C000102951 Performance — JNL/AQR Managed Futures Strategy Fund, Class A
Data updated: 2021-05-27
C000102951 returned −0.53% over one year to Mar 2021. Over one year the fund trailed its Commodities category average: $100 grew to $99, against $134 for the category. Volatility over the past 12 months was 7.13% a year. In the 12 months to Mar 2021 the fund lost a net $15.3M, and assets reached $74.48M.
C000102951 Growth of $100
What $100 invested in JNL/AQR Managed Futures Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000102951 | Category average |
|---|---|---|
| 1 year (Apr 2020 – Mar 2021) | $99 | $134 |
| Since data start (Jul 2019 – Mar 2021) | $100 | $116 |
C000102951 Trailing Returns
Total returns to Mar 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −0.53% |
C000102951 Annual Returns
Calendar-year total returns of JNL/AQR Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Mar) | +2.95% |
| 2020 | −1.98% |
| 2019 (Jul–Dec) | −1.06% |
C000102951 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | +0.1% | +2.8% | 0.0% | — | — | — | — | — | — | — | — | — |
| 2020 | −1.7% | −0.1% | +3.4% | 0.0% | −0.5% | −2.2% | +0.9% | −1.6% | −1.9% | +2.1% | −3.4% | +3.3% |
| 2019 | — | — | — | — | — | — | +3.1% | +3.7% | −4.5% | −3.6% | −1.1% | +1.6% |
C000102951 Risk
Risk measures from monthly returns over Apr 2020 – Mar 2021.
- 1-year volatility (annualised): 7.13%
- Best month: +3.33% (Dec 2020)
- Worst month: −3.35% (Nov 2020)
C000102951 Fund Flows
Monthly money in and out of JNL/AQR Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$15.3M
- 12-month gross sales (incl. reinvestments): $14.9M
- Sales ÷ redemptions: 0.49×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2021 | $1.5M | $3.2M | −$1.6M |
| Feb 2021 | $795K | $1.7M | −$911K |
| Jan 2021 | $1.2M | $1.8M | −$610K |
| Dec 2020 | $1.3M | $1.9M | −$632K |
| Nov 2020 | $586K | $1.3M | −$712K |
| Oct 2020 | $1.1M | $2.4M | −$1.3M |
| Sep 2020 | $909K | $1.8M | −$909K |
| Aug 2020 | $957K | $1.9M | −$986K |
| Jul 2020 | $2.1M | $2.7M | −$657K |
| Jun 2020 | $1.5M | $2.4M | −$928K |
| May 2020 | $798K | $2.6M | −$1.8M |
| Apr 2020 | $2.2M | $6.5M | −$4.3M |
C000102951 Assets Under Management
Net assets of JNL/AQR Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-03-31 | $74.48M |
| 2020-12-31 | $75.40M |
| 2020-09-30 | $76.61M |
| 2020-06-30 | $81.19M |
| 2020-03-31 | $90.41M |
| 2019-12-31 | $92.99M |
| 2019-09-30 | $133.71M |
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.