C000104214 Performance — ATM International Managed Volatility Portfolio, Class K
Data updated: 2026-08-25
C000104214 returned +9.29% year to date and +19.40% over one year to Jun 2026. Annualised returns are +13.68% over 3 years and +7.31% over 5 years. The fund trailed its International Large Blend category average: $100 invested three years ago grew to $147, against $155 for the category, and to $119 over one year, against $119. Volatility over the past three years was 12.99% a year. In the 12 months to Jun 2026 the fund lost a net $103.4M, and assets reached $1.24B.
C000104214 Growth of $100
What $100 invested in ATM International Managed Volatility Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Large Blend category average over the same months.
| Period | C000104214 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $119 | $119 |
| 3 years (Jul 2023 – Jun 2026) | $147 | $155 |
| 5 years (Jul 2021 – Jun 2026) | $142 | $146 |
| Since data start (Jul 2019 – Jun 2026) | $176 | $189 |
C000104214 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.29% |
| 1 year | +19.40% |
| 3 years (annualised) | +13.68% |
| 5 years (annualised) | +7.31% |
C000104214 Annual Returns
Calendar-year total returns of ATM International Managed Volatility Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +9.29% |
| 2025 | +24.26% |
| 2024 | +2.91% |
| 2023 | +17.15% |
| 2022 | −14.75% |
| 2021 | +10.94% |
| 2020 | +6.43% |
| 2019 (Jul–Dec) | +6.82% |
C000104214 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 | +4.7% | +5.0% | −8.9% | +6.2% | +2.4% | +0.3% | — | — | — | — | — | — |
| 2025 | +5.3% | +2.4% | −0.7% | −1.1% | +4.8% | +2.4% | −2.0% | +4.4% | +1.8% | +1.1% | +0.6% | +3.1% |
| 2024 | −0.4% | +2.6% | +3.3% | −3.0% | +4.9% | −2.1% | +2.8% | +3.3% | +0.5% | −5.4% | −0.3% | −2.8% |
| 2023 | +8.2% | −2.8% | +2.9% | +2.8% | −4.1% | +4.5% | +2.6% | −3.7% | −3.5% | −3.9% | +8.7% | +5.5% |
| 2022 | −4.0% | −2.8% | −1.1% | −6.5% | +1.8% | −9.0% | +5.1% | −5.6% | −9.4% | +6.2% | +13.5% | −1.7% |
| 2021 | −1.3% | +2.1% | +2.5% | +3.1% | +3.8% | −1.6% | +0.7% | +1.7% | −3.3% | +2.8% | −4.4% | +4.8% |
| 2020 | −2.8% | −8.0% | −11.9% | +3.3% | +4.6% | +3.6% | +2.2% | +4.8% | −2.5% | −4.0% | +14.9% | +4.7% |
| 2019 | — | — | — | — | — | — | −2.0% | −2.0% | +2.9% | +3.7% | +1.0% | +3.2% |
C000104214 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 12.99%
- 3-year Sharpe ratio: 0.71 (vs 4.5% risk-free rate)
- Best month: +8.70% (Nov 2023)
- Worst month: −8.90% (Mar 2026)
C000104214 Fund Flows
Monthly money in and out of ATM International Managed Volatility Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$103.4M
- 12-month gross sales (incl. reinvestments): $98.4M
- Sales ÷ redemptions: 0.49×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $12.0M | $11.9M | $84K |
| May 2026 | $101K | $19.5M | −$19.4M |
| Apr 2026 | $70K | $30.3M | −$30.2M |
| Mar 2026 | $284K | $14.0M | −$13.8M |
| Feb 2026 | $7K | $13.6M | −$13.6M |
| Jan 2026 | $20K | $24.2M | −$24.2M |
| Dec 2025 | $81.0M | $18.0M | $63.0M |
| Nov 2025 | $130K | $12.7M | −$12.6M |
| Oct 2025 | $4.7M | $17.6M | −$13.0M |
| Sep 2025 | $9K | $13.3M | −$13.3M |
| Aug 2025 | $14K | $12.6M | −$12.6M |
| Jul 2025 | $103K | $13.9M | −$13.8M |
C000104214 Assets Under Management
Net assets of ATM International Managed Volatility Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.24B |
| 2026-03-31 | $1.18B |
| 2025-12-31 | $1.23B |
| 2025-09-30 | $1.22B |
| 2025-06-30 | $1.21B |
| 2025-03-31 | $1.17B |
| 2024-12-31 | $1.13B |
| 2024-09-30 | $1.28B |
| 2024-06-30 | $1.23B |
| 2024-03-31 | $1.29B |
| 2023-12-31 | $1.26B |
| 2023-09-30 | $1.18B |
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.