year Sharpe ratio: 0.55 (vs 4.5% risk-free rate)
- Best month: +5.15% (Nov 2023)
- Worst month: −2.97% (Mar 2026)
C000098939 Fund Flows
Monthly money in and out of Portfolio Optimization Conservative Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$138.0M
- 12-month gross sales (incl. reinvestments): $40.0M
- Sales ÷ redemptions: 0.22×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $3.5M | $18.1M | −$14.6M |
| May 2026 | $3.3M | $11.7M | −$8.4M |
| Apr 2026 | $800K | $11.0M | −$10.2M |
| Mar 2026 | $10.9M | $17.6M | −$6.7M |
| Feb 2026 | $3.0M | $13.4M | −$10.4M |
| Jan 2026 | $1.7M | $17.3M | −$15.6M |
| Dec 2025 | $2.3M | $21.6M | −$19.4M |
| Nov 2025 | $6.6M | $7.8M | −$1.2M |
| Oct 2025 | $1.4M | $14.0M | −$12.5M |
| Sep 2025 | $1.2M | $15.9M | −$14.7M |
| Aug 2025 | $2.9M | $13.3M | −$10.4M |
| Jul 2025 | $2.3M | $16.1M | −$13.8M |
C000098939 Assets Under Management
Net assets of Portfolio Optimization Conservative Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $880.67M |
| 2026-03-31 | $877.24M |
| 2025-12-31 | $916.00M |
| 2025-09-30 | $936.31M |
| 2025-06-30 | $944.67M |
| 2025-03-31 | $947.86M |
| 2024-12-31 | $972.34M |
| 2024-09-30 | $1.03B |
| 2024-06-30 | $1.01B |
| 2024-03-31 | $1.05B |
| 2023-12-31 | $1.08B |
| 2023-09-30 | $1.06B |
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.