C000104158 Performance — Target 2045 Allocation Portfolio, Class K
Data updated: 2023-11-27
C000104158 returned +16.59% over one year to Sep 2023. The annualised 3-year return is +5.91%. The fund beat its Target-Date category average: $100 invested three years ago grew to $119, against $111 for the category, and to $117 over one year, against $113. Volatility over the past three years was 15.85% a year. In the 12 months to Sep 2023 the fund took in a net $16.3M, and assets reached $184.44M.
C000104158 Growth of $100
What $100 invested in Target 2045 Allocation Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Target-Date category average over the same months.
| Period | C000104158 | Category average |
|---|---|---|
| 1 year (Oct 2022 – Sep 2023) | $117 | $113 |
| 3 years (Oct 2020 – Sep 2023) | $119 | $111 |
| Since data start (Jul 2019 – Sep 2023) | $129 | $121 |
C000104158 Trailing Returns
Total returns to Sep 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +16.59% |
| 3 years (annualised) | +5.91% |
C000104158 Annual Returns
Calendar-year total returns of Target 2045 Allocation Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Sep) | +6.97% |
| 2022 | −16.58% |
| 2021 | +16.65% |
| 2020 | +14.33% |
| 2019 (Jul–Dec) | +8.21% |
C000104158 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +6.9% | −2.7% | +2.3% | +0.9% | −1.1% | +5.3% | +3.0% | −2.7% | −4.4% | — | — | — |
| 2022 | −4.7% | −2.3% | +1.3% | −7.5% | +0.7% | −7.5% | +6.9% | −3.6% | −8.6% | +6.2% | +7.1% | −4.1% |
| 2021 | −0.1% | +2.7% | +2.6% | +3.6% | +1.2% | +1.0% | +0.4% | +2.1% | −3.6% | +4.5% | −2.1% | +3.5% |
| 2020 | −1.5% | −6.9% | −12.9% | +9.9% | +4.5% | +2.6% | +4.4% | +5.1% | −2.8% | −1.9% | +11.5% | +4.4% |
| 2019 | — | — | — | — | — | — | +0.2% | −1.9% | +1.8% | +2.3% | +2.6% | +2.9% |
C000104158 Risk
Risk measures from monthly returns over Oct 2020 – Sep 2023.
- 3-year volatility (annualised): 15.85%
- 3-year Sharpe ratio: 0.09 (vs 4.5% risk-free rate)
- Best month: +11.45% (Nov 2020)
- Worst month: −8.63% (Sep 2022)
C000104158 Fund Flows
Monthly money in and out of Target 2045 Allocation Portfolio, from SEC Form N-PORT.
- 12-month net flow: $16.3M
- 12-month gross sales (incl. reinvestments): $29.1M
- Sales ÷ redemptions: 2.27×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2023 | $1.5M | $626K | $863K |
| Aug 2023 | $1.2M | $1.8M | −$646K |
| Jul 2023 | $1.6M | $1.1M | $485K |
| Jun 2023 | $2.4M | $1.6M | $717K |
| May 2023 | $2.1M | $901K | $1.2M |
| Apr 2023 | $1.7M | $996K | $670K |
| Mar 2023 | $1.6M | $1.9M | −$353K |
| Feb 2023 | $1.8M | $322K | $1.5M |
| Jan 2023 | $1.5M | $1.1M | $396K |
| Dec 2022 | $4.9M | $650K | $4.2M |
| Nov 2022 | $1.8M | $1.2M | $619K |
| Oct 2022 | $7.2M | $609K | $6.6M |
C000104158 Assets Under Management
Net assets of Target 2045 Allocation Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-09-30 | $184.44M |
| 2023-06-30 | $192.00M |
| 2023-03-31 | $180.27M |
| 2022-12-31 | $168.25M |
| 2022-09-30 | $151.70M |
| 2022-06-30 | $159.66M |
| 2022-03-31 | $182.63M |
| 2021-12-31 | $192.86M |
| 2021-09-30 | $178.58M |
| 2021-06-30 | $179.39M |
| 2021-03-31 | $166.25M |
| 2020-12-31 | $156.01M |
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.