C000111140 Performance — T. Rowe Price Mortgage-Backed Securities Multi-Sector Account Portfolio
Data updated: 2026-07-28
C000111140 returned +0.59% year to date and +6.92% over one year to May 2026. Annualised returns are +4.21% over 3 years and +0.26% over 5 years. Against its Intermediate Securitized Bond category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $113, against $116 for the category, and to $107 over one year, against $106. Volatility over the past three years was 6.58% a year. In the 12 months to May 2026 the fund lost a net $23.6M, and assets reached $47.34M.
C000111140 Growth of $100
What $100 invested in T. Rowe Price Mortgage-Backed Securities Multi-Sector Account Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Securitized Bond category average over the same months.
| Period | C000111140 | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $107 | $106 |
| 3 years (Jun 2023 – May 2026) | $113 | $116 |
| 5 years (Jun 2021 – May 2026) | $101 | $105 |
| Since data start (Sep 2019 – May 2026) | $105 | $111 |
C000111140 Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.59% |
| 1 year | +6.92% |
| 3 years (annualised) | +4.21% |
| 5 years (annualised) | +0.26% |
C000111140 Annual Returns
Calendar-year total returns of T. Rowe Price Mortgage-Backed Securities Multi-Sector Account Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +0.59% |
| 2025 | +8.86% |
| 2024 | +1.02% |
| 2023 | +4.75% |
| 2022 | −12.30% |
| 2021 | −1.38% |
| 2020 | +4.50% |
| 2019 (Sep–Dec) | +0.54% |
C000111140 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% | +1.7% | −1.7% | 0.0% | +0.2% | — | — | — | — | — | — | — |
| 2025 | +0.5% | +2.5% | 0.0% | +0.3% | −0.9% | +1.9% | −0.5% | +1.7% | +1.0% | +0.9% | +0.6% | +0.4% |
| 2024 | −0.4% | −1.8% | +1.0% | −3.0% | +2.1% | +1.2% | +2.7% | +1.7% | +1.2% | −3.0% | +1.3% | −1.7% |
| 2023 | +3.4% | −2.7% | +2.1% | +0.5% | −0.8% | −0.5% | −0.2% | −0.9% | −3.3% | −2.1% | +5.3% | +4.3% |
| 2022 | −1.5% | −1.0% | −2.9% | −3.6% | +1.2% | −1.6% | +3.3% | −3.4% | −5.2% | −1.5% | +4.4% | −0.8% |
| 2021 | +0.1% | −0.7% | −0.7% | +0.5% | −0.4% | −0.1% | +0.6% | −0.1% | −0.2% | −0.3% | −0.1% | −0.1% |
| 2020 | +0.8% | +1.0% | +0.9% | +0.7% | +0.3% | −0.1% | +0.4% | 0.0% | 0.0% | +0.2% | 0.0% | +0.3% |
| 2019 | — | — | — | — | — | — | — | — | 0.0% | +0.2% | +0.1% | +0.2% |
C000111140 Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 6.58%
- 3-year Sharpe ratio: -0.04 (vs 4.5% risk-free rate)
- Best month: +5.31% (Nov 2023)
- Worst month: −3.30% (Sep 2023)
C000111140 Fund Flows
Monthly money in and out of T. Rowe Price Mortgage-Backed Securities Multi-Sector Account Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$23.6M
- 12-month gross sales (incl. reinvestments): $19.5M
- Sales ÷ redemptions: 0.45×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $183K | $3.9M | −$3.7M |
| Apr 2026 | $186K | $490K | −$304K |
| Mar 2026 | $6.1M | $0 | $6.1M |
| Feb 2026 | $647K | $0 | $647K |
| Jan 2026 | $175K | $0 | $175K |
| Dec 2025 | $158K | $0 | $158K |
| Nov 2025 | $177K | $0 | $177K |
| Oct 2025 | $5.4M | $0 | $5.4M |
| Sep 2025 | $5.6M | $0 | $5.6M |
| Aug 2025 | $276K | $32.7M | −$32.4M |
| Jul 2025 | $296K | $6.1M | −$5.8M |
| Jun 2025 | $359K | $0 | $359K |
C000111140 Assets Under Management
Net assets of T. Rowe Price Mortgage-Backed Securities Multi-Sector Account Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $47.34M |
| 2026-02-28 | $46.39M |
| 2025-11-30 | $44.82M |
| 2025-08-31 | $33.14M |
| 2025-05-31 | $70.17M |
| 2025-02-28 | $105.31M |
| 2024-11-30 | $108.57M |
| 2024-08-31 | $122.97M |
| 2024-05-31 | $99.46M |
| 2024-02-29 | $110.26M |
| 2023-11-30 | $106.65M |
| 2023-08-31 | $113.11M |
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.