C000135639 Performance — Small Cap Value Fund, Class I
Data updated: 2025-04-28
C000135639 returned +4.08% over one year to Feb 2025. Annualised returns are +2.31% over 3 years and +8.27% over 5 years. The fund trailed its US Small Value category average: $100 invested three years ago grew to $107, against $115 for the category, and to $104 over one year, against $107. Volatility over the past three years was 20.06% a year. In the 12 months to Feb 2025 the fund lost a net $303.5M, and assets reached $233.39M.
C000135639 Growth of $100
What $100 invested in Small Cap Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Value category average over the same months.
| Period | C000135639 | Category average |
|---|---|---|
| 1 year (Mar 2024 – Feb 2025) | $104 | $107 |
| 3 years (Mar 2022 – Feb 2025) | $107 | $115 |
| 5 years (Mar 2020 – Feb 2025) | $149 | $177 |
| Since data start (Sep 2019 – Feb 2025) | $142 | $171 |
C000135639 Trailing Returns
Total returns to Feb 2025, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +4.08% |
| 3 years (annualised) | +2.31% |
| 5 years (annualised) | +8.27% |
C000135639 Annual Returns
Calendar-year total returns of Small Cap Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2025 (Jan–Feb) | −3.22% |
| 2024 | +5.87% |
| 2023 | +14.10% |
| 2022 | −10.30% |
| 2021 | +26.18% |
| 2020 | −5.74% |
| 2019 (Sep–Dec) | +13.80% |
C000135639 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 | +1.6% | −4.7% | — | — | — | — | — | — | — | — | — | — |
| 2024 | −3.0% | +1.5% | +4.5% | −5.4% | +3.6% | −0.7% | +9.0% | −0.8% | −0.5% | −2.4% | +8.5% | −7.3% |
| 2023 | +9.8% | −1.8% | −5.0% | −1.8% | −2.7% | +6.0% | +4.2% | −2.1% | −5.1% | −5.3% | +7.8% | +11.4% |
| 2022 | −3.5% | +1.5% | +0.2% | −6.4% | +3.2% | −7.9% | +7.3% | −3.7% | −9.3% | +10.4% | +5.1% | −5.4% |
| 2021 | +0.4% | +10.6% | +3.5% | +4.9% | +2.4% | −2.5% | −1.5% | +1.2% | −1.4% | +3.8% | −3.1% | +6.0% |
| 2020 | −5.8% | −11.0% | −22.8% | +8.7% | −0.5% | +1.9% | +1.6% | +3.4% | −6.4% | +4.8% | +17.5% | +9.1% |
| 2019 | — | — | — | — | — | — | — | — | +5.5% | +1.9% | +2.6% | +3.2% |
C000135639 Risk
Risk measures from monthly returns over Mar 2022 – Feb 2025.
- 3-year volatility (annualised): 20.06%
- 3-year Sharpe ratio: -0.11 (vs 4.5% risk-free rate)
- Best month: +11.37% (Dec 2023)
- Worst month: −9.35% (Sep 2022)
C000135639 Fund Flows
Monthly money in and out of Small Cap Value Fund, from SEC Form N-PORT.
- 12-month net flow: −$303.5M
- 12-month gross sales (incl. reinvestments): $90.4M
- Sales ÷ redemptions: 0.23×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2025 | $416K | $238.6M | −$238.2M |
| Jan 2025 | $2.0M | $64.7M | −$62.7M |
| Dec 2024 | $47.4M | $5.8M | $41.5M |
| Nov 2024 | $4.5M | $20.3M | −$15.8M |
| Oct 2024 | $3.1M | $3.4M | −$226K |
| Sep 2024 | $4.5M | $3.5M | $1.1M |
| Aug 2024 | $4.2M | $4.6M | −$384K |
| Jul 2024 | $2.9M | $32.7M | −$29.8M |
| Jun 2024 | $8.9M | $5.2M | $3.7M |
| May 2024 | $3.3M | $6.6M | −$3.4M |
| Apr 2024 | $5.0M | $5.1M | −$45K |
| Mar 2024 | $4.2M | $3.5M | $696K |
C000135639 Assets Under Management
Net assets of Small Cap Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2025-02-28 | $233.39M |
| 2024-11-30 | $588.44M |
| 2024-08-31 | $572.48M |
| 2024-05-31 | $557.40M |
| 2024-02-29 | $546.43M |
| 2023-11-30 | $523.35M |
| 2023-08-31 | $547.93M |
| 2023-05-31 | $513.42M |
| 2023-02-28 | $549.67M |
| 2022-11-30 | $563.86M |
| 2022-08-31 | $547.56M |
| 2022-05-31 | $656.84M |
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.