C000107912 Performance — Multi-Asset Absolute Return Fund, Class NAV
Data updated: 2026-07-27
C000107912 returned +1.38% year to date and +4.06% over one year to May 2026. Annualised returns are +3.72% over 3 years and +3.25% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $112, against $165 for the category, and to $104 over one year, against $122. Volatility over the past three years was 7.23% a year. In the 12 months to May 2026 the fund took in a net $14.6M, and assets reached $262.97M.
C000107912 Growth of $100
What $100 invested in Multi-Asset Absolute Return Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000107912 | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $104 | $122 |
| 3 years (Jun 2023 – May 2026) | $112 | $165 |
| 5 years (Jun 2021 – May 2026) | $117 | $164 |
| Since data start (Aug 2019 – May 2026) | $129 | $226 |
C000107912 Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.38% |
| 1 year | +4.06% |
| 3 years (annualised) | +3.72% |
| 5 years (annualised) | +3.25% |
C000107912 Annual Returns
Calendar-year total returns of Multi-Asset Absolute Return Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +1.38% |
| 2025 | +4.63% |
| 2024 | +3.95% |
| 2023 | +4.98% |
| 2022 | −5.15% |
| 2021 | +11.86% |
| 2020 | +2.20% |
| 2019 (Aug–Dec) | +2.44% |
C000107912 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 | +0.4% | +2.1% | −5.8% | +2.6% | +2.3% | — | — | — | — | — | — | — |
| 2025 | +2.4% | +1.9% | −2.8% | −0.5% | +1.0% | +0.7% | −1.8% | +2.1% | +1.8% | +0.1% | +1.2% | −1.4% |
| 2024 | +1.9% | −0.8% | +1.0% | −3.3% | −0.6% | +0.5% | +3.2% | +2.9% | +0.9% | −2.0% | +3.2% | −2.8% |
| 2023 | +1.2% | −1.9% | +3.8% | +1.8% | −1.1% | −1.2% | +0.6% | +0.7% | −2.1% | −0.7% | +2.1% | +1.9% |
| 2022 | −0.9% | −1.6% | −1.4% | −1.4% | 0.0% | −2.1% | +3.5% | −3.0% | −3.8% | +2.6% | +3.9% | −0.9% |
| 2021 | −1.1% | +0.6% | +3.4% | +0.7% | +0.9% | +1.7% | +2.5% | +0.4% | −2.5% | +0.3% | +0.7% | +3.7% |
| 2020 | −0.1% | −1.8% | −2.1% | +3.6% | +0.9% | −1.6% | +0.2% | 0.0% | +0.4% | −1.8% | +4.3% | +0.5% |
| 2019 | — | — | — | — | — | — | — | +0.2% | +0.4% | +0.1% | +1.2% | +0.4% |
C000107912 Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 7.23%
- 3-year Sharpe ratio: -0.11 (vs 4.5% risk-free rate)
- Best month: +3.23% (Nov 2024)
- Worst month: −5.77% (Mar 2026)
C000107912 Fund Flows
Monthly money in and out of Multi-Asset Absolute Return Fund, from SEC Form N-PORT.
- 12-month net flow: $14.6M
- 12-month gross sales (incl. reinvestments): $83.0M
- Sales ÷ redemptions: 1.21×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $1.2M | $23.2M | −$22.0M |
| Apr 2026 | $2.1M | $12.0M | −$10.0M |
| Mar 2026 | $6.7M | $2.3M | $4.4M |
| Feb 2026 | $2.6M | $2.0M | $612K |
| Jan 2026 | $5.3M | $7.5M | −$2.3M |
| Dec 2025 | $49.6M | $3.5M | $46.0M |
| Nov 2025 | $2.8M | $1.8M | $987K |
| Oct 2025 | $2.5M | $4.1M | −$1.6M |
| Sep 2025 | $1.3M | $1.5M | −$228K |
| Aug 2025 | $932K | $2.3M | −$1.3M |
| Jul 2025 | $4.1M | $4.3M | −$118K |
| Jun 2025 | $3.9M | $4.0M | −$36K |
C000107912 Assets Under Management
Net assets of Multi-Asset Absolute Return Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $262.97M |
| 2026-02-28 | $294.38M |
| 2025-11-30 | $246.17M |
| 2025-08-31 | $239.45M |
| 2025-07-31 | $236.02M |
| 2025-04-30 | $238.89M |
| 2025-01-31 | $296.39M |
| 2024-10-31 | $310.73M |
| 2024-07-31 | $333.02M |
| 2024-04-30 | $340.99M |
| 2024-01-31 | $373.71M |
| 2023-10-31 | $366.86M |
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.