C000118116 Performance — Currency Strategies Portfolio, Class I
Data updated: 2020-06-01
In the 12 months to Mar 2020 the fund lost a net $279.0M, and assets reached $310.42M.
C000118116 Growth of $100
What $100 invested in Currency Strategies Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | C000118116 | Category average |
|---|---|---|
| Since data start (Jul 2019 – Mar 2020) | $89 | $83 |
C000118116 Annual Returns
Calendar-year total returns of Currency Strategies Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Mar) | −10.57% |
| 2019 (Jul–Dec) | −0.97% |
C000118116 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 | −1.3% | −0.5% | −9.0% | — | — | — | — | — | — | — | — | — |
| 2019 | — | — | — | — | — | — | −1.6% | −0.2% | −0.1% | 0.0% | −0.9% | +1.8% |
C000118116 Risk
Risk measures from monthly returns over Jul 2019 – Mar 2020.
- Best month: +1.82% (Dec 2019)
- Worst month: −8.98% (Mar 2020)
C000118116 Fund Flows
Monthly money in and out of Currency Strategies Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$279.0M
- 12-month gross sales (incl. reinvestments): $152.5M
- Sales ÷ redemptions: 0.35×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2020 | $4.1M | $419.2M | −$415.0M |
| Feb 2020 | $1.4M | $585K | $845K |
| Jan 2020 | $1.1M | $682K | $395K |
| Dec 2019 | $428K | $672K | −$244K |
| Nov 2019 | $655K | $375K | $280K |
| Oct 2019 | $141.2M | $5.5M | $135.7M |
| Sep 2019 | $716K | $1.6M | −$851K |
| Aug 2019 | $773K | $2.6M | −$1.9M |
| Jul 2019 | $2.1M | $255K | $1.8M |
C000118116 Assets Under Management
Net assets of Currency Strategies Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-03-31 | $310.42M |
| 2019-12-31 | $833.12M |
| 2019-09-30 | $689.86M |
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 Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date.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.