C000139235 Performance — PanAgora Global Diversified Risk Portfolio, Class B
Data updated: 2022-05-26
C000139235 returned +2.83% over one year to Mar 2022. Over one year the fund beat its Money Market category average: $100 grew to $103, against $101 for the category. Volatility over the past 12 months was 7.87% a year. In the 12 months to Mar 2022 the fund lost a net $8.7M, and assets reached $233.71M.
C000139235 Growth of $100
What $100 invested in PanAgora Global Diversified Risk Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | C000139235 | Category average |
|---|---|---|
| 1 year (Apr 2021 – Mar 2022) | $103 | $101 |
| Since data start (Jul 2019 – Mar 2022) | $116 | $115 |
C000139235 Trailing Returns
Total returns to Mar 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.83% |
| 3 years (annualised) | +5.52% |
C000139235 Annual Returns
Calendar-year total returns of PanAgora Global Diversified Risk Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Mar) | −6.05% |
| 2021 | +6.39% |
| 2020 | +11.84% |
| 2019 (Jul–Dec) | +3.69% |
C000139235 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −3.7% | −1.0% | −1.5% | — | — | — | — | — | — | — | — | — |
| 2021 | −0.6% | −2.5% | +0.3% | +3.0% | +2.1% | +1.9% | +2.7% | +0.4% | −3.4% | +1.4% | −0.4% | +1.4% |
| 2020 | +1.5% | −1.9% | −9.2% | +4.4% | +2.6% | +2.5% | +4.4% | +1.2% | −1.4% | −1.7% | +6.9% | +3.0% |
| 2019 | — | — | — | — | — | — | +0.8% | +3.1% | −0.2% | 0.0% | −0.4% | +0.3% |
C000139235 Risk
Risk measures from monthly returns over Apr 2021 – Mar 2022.
- 1-year volatility (annualised): 7.87%
- Best month: +3.05% (Apr 2021)
- Worst month: −3.71% (Jan 2022)
C000139235 Fund Flows
Monthly money in and out of PanAgora Global Diversified Risk Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$8.7M
- 12-month gross sales (incl. reinvestments): $31.6M
- Sales ÷ redemptions: 0.78×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2022 | $1.5M | $3.1M | −$1.6M |
| Feb 2022 | $1.7M | $2.3M | −$525K |
| Jan 2022 | $707K | $2.4M | −$1.7M |
| Dec 2021 | $249K | $2.6M | −$2.3M |
| Nov 2021 | $272K | $3.1M | −$2.9M |
| Oct 2021 | $738K | $3.0M | −$2.3M |
| Sep 2021 | $752K | $4.5M | −$3.8M |
| Aug 2021 | $788K | $4.0M | −$3.2M |
| Jul 2021 | $1.0M | $4.1M | −$3.1M |
| Jun 2021 | $21.2M | $4.2M | $17.0M |
| May 2021 | $1.2M | $2.0M | −$751K |
| Apr 2021 | $1.4M | $5.0M | −$3.7M |
C000139235 Assets Under Management
Net assets of PanAgora Global Diversified Risk Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-03-31 | $233.71M |
| 2021-12-31 | $252.86M |
| 2021-09-30 | $253.99M |
| 2021-06-30 | $264.72M |
| 2021-03-31 | $254.78M |
| 2020-12-31 | $258.69M |
| 2020-09-30 | $237.16M |
| 2020-06-30 | $223.47M |
| 2020-03-31 | $205.47M |
| 2019-12-31 | $232.90M |
| 2019-09-30 | $232.85M |
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.