C000125701 Performance — CVT Volatility Managed Growth Portfolio, Class F
Data updated: 2026-08-24
C000125701 returned +7.63% year to date and +16.53% over one year to Jun 2026. Annualised returns are +11.24% over 3 years and +6.34% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $138, against $157 for the category, and to $117 over one year, against $118. Volatility over the past three years was 11.25% a year. In the 12 months to Jun 2026 the fund lost a net $5.3M, and assets reached $75.15M.
C000125701 Growth of $100
What $100 invested in CVT Volatility Managed Growth Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000125701 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $117 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $138 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $136 | $161 |
| Since data start (Jul 2019 – Jun 2026) | $163 | $229 |
C000125701 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.63% |
| 1 year | +16.53% |
| 3 years (annualised) | +11.24% |
| 5 years (annualised) | +6.34% |
C000125701 Annual Returns
Calendar-year total returns of CVT Volatility Managed Growth Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +7.63% |
| 2025 | +8.07% |
| 2024 | +12.17% |
| 2023 | +15.66% |
| 2022 | −14.94% |
| 2021 | +15.89% |
| 2020 | +2.14% |
| 2019 (Jul–Dec) | +7.21% |
C000125701 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 | +2.4% | +1.3% | −5.6% | +6.7% | +3.3% | −0.3% | — | — | — | — | — | — |
| 2025 | +2.5% | −0.4% | −3.6% | −3.6% | +2.3% | +2.9% | +0.9% | +2.4% | +2.6% | +1.3% | +0.5% | +0.3% |
| 2024 | −0.1% | +3.5% | +3.0% | −4.2% | +4.1% | +1.4% | +3.0% | +1.0% | +1.7% | −2.2% | +4.7% | −3.9% |
| 2023 | +4.1% | −2.2% | +2.4% | +1.1% | −0.8% | +4.8% | +2.9% | −2.4% | −4.7% | −2.7% | +7.8% | +5.2% |
| 2022 | −4.6% | −2.1% | +0.9% | −5.5% | +0.2% | −4.1% | +4.2% | −2.6% | −5.7% | +3.0% | +3.6% | −2.6% |
| 2021 | −0.6% | +1.7% | +2.6% | +3.3% | +0.7% | +1.3% | +1.5% | +2.1% | −4.2% | +5.1% | −1.8% | +3.4% |
| 2020 | −0.8% | −6.0% | −5.5% | +2.6% | +1.7% | +0.3% | +2.4% | +3.8% | −2.7% | −1.9% | +6.1% | +3.1% |
| 2019 | — | — | — | — | — | — | +0.6% | −1.9% | +1.7% | +1.7% | +2.5% | +2.6% |
C000125701 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 11.25%
- 3-year Sharpe ratio: 0.60 (vs 4.5% risk-free rate)
- Best month: +7.76% (Nov 2023)
- Worst month: −5.64% (Mar 2026)
C000125701 Fund Flows
Monthly money in and out of CVT Volatility Managed Growth Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$5.3M
- 12-month gross sales (incl. reinvestments): $15.5M
- Sales ÷ redemptions: 0.74×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $119K | $1.3M | −$1.2M |
| May 2026 | $700 | $4.6M | −$4.6M |
| Apr 2026 | $1K | $3.2M | −$3.2M |
| Mar 2026 | $240K | $1.7M | −$1.5M |
| Feb 2026 | $854 | $1.2M | −$1.2M |
| Jan 2026 | $13K | $772K | −$759K |
| Dec 2025 | $2K | $1.0M | −$1.0M |
| Nov 2025 | $523 | $2.1M | −$2.1M |
| Oct 2025 | $11.7M | $1.5M | $10.2M |
| Sep 2025 | $113K | $2.2M | −$2.1M |
| Aug 2025 | $1.6M | $828K | $780K |
| Jul 2025 | $1.7M | $456K | $1.2M |
C000125701 Assets Under Management
Net assets of CVT Volatility Managed Growth Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $75.15M |
| 2026-03-31 | $76.75M |
| 2025-12-31 | $81.79M |
| 2025-09-30 | $84.54M |
| 2025-06-30 | $79.77M |
| 2025-03-31 | $79.06M |
| 2024-12-31 | $86.68M |
| 2024-09-30 | $93.05M |
| 2024-06-30 | $97.99M |
| 2024-03-31 | $105.34M |
| 2023-12-31 | $104.87M |
| 2023-09-30 | $99.47M |
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.