C000100071 Performance — PanAgora Global Diversified Risk Portfolio, Class B
Data updated: 2026-08-27
C000100071 returned +7.39% year to date and +20.84% over one year to Jun 2026. Annualised returns are +10.94% over 3 years and +1.82% over 5 years. Against its Alternative category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $137, against $170 for the category, and to $121 over one year, against $110. Volatility over the past three years was 9.43% a year. In the 12 months to Jun 2026 the fund lost a net $107.7M, and assets reached $1.24B.
C000100071 Growth of $100
What $100 invested in PanAgora Global Diversified Risk Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | C000100071 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $121 | $110 |
| 3 years (Jul 2023 – Jun 2026) | $137 | $170 |
| 5 years (Jul 2021 – Jun 2026) | $109 | $159 |
| Since data start (Jul 2019 – Jun 2026) | $127 | $190 |
C000100071 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.39% |
| 1 year | +20.84% |
| 3 years (annualised) | +10.94% |
| 5 years (annualised) | +1.82% |
C000100071 Annual Returns
Calendar-year total returns of PanAgora Global Diversified Risk Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +7.39% |
| 2025 | +19.85% |
| 2024 | +4.12% |
| 2023 | +4.73% |
| 2022 | −25.59% |
| 2021 | +12.64% |
| 2020 | +3.02% |
| 2019 (Jul–Dec) | +4.52% |
C000100071 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 | +4.6% | +4.1% | −4.3% | +3.1% | +1.3% | −1.2% | — | — | — | — | — | — |
| 2025 | +3.1% | −0.2% | −0.6% | −0.5% | +1.1% | +3.5% | +0.5% | +4.4% | +3.4% | +1.9% | +0.6% | +1.1% |
| 2024 | −1.5% | −0.3% | +4.0% | −3.2% | +2.4% | +0.9% | +1.8% | +1.3% | +2.9% | −4.2% | +2.5% | −2.1% |
| 2023 | +6.1% | −4.3% | +3.4% | +0.2% | −2.8% | +0.6% | +1.2% | −1.9% | −4.5% | −2.5% | +5.2% | +4.8% |
| 2022 | −3.9% | −0.7% | −1.4% | −5.8% | −1.6% | −7.9% | +7.1% | −6.1% | −10.6% | +2.0% | +6.3% | −5.0% |
| 2021 | +0.1% | −0.9% | +0.2% | +4.0% | +2.2% | +1.6% | +4.0% | +0.1% | −3.7% | +2.1% | 0.0% | +2.4% |
| 2020 | −0.1% | −3.0% | −7.7% | +1.5% | +1.3% | +1.4% | +3.1% | +2.1% | −1.3% | −0.8% | +4.4% | +2.7% |
| 2019 | — | — | — | — | — | — | +0.8% | +1.4% | +0.1% | +0.8% | −0.5% | +2.0% |
C000100071 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.43%
- 3-year Sharpe ratio: 0.68 (vs 4.5% risk-free rate)
- Best month: +5.24% (Nov 2023)
- Worst month: −4.53% (Sep 2023)
C000100071 Fund Flows
Monthly money in and out of PanAgora Global Diversified Risk Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$107.7M
- 12-month gross sales (incl. reinvestments): $117.3M
- Sales ÷ redemptions: 0.52×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $111.5M | $17.2M | $94.3M |
| May 2026 | $299K | $14.1M | −$13.8M |
| Apr 2026 | $418K | $14.0M | −$13.6M |
| Mar 2026 | $200K | $20.8M | −$20.6M |
| Feb 2026 | $1.3M | $18.1M | −$16.9M |
| Jan 2026 | $1.0M | $17.7M | −$16.6M |
| Dec 2025 | $264K | $21.7M | −$21.5M |
| Nov 2025 | $202K | $18.7M | −$18.5M |
| Oct 2025 | $431K | $24.9M | −$24.5M |
| Sep 2025 | $766K | $22.1M | −$21.3M |
| Aug 2025 | $456K | $17.9M | −$17.4M |
| Jul 2025 | $411K | $17.8M | −$17.4M |
C000100071 Assets Under Management
Net assets of PanAgora Global Diversified Risk Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.24B |
| 2026-03-31 | $1.25B |
| 2025-12-31 | $1.25B |
| 2025-09-30 | $1.27B |
| 2025-06-30 | $1.22B |
| 2025-03-31 | $1.22B |
| 2024-12-31 | $1.24B |
| 2024-09-30 | $1.90B |
| 2024-06-30 | $1.87B |
| 2024-03-31 | $1.94B |
| 2023-12-31 | $1.96B |
| 2023-09-30 | $1.90B |
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.