C000104202 Performance — EQ/Franklin Small Cap Value Managed Volatility Portfolio, Class K
Data updated: 2026-08-25
C000104202 returned +21.81% year to date and +36.11% over one year to Jun 2026. Annualised returns are +16.08% over 3 years and +6.86% over 5 years. The fund beat its Real Estate category average: $100 invested three years ago grew to $156, against $132 for the category, and to $136 over one year, against $115. Volatility over the past three years was 19.22% a year. In the 12 months to Jun 2026 the fund lost a net $15.1M, and assets reached $277.88M.
C000104202 Growth of $100
What $100 invested in EQ/Franklin Small Cap Value Managed Volatility Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Real Estate category average over the same months.
| Period | C000104202 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $136 | $115 |
| 3 years (Jul 2023 – Jun 2026) | $156 | $132 |
| 5 years (Jul 2021 – Jun 2026) | $139 | $119 |
| Since data start (Jul 2019 – Jun 2026) | $206 | $151 |
C000104202 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +21.81% |
| 1 year | +36.11% |
| 3 years (annualised) | +16.08% |
| 5 years (annualised) | +6.86% |
C000104202 Annual Returns
Calendar-year total returns of EQ/Franklin Small Cap Value Managed Volatility Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +21.81% |
| 2025 | +7.24% |
| 2024 | +11.37% |
| 2023 | +14.35% |
| 2022 | −16.87% |
| 2021 | +19.91% |
| 2020 | +12.63% |
| 2019 (Jul–Dec) | +10.12% |
C000104202 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 | +6.7% | +2.1% | −5.8% | +10.6% | +2.9% | +4.2% | — | — | — | — | — | — |
| 2025 | +2.3% | −3.3% | −7.1% | −5.6% | +5.4% | +5.0% | +1.8% | +6.2% | +1.0% | +0.3% | +1.5% | +0.5% |
| 2024 | −3.5% | +4.5% | +4.2% | −6.3% | +4.9% | −1.5% | +10.9% | −1.4% | −0.1% | −1.3% | +10.8% | −8.2% |
| 2023 | +9.4% | −1.8% | −4.9% | −2.0% | −2.3% | +8.7% | +5.3% | −4.3% | −5.6% | −6.0% | +8.1% | +11.2% |
| 2022 | −6.4% | +1.1% | −0.2% | −8.4% | +1.0% | −9.9% | +9.8% | −3.0% | −8.9% | +10.8% | +3.9% | −5.5% |
| 2021 | +3.3% | +8.6% | +3.6% | +2.6% | +1.1% | −1.3% | −2.6% | +2.5% | −2.9% | +3.5% | −3.7% | +4.3% |
| 2020 | −3.7% | −9.9% | −15.6% | +7.5% | +4.8% | +2.6% | +2.9% | +4.6% | −4.2% | +2.8% | +16.9% | +7.5% |
| 2019 | — | — | — | — | — | — | +1.2% | −4.0% | +4.0% | +3.0% | +2.8% | +3.0% |
C000104202 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 19.22%
- 3-year Sharpe ratio: 0.60 (vs 4.5% risk-free rate)
- Best month: +11.23% (Dec 2023)
- Worst month: −8.20% (Dec 2024)
C000104202 Fund Flows
Monthly money in and out of EQ/Franklin Small Cap Value Managed Volatility Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$15.1M
- 12-month gross sales (incl. reinvestments): $30.6M
- Sales ÷ redemptions: 0.67×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $696K | $4.2M | −$3.6M |
| May 2026 | $1.3M | $2.7M | −$1.4M |
| Apr 2026 | $1.2M | $3.7M | −$2.5M |
| Mar 2026 | $303K | $4.6M | −$4.3M |
| Feb 2026 | $2.3M | $5.0M | −$2.6M |
| Jan 2026 | $648K | $3.8M | −$3.1M |
| Dec 2025 | $17.7M | $4.2M | $13.4M |
| Nov 2025 | $399K | $3.2M | −$2.8M |
| Oct 2025 | $4.7M | $3.8M | $912K |
| Sep 2025 | $421K | $3.1M | −$2.6M |
| Aug 2025 | $747K | $3.6M | −$2.8M |
| Jul 2025 | $234K | $3.8M | −$3.6M |
C000104202 Assets Under Management
Net assets of EQ/Franklin Small Cap Value Managed Volatility Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $277.88M |
| 2026-03-31 | $241.02M |
| 2025-12-31 | $244.42M |
| 2025-09-30 | $249.05M |
| 2025-06-30 | $236.78M |
| 2025-03-31 | $237.39M |
| 2024-12-31 | $268.86M |
| 2024-09-30 | $282.28M |
| 2024-06-30 | $266.35M |
| 2024-03-31 | $271.90M |
| 2023-12-31 | $273.03M |
| 2023-09-30 | $248.64M |
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.