C000125702 Performance — CVT Volatility Managed Moderate Growth Portfolio, Class F
Data updated: 2026-08-24
C000125702 returned +6.47% year to date and +14.49% over one year to Jun 2026. Annualised returns are +10.09% over 3 years and +5.41% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $133, against $157 for the category, and to $114 over one year, against $118. Volatility over the past three years was 9.77% a year. In the 12 months to Jun 2026 the fund lost a net $3.2M, and assets reached $52.67M.
C000125702 Growth of $100
What $100 invested in CVT Volatility Managed Moderate 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 | C000125702 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $114 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $133 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $130 | $161 |
| Since data start (Jul 2019 – Jun 2026) | $156 | $229 |
C000125702 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +6.47% |
| 1 year | +14.49% |
| 3 years (annualised) | +10.09% |
| 5 years (annualised) | +5.41% |
C000125702 Annual Returns
Calendar-year total returns of CVT Volatility Managed Moderate Growth Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +6.47% |
| 2025 | +8.51% |
| 2024 | +10.18% |
| 2023 | +13.78% |
| 2022 | −14.61% |
| 2021 | +13.65% |
| 2020 | +3.82% |
| 2019 (Jul–Dec) | +6.81% |
C000125702 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 | +2.0% | +1.4% | −4.8% | +5.5% | +2.7% | −0.2% | — | — | — | — | — | — |
| 2025 | +2.1% | +0.1% | −2.9% | −2.7% | +1.8% | +2.6% | +0.6% | +2.3% | +2.4% | +1.3% | +0.6% | +0.2% |
| 2024 | −0.2% | +2.6% | +2.6% | −3.9% | +3.7% | +1.3% | +2.9% | +1.2% | +1.6% | −2.2% | +4.0% | −3.5% |
| 2023 | +4.1% | −2.3% | +2.5% | +1.0% | −0.7% | +3.9% | +2.3% | −2.0% | −4.2% | −2.6% | +7.0% | +4.7% |
| 2022 | −4.0% | −2.1% | +0.2% | −5.2% | +0.1% | −3.6% | +3.8% | −2.7% | −5.3% | +2.2% | +3.5% | −2.0% |
| 2021 | −0.5% | +1.4% | +1.9% | +2.9% | +0.8% | +1.3% | +1.4% | +1.8% | −3.8% | +4.3% | −1.5% | +3.1% |
| 2020 | −0.3% | −5.2% | −5.5% | +2.8% | +1.8% | +0.5% | +2.4% | +3.4% | −2.3% | −1.9% | +6.1% | +2.7% |
| 2019 | — | — | — | — | — | — | +0.5% | −0.9% | +1.4% | +1.7% | +2.0% | +2.1% |
C000125702 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.77%
- 3-year Sharpe ratio: 0.57 (vs 4.5% risk-free rate)
- Best month: +6.97% (Nov 2023)
- Worst month: −4.82% (Mar 2026)
C000125702 Fund Flows
Monthly money in and out of CVT Volatility Managed Moderate Growth Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$3.2M
- 12-month gross sales (incl. reinvestments): $6.9M
- Sales ÷ redemptions: 0.68×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $105K | $948K | −$843K |
| May 2026 | $104K | $422K | −$318K |
| Apr 2026 | $23K | $2.0M | −$1.9M |
| Mar 2026 | $17K | $1.7M | −$1.7M |
| Feb 2026 | $31K | $838K | −$807K |
| Jan 2026 | $35K | $513K | −$478K |
| Dec 2025 | $231K | $610K | −$380K |
| Nov 2025 | $16K | $837K | −$820K |
| Oct 2025 | $5.5M | $475K | $5.0M |
| Sep 2025 | $27K | $493K | −$466K |
| Aug 2025 | $30K | $571K | −$542K |
| Jul 2025 | $781K | $759K | $22K |
C000125702 Assets Under Management
Net assets of CVT Volatility Managed Moderate Growth Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $52.67M |
| 2026-03-31 | $51.67M |
| 2025-12-31 | $55.38M |
| 2025-09-30 | $55.91M |
| 2025-06-30 | $54.03M |
| 2025-03-31 | $55.96M |
| 2024-12-31 | $59.08M |
| 2024-09-30 | $64.81M |
| 2024-06-30 | $62.63M |
| 2024-03-31 | $67.66M |
| 2023-12-31 | $68.83M |
| 2023-09-30 | $65.46M |
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.