C000125703 Performance — CVT Volatility Managed Moderate Portfolio, Class F
Data updated: 2026-08-24
C000125703 returned +4.76% year to date and +11.31% over one year to Jun 2026. Annualised returns are +8.01% over 3 years and +3.85% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $126, against $157 for the category, and to $111 over one year, against $118. Volatility over the past three years was 8.34% a year. In the 12 months to Jun 2026 the fund lost a net $4.2M, and assets reached $57.77M.
C000125703 Growth of $100
What $100 invested in CVT Volatility Managed Moderate 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 | C000125703 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $111 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $126 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $121 | $161 |
| Since data start (Jul 2019 – Jun 2026) | $142 | $229 |
C000125703 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.76% |
| 1 year | +11.31% |
| 3 years (annualised) | +8.01% |
| 5 years (annualised) | +3.85% |
C000125703 Annual Returns
Calendar-year total returns of CVT Volatility Managed Moderate Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +4.76% |
| 2025 | +6.98% |
| 2024 | +7.72% |
| 2023 | +11.91% |
| 2022 | −14.18% |
| 2021 | +10.07% |
| 2020 | +5.27% |
| 2019 (Jul–Dec) | +6.03% |
C000125703 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 | +1.7% | +1.4% | −4.3% | +4.2% | +2.0% | −0.1% | — | — | — | — | — | — |
| 2025 | +1.7% | +0.5% | −2.3% | −2.5% | +1.1% | +2.2% | +0.4% | +1.8% | +2.1% | +1.2% | +0.5% | +0.1% |
| 2024 | −0.1% | +1.4% | +2.0% | −3.4% | +3.2% | +1.1% | +2.8% | +1.2% | +1.6% | −2.3% | +3.3% | −2.9% |
| 2023 | +3.5% | −2.2% | +2.9% | +0.9% | −0.9% | +3.0% | +1.8% | −1.7% | −3.7% | −2.0% | +6.1% | +4.2% |
| 2022 | −3.7% | −1.9% | −0.5% | −4.9% | +0.4% | −3.3% | +3.4% | −2.5% | −4.6% | +1.0% | +3.3% | −1.5% |
| 2021 | −0.7% | +0.7% | +1.3% | +2.5% | +0.6% | +1.1% | +1.4% | +1.4% | −3.2% | +3.4% | −1.1% | +2.4% |
| 2020 | +0.2% | −3.9% | −5.0% | +2.9% | +1.8% | +0.7% | +2.4% | +2.6% | −1.8% | −1.9% | +5.5% | +2.2% |
| 2019 | — | — | — | — | — | — | +0.4% | 0.0% | +1.0% | +1.4% | +1.5% | +1.6% |
C000125703 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 8.34%
- 3-year Sharpe ratio: 0.42 (vs 4.5% risk-free rate)
- Best month: +6.11% (Nov 2023)
- Worst month: −4.28% (Mar 2026)
C000125703 Fund Flows
Monthly money in and out of CVT Volatility Managed Moderate Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$4.2M
- 12-month gross sales (incl. reinvestments): $8.5M
- Sales ÷ redemptions: 0.67×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $74K | $3.4M | −$3.3M |
| May 2026 | $2.6M | $495K | $2.1M |
| Apr 2026 | $37K | $444K | −$407K |
| Mar 2026 | $18K | $774K | −$757K |
| Feb 2026 | $5K | $500K | −$494K |
| Jan 2026 | $15K | $547K | −$532K |
| Dec 2025 | $13K | $1.5M | −$1.4M |
| Nov 2025 | $8K | $1.5M | −$1.5M |
| Oct 2025 | $5.3M | $942K | $4.4M |
| Sep 2025 | $55K | $748K | −$693K |
| Aug 2025 | $33K | $756K | −$723K |
| Jul 2025 | $302K | $1.1M | −$845K |
C000125703 Assets Under Management
Net assets of CVT Volatility Managed Moderate Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $57.77M |
| 2026-03-31 | $55.89M |
| 2025-12-31 | $58.40M |
| 2025-09-30 | $61.19M |
| 2025-06-30 | $60.82M |
| 2025-03-31 | $62.02M |
| 2024-12-31 | $66.10M |
| 2024-09-30 | $71.76M |
| 2024-06-30 | $72.78M |
| 2024-03-31 | $77.31M |
| 2023-12-31 | $79.05M |
| 2023-09-30 | $77.08M |
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.