C000112076 Performance — CTIVP - AQR Managed Futures Strategy Fund, Class 1
Data updated: 2020-05-28
In the 12 months to Mar 2020 the fund lost a net $2.7M, and assets reached $263.99M.
C000112076 Growth of $100
What $100 invested in CTIVP - AQR Managed Futures Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000112076 | Category average |
|---|---|---|
| Since data start (Jul 2019 – Mar 2020) | $101 | $87 |
C000112076 Annual Returns
Calendar-year total returns of CTIVP - AQR Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Mar) | +3.33% |
| 2019 (Jul–Dec) | −1.78% |
C000112076 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −1.1% | −0.8% | +5.4% | — | — | — | — | — | — | — | — | — |
| 2019 | — | — | — | — | — | — | +2.5% | +3.3% | −4.2% | −3.4% | −1.0% | +1.3% |
C000112076 Risk
Risk measures from monthly returns over Jul 2019 – Mar 2020.
- Best month: +5.38% (Mar 2020)
- Worst month: −4.25% (Sep 2019)
C000112076 Fund Flows
Monthly money in and out of CTIVP - AQR Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$2.7M
- 12-month gross sales (incl. reinvestments): $4.6M
- Sales ÷ redemptions: 0.62×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2020 | $335K | $2.5M | −$2.2M |
| Feb 2020 | $287K | $1.2M | −$918K |
| Jan 2020 | $1.3M | $228K | $1.0M |
| Dec 2019 | $543K | $315K | $229K |
| Nov 2019 | $384K | $661K | −$277K |
| Oct 2019 | $391K | $591K | −$199K |
| Sep 2019 | $499K | $922K | −$423K |
| Aug 2019 | $502K | $569K | −$67K |
| Jul 2019 | $344K | $322K | $22K |
C000112076 Assets Under Management
Net assets of CTIVP - AQR Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-03-31 | $263.99M |
| 2019-12-31 | $257.54M |
| 2019-09-30 | $265.86M |
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 Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date.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.