C000140625 Performance — U.S. Equity Index PutWrite Strategy Portfolio, Class S
Data updated: 2024-05-24
C000140625 returned +14.86% over one year to Mar 2024. The annualised 3-year return is +5.97%. Against its Ultrashort Government Bond category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $119, against $110 for the category, and to $115 over one year, against $116. Volatility over the past three years was 9.63% a year. In the 12 months to Mar 2024 the fund lost a net $22.1M, and assets reached $20.79M.
C000140625 Growth of $100
What $100 invested in U.S. Equity Index PutWrite Strategy Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Ultrashort Government Bond category average over the same months.
| Period | C000140625 | Category average |
|---|---|---|
| 1 year (Apr 2023 – Mar 2024) | $115 | $116 |
| 3 years (Apr 2021 – Mar 2024) | $119 | $110 |
| Since data start (Jul 2019 – Mar 2024) | $145 | $127 |
C000140625 Trailing Returns
Total returns to Mar 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +14.86% |
| 3 years (annualised) | +5.97% |
C000140625 Annual Returns
Calendar-year total returns of U.S. Equity Index PutWrite Strategy Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Mar) | +4.75% |
| 2023 | +15.00% |
| 2022 | −11.28% |
| 2021 | +17.94% |
| 2020 | +8.26% |
| 2019 (Jul–Dec) | +6.24% |
C000140625 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 | +1.1% | +2.0% | +1.6% | — | — | — | — | — | — | — | — | — |
| 2023 | +3.2% | −1.1% | +2.7% | +1.9% | +1.5% | +2.2% | +1.7% | −0.4% | −2.3% | −0.3% | +3.3% | +1.8% |
| 2022 | −3.9% | −1.7% | +2.1% | −5.6% | +0.6% | −4.7% | +4.6% | −3.2% | −6.1% | +4.9% | +3.3% | −1.6% |
| 2021 | −0.2% | +2.3% | +3.7% | +2.1% | +1.5% | +1.6% | +0.8% | +1.8% | −2.1% | +3.3% | −1.1% | +3.0% |
| 2020 | −0.2% | −6.9% | −9.9% | +7.1% | +3.9% | +1.7% | +3.8% | +2.8% | −1.1% | −1.0% | +6.9% | +2.4% |
| 2019 | — | — | — | — | — | — | +0.9% | −0.9% | +1.4% | +1.8% | +1.4% | +1.5% |
C000140625 Risk
Risk measures from monthly returns over Apr 2021 – Mar 2024.
- 3-year volatility (annualised): 9.63%
- 3-year Sharpe ratio: 0.15 (vs 4.5% risk-free rate)
- Best month: +4.89% (Oct 2022)
- Worst month: −6.05% (Sep 2022)
C000140625 Fund Flows
Monthly money in and out of U.S. Equity Index PutWrite Strategy Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$22.1M
- 12-month gross sales (incl. reinvestments): $7.2M
- Sales ÷ redemptions: 0.25×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2024 | $1.3M | $23.0M | −$21.8M |
| Feb 2024 | $321K | $531K | −$209K |
| Jan 2024 | $647K | $638K | $9K |
| Dec 2023 | $328K | $621K | −$293K |
| Nov 2023 | $714K | $399K | $315K |
| Oct 2023 | $305K | $145K | $160K |
| Sep 2023 | $447K | $269K | $177K |
| Aug 2023 | $537K | $870K | −$332K |
| Jul 2023 | $1.0M | $241K | $784K |
| Jun 2023 | $618K | $2.1M | −$1.5M |
| May 2023 | $469K | $309K | $160K |
| Apr 2023 | $541K | $197K | $344K |
C000140625 Assets Under Management
Net assets of U.S. Equity Index PutWrite Strategy Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-03-31 | $20.79M |
| 2023-12-31 | $42.04M |
| 2023-09-30 | $39.87M |
| 2023-06-30 | $39.69M |
| 2023-03-31 | $38.45M |
| 2022-12-31 | $36.99M |
| 2022-09-30 | $34.61M |
| 2022-06-30 | $35.51M |
| 2022-03-31 | $39.03M |
| 2021-12-31 | $41.34M |
| 2021-09-30 | $38.90M |
| 2021-06-30 | $40.37M |
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.