C000124052 Performance — Pacific Funds Portfolio Optimization Moderate-Conservative, Class I-2
Data updated: 2023-06-07
C000124052 returned −7.37% over one year to Mar 2023. The annualised 3-year return is +6.01%. The fund trailed its Moderate Allocation category average: $100 invested three years ago grew to $119, against $128 for the category, and to $93 over one year, against $94. Volatility over the past three years was 11.28% a year. In the 12 months to Mar 2023 the fund took in a net $105.2M, and assets reached $231.15M.
C000124052 Growth of $100
What $100 invested in Pacific Funds Portfolio Optimization Moderate-Conservative grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | C000124052 | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $93 | $94 |
| 3 years (Apr 2020 – Mar 2023) | $119 | $128 |
| Since data start (Jul 2019 – Mar 2023) | $110 | $117 |
C000124052 Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −7.37% |
| 3 years (annualised) | +6.01% |
C000124052 Annual Returns
Calendar-year total returns of Pacific Funds Portfolio Optimization Moderate-Conservative, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | +3.91% |
| 2022 | −16.83% |
| 2021 | +7.95% |
| 2020 | +12.61% |
| 2019 (Jul–Dec) | +4.60% |
C000124052 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 | +4.7% | −2.4% | +1.7% | — | — | — | — | — | — | — | — | — |
| 2022 | −3.8% | −2.2% | −0.9% | −5.7% | +0.3% | −5.7% | +4.6% | −2.8% | −6.3% | +2.4% | +4.6% | −2.1% |
| 2021 | −0.7% | +1.1% | +1.0% | +2.7% | +0.9% | +0.9% | +0.7% | +1.1% | −2.3% | +2.2% | −1.6% | +1.8% |
| 2020 | +0.4% | −3.2% | −9.3% | +7.1% | +3.5% | +1.9% | +3.5% | +2.5% | −1.6% | −0.8% | +6.5% | +2.4% |
| 2019 | — | — | — | — | — | — | +0.2% | +0.1% | +0.6% | +1.1% | +1.1% | +1.5% |
C000124052 Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 11.28%
- 3-year Sharpe ratio: 0.13 (vs 4.5% risk-free rate)
- Best month: +7.10% (Apr 2020)
- Worst month: −6.32% (Sep 2022)
C000124052 Fund Flows
Monthly money in and out of Pacific Funds Portfolio Optimization Moderate-Conservative, from SEC Form N-PORT.
- 12-month net flow: $105.2M
- 12-month gross sales (incl. reinvestments): $44.0M
- Sales ÷ redemptions: -0.72×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $775K | −$5.2M | $5.9M |
| Feb 2023 | $368K | −$3.8M | $4.1M |
| Jan 2023 | $1.8M | −$4.4M | $6.2M |
| Dec 2022 | $30.1M | −$9.6M | $39.8M |
| Nov 2022 | $1.2M | −$4.4M | $5.6M |
| Oct 2022 | $1.2M | −$4.4M | $5.5M |
| Sep 2022 | $1.1M | −$3.9M | $5.0M |
| Aug 2022 | $1.1M | −$5.0M | $6.0M |
| Jul 2022 | $921K | −$3.5M | $4.4M |
| Jun 2022 | $651K | −$3.7M | $4.3M |
| May 2022 | $2.0M | −$6.7M | $8.7M |
| Apr 2022 | $2.9M | −$6.7M | $9.5M |
C000124052 Assets Under Management
Net assets of Pacific Funds Portfolio Optimization Moderate-Conservative by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $231.15M |
| 2022-12-30 | $232.78M |
| 2022-09-30 | $236.14M |
| 2022-06-30 | $256.91M |
| 2022-03-31 | $300.96M |
| 2021-12-31 | $334.29M |
| 2021-09-30 | $333.14M |
| 2021-06-30 | $341.97M |
| 2021-03-31 | $335.29M |
| 2020-12-31 | $337.93M |
| 2020-09-30 | $320.52M |
| 2020-06-30 | $315.95M |
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.