C000098941 Performance — Portfolio Optimization Moderate Portfolio, Class I
Data updated: 2026-08-11
C000098941 returned +7.29% year to date and +14.33% over one year to Jun 2026. Annualised returns are +12.53% over 3 years and +5.88% over 5 years. The fund trailed its US Blend category average: $100 invested three years ago grew to $143, against $149 for the category, and to $114 over one year, against $121. Volatility over the past three years was 9.32% a year. In the 12 months to Jun 2026 the fund lost a net $1.0B, and assets reached $6.39B.
C000098941 Growth of $100
What $100 invested in Portfolio Optimization Moderate Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Blend category average over the same months.
| Period | C000098941 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $114 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $143 | $149 |
| 5 years (Jul 2021 – Jun 2026) | $133 | $143 |
| Since data start (Jul 2019 – Jun 2026) | $167 | $177 |
C000098941 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.29% |
| 1 year | +14.33% |
| 3 years (annualised) | +12.53% |
| 5 years (annualised) | +5.88% |
C000098941 Annual Returns
Calendar-year total returns of Portfolio Optimization Moderate Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +7.29% |
| 2025 | +13.27% |
| 2024 | +11.22% |
| 2023 | +13.86% |
| 2022 | −15.72% |
| 2021 | +9.19% |
| 2020 | +11.82% |
| 2019 (Jul–Dec) | +5.36% |
C000098941 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 | +1.8% | +1.0% | −4.7% | +6.2% | +2.7% | +0.4% | — | — | — | — | — | — |
| 2025 | +2.6% | −0.3% | −3.1% | −0.1% | +3.9% | +3.5% | +0.8% | +1.9% | +1.9% | +0.9% | +0.5% | +0.4% |
| 2024 | +0.5% | +2.7% | +2.4% | −3.5% | +3.0% | +1.3% | +2.2% | +2.1% | +1.5% | −1.8% | +3.7% | −3.3% |
| 2023 | +5.3% | −2.4% | +1.8% | +1.0% | −1.3% | +3.5% | +2.0% | −1.8% | −3.7% | −2.1% | +6.8% | +4.5% |
| 2022 | −3.6% | −2.1% | −0.8% | −5.8% | +0.3% | −5.7% | +5.2% | −3.2% | −6.7% | +3.2% | +5.5% | −2.4% |
| 2021 | −1.0% | +1.4% | +1.1% | +3.0% | +1.1% | +0.7% | +0.8% | +1.2% | −2.3% | +2.4% | −1.7% | +2.2% |
| 2020 | −0.1% | −3.7% | −10.0% | +7.2% | +3.8% | +1.9% | +3.8% | +2.8% | −1.8% | −1.1% | +7.3% | +2.6% |
| 2019 | — | — | — | — | — | — | +0.2% | −0.2% | +0.8% | +1.3% | +1.3% | +1.9% |
C000098941 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.32%
- 3-year Sharpe ratio: 0.86 (vs 4.5% risk-free rate)
- Best month: +6.76% (Nov 2023)
- Worst month: −4.68% (Mar 2026)
C000098941 Fund Flows
Monthly money in and out of Portfolio Optimization Moderate Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$1.0B
- 12-month gross sales (incl. reinvestments): $13.3M
- Sales ÷ redemptions: 0.01×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $1.9M | $86.7M | −$84.8M |
| May 2026 | $476K | $83.2M | −$82.7M |
| Apr 2026 | $245K | $79.7M | −$79.5M |
| Mar 2026 | $476K | $93.3M | −$92.8M |
| Feb 2026 | $386K | $83.1M | −$82.8M |
| Jan 2026 | $133K | $86.6M | −$86.5M |
| Dec 2025 | $636K | $101.9M | −$101.2M |
| Nov 2025 | $2.2M | $76.0M | −$73.8M |
| Oct 2025 | $529K | $94.4M | −$93.8M |
| Sep 2025 | $145K | $90.5M | −$90.4M |
| Aug 2025 | $5.6M | $90.8M | −$85.3M |
| Jul 2025 | $619K | $86.1M | −$85.4M |
C000098941 Assets Under Management
Net assets of Portfolio Optimization Moderate Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $6.39B |
| 2026-03-31 | $6.06B |
| 2025-12-31 | $6.45B |
| 2025-09-30 | $6.61B |
| 2025-06-30 | $6.57B |
| 2025-03-31 | $6.36B |
| 2024-12-31 | $6.67B |
| 2024-09-30 | $7.05B |
| 2024-06-30 | $6.92B |
| 2024-03-31 | $7.15B |
| 2023-12-31 | $7.02B |
| 2023-09-30 | $6.67B |
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.