C000104217 Performance — ATM Mid Cap Managed Volatility Portfolio, Class K
Data updated: 2026-08-25
C000104217 returned +17.05% year to date and +25.28% over one year to Jun 2026. Annualised returns are +13.04% over 3 years and +6.81% over 5 years. Against its US Mid-Cap Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $144, against $150 for the category, and to $125 over one year, against $122. Volatility over the past three years was 16.22% a year. In the 12 months to Jun 2026 the fund lost a net $16.3M, and assets reached $327.53M.
C000104217 Growth of $100
What $100 invested in ATM Mid Cap Managed Volatility Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | C000104217 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $125 | $122 |
| 3 years (Jul 2023 – Jun 2026) | $144 | $150 |
| 5 years (Jul 2021 – Jun 2026) | $139 | $147 |
| Since data start (Jul 2019 – Jun 2026) | $198 | $208 |
C000104217 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +17.05% |
| 1 year | +25.28% |
| 3 years (annualised) | +13.04% |
| 5 years (annualised) | +6.81% |
C000104217 Annual Returns
Calendar-year total returns of ATM Mid Cap Managed Volatility Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +17.05% |
| 2025 | +2.17% |
| 2024 | +13.21% |
| 2023 | +15.70% |
| 2022 | −16.00% |
| 2021 | +23.86% |
| 2020 | +13.46% |
| 2019 (Jul–Dec) | +6.84% |
C000104217 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 | +4.0% | +4.2% | −5.5% | +7.8% | +2.5% | +3.4% | — | — | — | — | — | — |
| 2025 | +3.7% | −4.4% | −5.6% | −5.9% | +4.7% | +3.5% | +1.7% | +3.3% | +0.5% | −0.5% | +2.0% | 0.0% |
| 2024 | −1.8% | +5.9% | +5.6% | −6.1% | +4.3% | −1.6% | +5.8% | −0.1% | +1.1% | −0.8% | +8.8% | −7.2% |
| 2023 | +9.1% | −1.8% | −3.3% | −0.8% | −3.3% | +9.1% | +4.2% | −3.0% | −5.3% | −5.4% | +8.5% | +8.6% |
| 2022 | −7.4% | +0.7% | +0.6% | −7.0% | +0.3% | −9.7% | +10.6% | −3.1% | −9.2% | +9.1% | +6.1% | −5.6% |
| 2021 | +1.4% | +6.8% | +4.7% | +4.3% | +0.2% | −1.0% | +0.2% | +1.9% | −4.0% | +5.8% | −3.0% | +5.0% |
| 2020 | −2.8% | −9.6% | −10.3% | +5.7% | +4.8% | +0.3% | +4.6% | +3.4% | −3.3% | +2.1% | +13.8% | +6.5% |
| 2019 | — | — | — | — | — | — | +1.2% | −4.2% | +3.1% | +1.0% | +2.9% | +2.9% |
C000104217 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 16.22%
- 3-year Sharpe ratio: 0.53 (vs 4.5% risk-free rate)
- Best month: +8.77% (Nov 2024)
- Worst month: −7.23% (Dec 2024)
C000104217 Fund Flows
Monthly money in and out of ATM Mid Cap Managed Volatility Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$16.3M
- 12-month gross sales (incl. reinvestments): $24.8M
- Sales ÷ redemptions: 0.60×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $6K | $3.1M | −$3.1M |
| May 2026 | $44K | $3.0M | −$3.0M |
| Apr 2026 | $49K | $3.5M | −$3.5M |
| Mar 2026 | $124K | $3.6M | −$3.4M |
| Feb 2026 | $10K | $3.4M | −$3.4M |
| Jan 2026 | $2.5M | $3.4M | −$881K |
| Dec 2025 | $15.1M | $4.2M | $10.9M |
| Nov 2025 | $72K | $3.3M | −$3.3M |
| Oct 2025 | $6.8M | $3.5M | $3.3M |
| Sep 2025 | $7K | $3.4M | −$3.4M |
| Aug 2025 | $17K | $3.3M | −$3.2M |
| Jul 2025 | $56K | $3.5M | −$3.4M |
C000104217 Assets Under Management
Net assets of ATM Mid Cap Managed Volatility Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $327.53M |
| 2026-03-31 | $295.38M |
| 2025-12-31 | $295.68M |
| 2025-09-30 | $301.94M |
| 2025-06-30 | $296.04M |
| 2025-03-31 | $272.15M |
| 2024-12-31 | $300.82M |
| 2024-09-30 | $315.45M |
| 2024-06-30 | $305.48M |
| 2024-03-31 | $314.03M |
| 2023-12-31 | $299.82M |
| 2023-09-30 | $276.74M |
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.