C000106600 Performance — William Blair Macro Allocation Fund, Class N
Data updated: 2022-08-29
C000106600 returned −3.67% over one year to Jun 2022. The annualised 3-year return is −0.68%. Against its Moderate Allocation category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $98, against $107 for the category, and to $96 over one year, against $89. Volatility over the past three years was 6.27% a year. In the 12 months to Jun 2022 the fund lost a net $186.8M, and assets reached $22.77M.
C000106600 Growth of $100
What $100 invested in William Blair Macro Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | C000106600 | Category average |
|---|---|---|
| 1 year (Jul 2021 – Jun 2022) | $96 | $89 |
| 3 years (Jul 2019 – Jun 2022) | $98 | $107 |
C000106600 Trailing Returns
Total returns to Jun 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −3.67% |
| 3 years (annualised) | −0.68% |
C000106600 Annual Returns
Calendar-year total returns of William Blair Macro Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jun) | −1.11% |
| 2021 | +1.15% |
| 2020 | −3.49% |
| 2019 (Jul–Dec) | +1.48% |
C000106600 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | +2.6% | −2.4% | −0.5% | +0.1% | −0.7% | −0.2% | — | — | — | — | — | — |
| 2021 | −0.7% | +0.5% | +0.5% | +0.5% | +1.5% | +1.3% | −0.8% | +1.7% | −1.1% | −1.0% | −1.9% | +0.4% |
| 2020 | 0.0% | −2.3% | −5.1% | +0.5% | +1.7% | −1.9% | 0.0% | −0.5% | −1.9% | −1.2% | +5.8% | +1.8% |
| 2019 | — | — | — | — | — | — | +0.6% | −2.0% | +1.0% | +0.4% | +0.3% | +1.1% |
C000106600 Risk
Risk measures from monthly returns over Jul 2019 – Jun 2022.
- 3-year volatility (annualised): 6.27%
- 3-year Sharpe ratio: -0.83 (vs 4.5% risk-free rate)
- Best month: +5.76% (Nov 2020)
- Worst month: −5.10% (Mar 2020)
C000106600 Fund Flows
Monthly money in and out of William Blair Macro Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$186.8M
- 12-month gross sales (incl. reinvestments): $16.9M
- Sales ÷ redemptions: 0.08×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2022 | $41K | $11.6M | −$11.6M |
| May 2022 | $40K | $119.6M | −$119.6M |
| Apr 2022 | $1.4M | $22.0M | −$20.6M |
| Mar 2022 | $309K | $4.1M | −$3.8M |
| Feb 2022 | $1.7M | $2.1M | −$426K |
| Jan 2022 | $949K | $10.0M | −$9.1M |
| Dec 2021 | $5.5M | $7.2M | −$1.6M |
| Nov 2021 | $374K | $5.1M | −$4.7M |
| Oct 2021 | $1.7M | $5.1M | −$3.4M |
| Sep 2021 | $780K | $9.3M | −$8.5M |
| Aug 2021 | $762K | $2.9M | −$2.2M |
| Jul 2021 | $3.4M | $4.6M | −$1.2M |
C000106600 Assets Under Management
Net assets of William Blair Macro Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-06-30 | $22.77M |
| 2022-03-31 | $175.10M |
| 2021-12-31 | $188.88M |
| 2021-09-30 | $208.25M |
| 2021-06-30 | $220.52M |
| 2021-03-31 | $279.92M |
| 2020-12-31 | $354.05M |
| 2020-09-30 | $409.49M |
| 2020-06-30 | $546.81M |
| 2020-03-31 | $598.70M |
| 2019-12-31 | $752.78M |
| 2019-09-30 | $818.69M |
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.