C000111137 Performance — T. Rowe Price Floating Rate Multi-Sector Account Portfolio
Data updated: 2024-05-10
C000111137 returned +11.14% over one year to Feb 2024. The annualised 3-year return is +5.82%. Against its Alternative category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $118, against $108 for the category, and to $111 over one year, against $115. Volatility over the past three years was 3.77% a year. In the 12 months to Feb 2024 the fund took in a net $7.9M, and assets reached $3.75M.
C000111137 Growth of $100
What $100 invested in T. Rowe Price Floating Rate Multi-Sector Account Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | C000111137 | Category average |
|---|---|---|
| 1 year (Mar 2023 – Feb 2024) | $111 | $115 |
| 3 years (Mar 2021 – Feb 2024) | $118 | $108 |
| Since data start (Sep 2019 – Feb 2024) | $128 | $124 |
C000111137 Trailing Returns
Total returns to Feb 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +11.14% |
| 3 years (annualised) | +5.82% |
C000111137 Annual Returns
Calendar-year total returns of T. Rowe Price Floating Rate Multi-Sector Account Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Feb) | +1.08% |
| 2023 | +13.45% |
| 2022 | −0.82% |
| 2021 | +5.72% |
| 2020 | +3.73% |
| 2019 (Sep–Dec) | +2.54% |
C000111137 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +0.5% | +0.6% | — | — | — | — | — | — | — | — | — | — |
| 2023 | +2.5% | +0.6% | +0.1% | +0.9% | −0.1% | +2.1% | +1.5% | +1.1% | +0.7% | 0.0% | +1.6% | +1.6% |
| 2022 | +0.2% | −0.6% | −0.1% | +0.1% | −2.5% | −1.8% | +2.3% | +1.3% | −2.2% | +0.9% | +1.4% | +0.4% |
| 2021 | +0.9% | +0.6% | +0.2% | +0.6% | +0.5% | +0.5% | 0.0% | +0.5% | +0.6% | +0.4% | −0.3% | +1.0% |
| 2020 | +0.2% | −1.4% | −9.7% | +4.6% | +3.3% | +0.4% | +2.1% | +0.8% | +0.3% | +0.3% | +1.9% | +1.4% |
| 2019 | — | — | — | — | — | — | — | — | +0.6% | −0.2% | +0.9% | +1.2% |
C000111137 Risk
Risk measures from monthly returns over Mar 2021 – Feb 2024.
- 3-year volatility (annualised): 3.77%
- 3-year Sharpe ratio: 0.35 (vs 4.5% risk-free rate)
- Best month: +2.52% (Jan 2023)
- Worst month: −2.54% (May 2022)
C000111137 Fund Flows
Monthly money in and out of T. Rowe Price Floating Rate Multi-Sector Account Portfolio, from SEC Form N-PORT.
- 12-month net flow: $7.9M
- 12-month gross sales (incl. reinvestments): $466K
- Sales ÷ redemptions: -0.06×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2024 | $0 | −$5.1M | $5.1M |
| Jan 2024 | $42K | $0 | $42K |
| Dec 2023 | $46K | −$700K | $746K |
| Nov 2023 | $46K | $0 | $46K |
| Oct 2023 | $46K | −$125K | $171K |
| Sep 2023 | $48K | $0 | $48K |
| Aug 2023 | $41K | $0 | $41K |
| Jul 2023 | $45K | $0 | $45K |
| Jun 2023 | $49K | −$430K | $479K |
| May 2023 | $49K | −$1.1M | $1.1M |
| Apr 2023 | $54K | $0 | $54K |
| Mar 2023 | $0 | $0 | $0 |
C000111137 Assets Under Management
Net assets of T. Rowe Price Floating Rate Multi-Sector Account Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-02-29 | $3.75M |
| 2023-11-30 | $9.39M |
| 2023-08-31 | $9.39M |
| 2023-05-31 | $9.47M |
| 2023-02-28 | $10.51M |
| 2022-11-30 | $15.19M |
| 2022-08-31 | $17.40M |
| 2022-05-31 | $29.98M |
| 2022-02-28 | $38.92M |
| 2021-11-30 | $30.75M |
| 2021-08-31 | $30.81M |
| 2021-05-28 | $30.60M |
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.