C000132327 Performance — LargeCap S&P 500 Managed Volatility Index Account, Class 1
Data updated: 2026-03-12
C000132327 returned +17.14% over one year to Dec 2025. Annualised returns are +20.95% over 3 years and +13.03% over 5 years. The fund beat its US Large Blend category average: $100 invested three years ago grew to $177, against $163 for the category, and to $117 over one year, against $114. Volatility over the past three years was 10.84% a year. In the 12 months to Dec 2025 the fund lost a net $19.6M, and assets reached $119.36M.
C000132327 Growth of $100
What $100 invested in LargeCap S&P 500 Managed Volatility Index Account grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000132327 | Category average |
|---|---|---|
| 1 year (Jan 2025 – Dec 2025) | $117 | $114 |
| 3 years (Jan 2023 – Dec 2025) | $177 | $163 |
| 5 years (Jan 2021 – Dec 2025) | $184 | $168 |
| Since data start (Jul 2019 – Dec 2025) | $237 | $211 |
C000132327 Trailing Returns
Total returns to Dec 2025, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +17.14% |
| 3 years (annualised) | +20.95% |
| 5 years (annualised) | +13.03% |
C000132327 Annual Returns
Calendar-year total returns of LargeCap S&P 500 Managed Volatility Index Account, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2025 | +17.14% |
| 2024 | +22.14% |
| 2023 | +23.65% |
| 2022 | −16.96% |
| 2021 | +25.56% |
| 2020 | +16.66% |
| 2019 (Jul–Dec) | +10.15% |
C000132327 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | +2.5% | −1.3% | −4.6% | −0.2% | +5.8% | +4.7% | +2.1% | +1.8% | +3.4% | +2.2% | +0.1% | −0.2% |
| 2024 | +1.5% | +4.9% | +3.0% | −3.9% | +4.6% | +3.4% | +1.1% | +2.0% | +1.9% | −0.8% | +5.2% | −2.3% |
| 2023 | +5.5% | −2.3% | +3.2% | +1.3% | +0.3% | +5.9% | +2.9% | −0.5% | −4.4% | −2.3% | +8.4% | +4.2% |
| 2022 | −4.8% | −2.8% | +3.2% | −8.3% | +0.2% | −7.5% | +8.5% | −3.7% | −8.5% | +7.7% | +5.0% | −5.4% |
| 2021 | −1.0% | +2.5% | +4.0% | +5.1% | +0.5% | +2.1% | +2.2% | +2.7% | −4.5% | +6.5% | −0.6% | +4.0% |
| 2020 | +0.1% | −7.7% | −11.8% | +12.1% | +4.4% | +1.8% | +5.2% | +6.7% | −3.5% | −2.7% | +10.1% | +3.5% |
| 2019 | — | — | — | — | — | — | +1.3% | −1.5% | +1.8% | +1.9% | +3.5% | +2.8% |
C000132327 Risk
Risk measures from monthly returns over Jan 2023 – Dec 2025.
- 3-year volatility (annualised): 10.84%
- 3-year Sharpe ratio: 1.52 (vs 4.5% risk-free rate)
- Best month: +8.43% (Nov 2023)
- Worst month: −4.58% (Mar 2025)
C000132327 Fund Flows
Monthly money in and out of LargeCap S&P 500 Managed Volatility Index Account, from SEC Form N-PORT.
- 12-month net flow: −$19.6M
- 12-month gross sales (incl. reinvestments): $39.1M
- Sales ÷ redemptions: 0.67×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2025 | $119K | $3.3M | −$3.2M |
| Nov 2025 | $7K | $4.3M | −$4.3M |
| Oct 2025 | $0 | $5.4M | −$5.4M |
| Sep 2025 | $30.1M | $4.5M | $25.6M |
| Aug 2025 | $328K | $2.8M | −$2.4M |
| Jul 2025 | $107K | $6.9M | −$6.8M |
| Jun 2025 | $7K | $5.3M | −$5.3M |
| May 2025 | $0 | $9.4M | −$9.4M |
| Apr 2025 | $3.4M | $4.6M | −$1.2M |
| Mar 2025 | $3.2M | $4.1M | −$947K |
| Feb 2025 | $1.7M | $4.2M | −$2.5M |
| Jan 2025 | $134K | $3.9M | −$3.7M |
C000132327 Assets Under Management
Net assets of LargeCap S&P 500 Managed Volatility Index Account by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2025-12-31 | $119.36M |
| 2025-09-30 | $129.54M |
| 2025-06-30 | $133.70M |
| 2025-03-31 | $136.26M |
| 2024-12-31 | $148.21M |
| 2024-09-30 | $165.77M |
| 2024-06-30 | $167.17M |
| 2024-03-31 | $173.81M |
| 2023-12-31 | $178.67M |
| 2023-09-30 | $172.19M |
| 2023-06-30 | $187.05M |
| 2023-03-31 | $186.74M |
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.