C000124051 Performance — Pacific Funds Portfolio Optimization Conservative, Class I-2
Data updated: 2023-06-07
C000124051 returned −6.50% over one year to Mar 2023. The annualised 3-year return is +3.31%. The fund trailed its Conservative Allocation category average: $100 invested three years ago grew to $110, against $117 for the category, and to $93 over one year, against $97. Volatility over the past three years was 8.77% a year. In the 12 months to Mar 2023 the fund took in a net $83.2M, and assets reached $170.46M.
C000124051 Growth of $100
What $100 invested in Pacific Funds Portfolio Optimization Conservative grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Conservative Allocation category average over the same months.
| Period | C000124051 | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $93 | $97 |
| 3 years (Apr 2020 – Mar 2023) | $110 | $117 |
| Since data start (Jul 2019 – Mar 2023) | $105 | $108 |
C000124051 Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −6.50% |
| 3 years (annualised) | +3.31% |
C000124051 Annual Returns
Calendar-year total returns of Pacific Funds Portfolio Optimization Conservative, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | +3.27% |
| 2022 | −14.81% |
| 2021 | +4.22% |
| 2020 | +11.04% |
| 2019 (Jul–Dec) | +3.47% |
C000124051 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.8% | −2.1% | +1.6% | — | — | — | — | — | — | — | — | — |
| 2022 | −2.9% | −1.7% | −1.4% | −4.6% | +0.1% | −4.6% | +3.6% | −2.2% | −5.3% | +1.2% | +3.9% | −1.4% |
| 2021 | −0.5% | +0.3% | +0.2% | +1.9% | +0.8% | +0.8% | +0.7% | +0.7% | −1.7% | +1.1% | −1.0% | +1.1% |
| 2020 | +0.8% | −1.6% | −7.0% | +5.3% | +2.9% | +1.6% | +2.9% | +1.4% | −1.0% | −0.4% | +4.5% | +1.7% |
| 2019 | — | — | — | — | — | — | +0.2% | +0.8% | +0.2% | +0.8% | +0.5% | +1.1% |
C000124051 Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 8.77%
- 3-year Sharpe ratio: -0.14 (vs 4.5% risk-free rate)
- Best month: +5.26% (Apr 2020)
- Worst month: −5.30% (Sep 2022)
C000124051 Fund Flows
Monthly money in and out of Pacific Funds Portfolio Optimization Conservative, from SEC Form N-PORT.
- 12-month net flow: $83.2M
- 12-month gross sales (incl. reinvestments): $27.5M
- Sales ÷ redemptions: -0.49×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $1.3M | −$3.8M | $5.1M |
| Feb 2023 | $563K | −$3.0M | $3.6M |
| Jan 2023 | $1.3M | −$3.8M | $5.1M |
| Dec 2022 | $12.8M | −$5.0M | $17.8M |
| Nov 2022 | $403K | −$4.1M | $4.5M |
| Oct 2022 | $1.3M | −$4.2M | $5.5M |
| Sep 2022 | $1.1M | −$3.2M | $4.3M |
| Aug 2022 | $1.5M | −$3.4M | $4.9M |
| Jul 2022 | $1.3M | −$4.9M | $6.2M |
| Jun 2022 | $1.2M | −$4.1M | $5.2M |
| May 2022 | $2.1M | −$6.0M | $8.1M |
| Apr 2022 | $2.6M | −$10.2M | $12.9M |
C000124051 Assets Under Management
Net assets of Pacific Funds Portfolio Optimization Conservative by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $170.46M |
| 2022-12-30 | $172.56M |
| 2022-09-30 | $176.57M |
| 2022-06-30 | $191.68M |
| 2022-03-31 | $225.75M |
| 2021-12-31 | $242.58M |
| 2021-09-30 | $246.60M |
| 2021-06-30 | $251.78M |
| 2021-03-31 | $249.76M |
| 2020-12-31 | $246.43M |
| 2020-09-30 | $236.94M |
| 2020-06-30 | $230.14M |
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.