C000104215 Performance — ATM Large Cap Managed Volatility Portfolio, Class K
Data updated: 2026-08-25
C000104215 returned +9.90% year to date and +21.50% over one year to Jun 2026. Annualised returns are +18.14% over 3 years and +11.26% over 5 years. The fund beat its US Large Blend category average: $100 invested three years ago grew to $165, against $157 for the category, and to $121 over one year, against $118. Volatility over the past three years was 13.42% a year. In the 12 months to Jun 2026 the fund lost a net $191.2M, and assets reached $2.70B.
C000104215 Growth of $100
What $100 invested in ATM Large Cap Managed Volatility Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000104215 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $121 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $165 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $171 | $161 |
| Since data start (Jul 2019 – Jun 2026) | $253 | $229 |
C000104215 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.90% |
| 1 year | +21.50% |
| 3 years (annualised) | +18.14% |
| 5 years (annualised) | +11.26% |
C000104215 Annual Returns
Calendar-year total returns of ATM Large Cap Managed Volatility Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +9.90% |
| 2025 | +12.15% |
| 2024 | +24.18% |
| 2023 | +25.54% |
| 2022 | −20.28% |
| 2021 | +27.86% |
| 2020 | +16.75% |
| 2019 (Jul–Dec) | +10.58% |
C000104215 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 | +1.4% | −0.8% | −5.1% | +10.4% | +5.2% | −1.0% | — | — | — | — | — | — |
| 2025 | +2.7% | −1.3% | −5.7% | −4.4% | +5.7% | +5.1% | +2.2% | +2.0% | +3.6% | +2.3% | +0.2% | −0.1% |
| 2024 | +1.6% | +5.3% | +3.2% | −4.2% | +4.9% | +3.5% | +1.2% | +2.3% | +2.1% | −1.0% | +5.8% | −2.4% |
| 2023 | +6.3% | −2.5% | +3.6% | +1.5% | +0.4% | +6.5% | +3.2% | −1.7% | −4.8% | −2.2% | +9.1% | +4.5% |
| 2022 | −5.2% | −3.4% | +3.2% | −8.8% | 0.0% | −8.4% | +8.8% | −4.1% | −8.8% | +7.0% | +5.4% | −5.8% |
| 2021 | −1.1% | +2.7% | +4.3% | +5.2% | +0.7% | +2.3% | +2.3% | +3.0% | −4.7% | +7.0% | −0.7% | +4.4% |
| 2020 | −0.1% | −8.6% | −5.0% | +5.5% | +4.3% | +1.4% | +5.6% | +7.1% | −3.9% | −2.5% | +9.6% | +3.8% |
| 2019 | — | — | — | — | — | — | +1.4% | −1.7% | +1.8% | +2.1% | +3.6% | +3.0% |
C000104215 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 13.42%
- 3-year Sharpe ratio: 1.02 (vs 4.5% risk-free rate)
- Best month: +10.44% (Apr 2026)
- Worst month: −5.71% (Mar 2025)
C000104215 Fund Flows
Monthly money in and out of ATM Large Cap Managed Volatility Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$191.2M
- 12-month gross sales (incl. reinvestments): $414.6M
- Sales ÷ redemptions: 0.68×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $29K | $44.8M | −$44.7M |
| May 2026 | $240K | $75.6M | −$75.4M |
| Apr 2026 | $217K | $42.2M | −$42.0M |
| Mar 2026 | $660K | $31.0M | −$30.4M |
| Feb 2026 | $34K | $30.0M | −$30.0M |
| Jan 2026 | $97K | $66.1M | −$66.0M |
| Dec 2025 | $330.0M | $73.7M | $256.3M |
| Nov 2025 | $389K | $28.1M | −$27.7M |
| Oct 2025 | $82.5M | $56.2M | $26.3M |
| Sep 2025 | $31K | $29.3M | −$29.3M |
| Aug 2025 | $61K | $54.1M | −$54.0M |
| Jul 2025 | $290K | $74.8M | −$74.5M |
C000104215 Assets Under Management
Net assets of ATM Large Cap Managed Volatility Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $2.70B |
| 2026-03-31 | $2.50B |
| 2025-12-31 | $2.74B |
| 2025-09-30 | $2.83B |
| 2025-06-30 | $2.77B |
| 2025-03-31 | $2.61B |
| 2024-12-31 | $2.81B |
| 2024-09-30 | $2.94B |
| 2024-06-30 | $2.88B |
| 2024-03-31 | $3.02B |
| 2023-12-31 | $2.88B |
| 2023-09-30 | $2.63B |
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.