C000104219 Performance — ATM Small Cap Managed Volatility Portfolio, Class K
Data updated: 2026-08-25
C000104219 returned +22.15% year to date and +40.02% over one year to Jun 2026. Annualised returns are +16.70% over 3 years and +5.34% over 5 years. The fund beat its US Small Blend category average: $100 invested three years ago grew to $159, against $156 for the category, and to $140 over one year, against $133. Volatility over the past three years was 20.18% a year. In the 12 months to Jun 2026 the fund lost a net $105.7M, and assets reached $1.10B.
C000104219 Growth of $100
What $100 invested in ATM Small Cap 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 | C000104219 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $140 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $159 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $130 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $193 | $209 |
C000104219 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +22.15% |
| 1 year | +40.02% |
| 3 years (annualised) | +16.70% |
| 5 years (annualised) | +5.34% |
C000104219 Annual Returns
Calendar-year total returns of ATM Small Cap Managed Volatility Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +22.15% |
| 2025 | +8.54% |
| 2024 | +11.00% |
| 2023 | +16.52% |
| 2022 | −22.53% |
| 2021 | +14.23% |
| 2020 | +18.76% |
| 2019 (Jul–Dec) | +7.22% |
C000104219 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 | +5.2% | +0.8% | −5.0% | +12.1% | +4.3% | +3.7% | — | — | — | — | — | — |
| 2025 | +2.6% | −5.4% | −6.8% | −5.4% | +5.0% | +5.3% | +1.7% | +7.0% | +3.1% | +1.8% | +0.9% | −0.6% |
| 2024 | −3.9% | +5.6% | +3.5% | −7.0% | +5.0% | −1.0% | +10.2% | −1.5% | +0.6% | −1.5% | +11.0% | −8.4% |
| 2023 | +9.7% | −1.6% | −4.8% | −1.7% | −1.0% | +8.0% | +6.0% | −5.0% | −5.9% | −6.8% | +8.9% | +12.2% |
| 2022 | −9.6% | +0.8% | +1.0% | −9.9% | −0.5% | −8.5% | +10.2% | −2.1% | −9.5% | +9.9% | +2.4% | −6.6% |
| 2021 | +4.8% | +6.2% | +1.0% | +2.0% | +0.2% | +1.8% | −3.6% | +2.1% | −3.0% | +4.3% | −4.1% | +2.2% |
| 2020 | −3.3% | −8.7% | −13.6% | +6.1% | +4.2% | +2.6% | +2.8% | +5.7% | −3.4% | +2.1% | +18.1% | +8.6% |
| 2019 | — | — | — | — | — | — | +0.6% | −4.9% | +2.1% | +2.6% | +4.0% | +2.9% |
C000104219 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 20.18%
- 3-year Sharpe ratio: 0.60 (vs 4.5% risk-free rate)
- Best month: +12.15% (Dec 2023)
- Worst month: −8.35% (Dec 2024)
C000104219 Fund Flows
Monthly money in and out of ATM Small Cap Managed Volatility Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$105.7M
- 12-month gross sales (incl. reinvestments): $70.7M
- Sales ÷ redemptions: 0.40×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $8K | $17.2M | −$17.2M |
| May 2026 | $71K | $28.9M | −$28.8M |
| Apr 2026 | $50K | $12.6M | −$12.5M |
| Mar 2026 | $194K | $12.4M | −$12.2M |
| Feb 2026 | $3K | $12.1M | −$12.1M |
| Jan 2026 | $18.0M | $11.6M | $6.4M |
| Dec 2025 | $48.8M | $13.9M | $34.9M |
| Nov 2025 | $96K | $11.1M | −$11.1M |
| Oct 2025 | $3.3M | $12.2M | −$8.9M |
| Sep 2025 | $6K | $11.8M | −$11.8M |
| Aug 2025 | $7K | $20.2M | −$20.2M |
| Jul 2025 | $81K | $12.4M | −$12.3M |
C000104219 Assets Under Management
Net assets of ATM Small Cap Managed Volatility Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.10B |
| 2026-03-31 | $962.08M |
| 2025-12-31 | $972.09M |
| 2025-09-30 | $989.10M |
| 2025-06-30 | $923.19M |
| 2025-03-31 | $900.61M |
| 2024-12-31 | $1.02B |
| 2024-09-30 | $1.06B |
| 2024-06-30 | $1.00B |
| 2024-03-31 | $967.67M |
| 2023-12-31 | $966.90M |
| 2023-09-30 | $880.28M |
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.