C000127913 Performance — Metropolitan West Floating Rate Income Fund, Class I
Data updated: 2024-11-22
C000127913 returned +9.84% over one year to Sep 2024. Annualised returns are +5.45% over 3 years and +4.80% over 5 years. Against its Short-Term Corporate Bond category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $117, against $107 for the category, and to $110 over one year, against $111. Volatility over the past three years was 3.63% a year. In the 12 months to Sep 2024 the fund took in a net $28.3M, and assets reached $293.75M.
C000127913 Growth of $100
What $100 invested in Metropolitan West Floating Rate Income Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Short-Term Corporate Bond category average over the same months.
| Period | C000127913 | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $110 | $111 |
| 3 years (Oct 2021 – Sep 2024) | $117 | $107 |
| 5 years (Oct 2019 – Sep 2024) | $126 | $116 |
| Since data start (Jul 2019 – Sep 2024) | $128 | $118 |
C000127913 Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +9.84% |
| 3 years (annualised) | +5.45% |
| 5 years (annualised) | +4.80% |
C000127913 Annual Returns
Calendar-year total returns of Metropolitan West Floating Rate Income Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +6.87% |
| 2023 | +12.12% |
| 2022 | −2.54% |
| 2021 | +3.50% |
| 2020 | +3.30% |
| 2019 (Jul–Dec) | +2.26% |
C000127913 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +0.7% | +0.9% | +1.1% | +0.7% | +1.1% | +0.4% | +0.8% | +0.6% | +0.4% | — | — | — |
| 2023 | +2.4% | +0.4% | +0.4% | +1.0% | −0.1% | +1.8% | +1.2% | +0.9% | +0.8% | +0.1% | +1.3% | +1.4% |
| 2022 | 0.0% | −0.5% | −0.2% | +0.1% | −2.4% | −2.4% | +1.9% | +1.4% | −2.2% | +0.5% | +1.0% | +0.3% |
| 2021 | +0.9% | +0.3% | −0.1% | +0.5% | +0.4% | +0.2% | −0.1% | +0.5% | +0.6% | +0.1% | −0.2% | +0.6% |
| 2020 | +0.4% | −0.9% | −8.3% | +3.5% | +2.9% | +0.5% | +1.6% | +1.0% | +0.4% | −0.1% | +1.7% | +1.1% |
| 2019 | — | — | — | — | — | — | +0.8% | −0.2% | +0.4% | −0.2% | +0.5% | +1.0% |
C000127913 Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 3.63%
- 3-year Sharpe ratio: 0.26 (vs 4.5% risk-free rate)
- Best month: +2.35% (Jan 2023)
- Worst month: −2.42% (May 2022)
C000127913 Fund Flows
Monthly money in and out of Metropolitan West Floating Rate Income Fund, from SEC Form N-PORT.
- 12-month net flow: $28.3M
- 12-month gross sales (incl. reinvestments): $81.7M
- Sales ÷ redemptions: 1.53×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $7.0M | $7.3M | −$278K |
| Aug 2024 | $5.4M | $5.3M | $108K |
| Jul 2024 | $7.1M | $959K | $6.2M |
| Jun 2024 | $4.1M | $12.4M | −$8.3M |
| May 2024 | $11.4M | $20.2M | −$8.8M |
| Apr 2024 | $14.3M | $8.8M | $5.4M |
| Mar 2024 | $5.0M | $11.5M | −$6.5M |
| Feb 2024 | $4.2M | $21.3M | −$17.2M |
| Jan 2024 | $13.4M | $7.7M | $5.8M |
| Dec 2023 | $3.8M | −$22.4M | $26.2M |
| Nov 2023 | $3.4M | −$11.8M | $15.2M |
| Oct 2023 | $2.6M | −$7.8M | $10.4M |
C000127913 Assets Under Management
Net assets of Metropolitan West Floating Rate Income Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $293.75M |
| 2024-06-28 | $288.29M |
| 2024-03-28 | $299.71M |
| 2023-12-29 | $316.52M |
| 2023-09-29 | $347.04M |
| 2023-06-30 | $349.12M |
| 2023-03-31 | $337.30M |
| 2022-12-30 | $367.79M |
| 2022-09-30 | $407.15M |
| 2022-06-30 | $440.47M |
| 2022-03-31 | $490.87M |
| 2021-12-31 | $498.75M |
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.