C000104218 Performance — EQ/2000 Managed Volatility Portfolio, Class K
Data updated: 2026-08-25
C000104218 returned +22.23% year to date and +40.03% over one year to Jun 2026. Annualised returns are +17.03% over 3 years and +5.55% over 5 years. The fund beat its US Small Blend category average: $100 invested three years ago grew to $160, against $156 for the category, and to $140 over one year, against $133. Volatility over the past three years was 20.17% a year. In the 12 months to Jun 2026 the fund lost a net $518.1M, and assets reached $3.81B.
C000104218 Growth of $100
What $100 invested in EQ/2000 Managed Volatility Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | C000104218 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $140 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $160 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $131 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $197 | $209 |
C000104218 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +22.23% |
| 1 year | +40.03% |
| 3 years (annualised) | +17.03% |
| 5 years (annualised) | +5.55% |
C000104218 Annual Returns
Calendar-year total returns of EQ/2000 Managed Volatility Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +22.23% |
| 2025 | +9.60% |
| 2024 | +10.94% |
| 2023 | +16.27% |
| 2022 | −22.20% |
| 2021 | +14.20% |
| 2020 | +19.59% |
| 2019 (Jul–Dec) | +7.07% |
C000104218 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 | +5.3% | +0.8% | −5.0% | +12.1% | +4.3% | +3.7% | — | — | — | — | — | — |
| 2025 | +2.6% | −5.4% | −6.9% | −4.5% | +5.1% | +5.4% | +1.7% | +7.1% | +3.1% | +1.7% | +0.9% | −0.6% |
| 2024 | −4.0% | +5.7% | +3.5% | −7.1% | +5.0% | −1.0% | +10.1% | −1.5% | +0.7% | −1.5% | +11.0% | −8.3% |
| 2023 | +9.7% | −1.7% | −4.8% | −1.8% | −1.0% | +8.1% | +6.0% | −5.1% | −6.0% | −6.8% | +9.0% | +12.2% |
| 2022 | −9.7% | +0.9% | +1.1% | −9.9% | −0.4% | −8.5% | +10.3% | −2.1% | −9.6% | +10.2% | +2.2% | −6.5% |
| 2021 | +5.0% | +6.3% | +1.0% | +2.0% | +0.2% | +1.8% | −3.7% | +2.2% | −2.9% | +4.2% | −4.2% | +2.2% |
| 2020 | −3.2% | −8.7% | −15.8% | +8.5% | +4.8% | +2.8% | +2.8% | +5.7% | −3.4% | +2.1% | +18.3% | +8.6% |
| 2019 | — | — | — | — | — | — | +0.5% | −4.9% | +2.0% | +2.6% | +4.1% | +2.8% |
C000104218 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 20.17%
- 3-year Sharpe ratio: 0.62 (vs 4.5% risk-free rate)
- Best month: +12.19% (Dec 2023)
- Worst month: −8.35% (Dec 2024)
C000104218 Fund Flows
Monthly money in and out of EQ/2000 Managed Volatility Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$518.1M
- 12-month gross sales (incl. reinvestments): $175.4M
- Sales ÷ redemptions: 0.25×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $1.8M | $86.6M | −$84.8M |
| May 2026 | $2.5M | $109.2M | −$106.6M |
| Apr 2026 | $2.4M | $88.1M | −$85.6M |
| Mar 2026 | $3.6M | $47.1M | −$43.5M |
| Feb 2026 | $1.4M | $36.9M | −$35.5M |
| Jan 2026 | $1.7M | $39.5M | −$37.8M |
| Dec 2025 | $142.9M | $49.4M | $93.5M |
| Nov 2025 | $1.9M | $39.4M | −$37.5M |
| Oct 2025 | $13.0M | $97.6M | −$84.6M |
| Sep 2025 | $1.4M | $37.2M | −$35.9M |
| Aug 2025 | $1.1M | $29.2M | −$28.1M |
| Jul 2025 | $1.8M | $33.4M | −$31.7M |
C000104218 Assets Under Management
Net assets of EQ/2000 Managed Volatility Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $3.81B |
| 2026-03-31 | $3.39B |
| 2025-12-31 | $3.48B |
| 2025-09-30 | $3.59B |
| 2025-06-30 | $3.28B |
| 2025-03-31 | $3.08B |
| 2024-12-31 | $3.45B |
| 2024-09-30 | $3.58B |
| 2024-06-30 | $3.36B |
| 2024-03-31 | $3.31B |
| 2023-12-31 | $3.28B |
| 2023-09-30 | $2.89B |
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.