C000144911 Performance — Redwood Managed Volatility Portfolio, Class I
Data updated: 2024-05-15
C000144911 returned +3.98% over one year to Mar 2024. The annualised 3-year return is −0.09%. The fund trailed its US Multi-Cap Blend category average: $100 invested three years ago grew to $100, against $108 for the category, and to $104 over one year, against $115. Volatility over the past three years was 5.64% a year. In the 12 months to Mar 2024 the fund took in a net $2.1M, and assets reached $6.81M.
C000144911 Growth of $100
What $100 invested in Redwood Managed Volatility Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | C000144911 | Category average |
|---|---|---|
| 1 year (Apr 2023 – Mar 2024) | $104 | $115 |
| 3 years (Jan 2021 – Mar 2024) | $100 | $108 |
| Since data start (Jan 2020 – Mar 2024) | $111 | $121 |
C000144911 Trailing Returns
Total returns to Mar 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +3.98% |
| 3 years (annualised) | −0.09% |
C000144911 Annual Returns
Calendar-year total returns of Redwood Managed Volatility Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Mar) | +1.28% |
| 2023 | +4.37% |
| 2022 (Jan–Sep) | −8.56% |
| 2021 | +3.18% |
| 2020 | +10.82% |
C000144911 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 | 0.0% | +0.1% | +1.2% | — | — | — | — | — | — | — | — | — |
| 2023 | +3.5% | −2.1% | +0.3% | +0.4% | −1.4% | +0.2% | +1.2% | −0.1% | −1.4% | −1.6% | +2.0% | +3.5% |
| 2022 | −2.7% | −0.1% | −0.1% | −0.1% | −0.1% | −5.1% | +2.2% | −2.4% | −0.3% | — | — | — |
| 2021 | +0.1% | +0.4% | 0.0% | +0.8% | +0.2% | +1.0% | +0.1% | +0.4% | 0.0% | −0.4% | −1.1% | +1.7% |
| 2020 | −0.1% | −1.5% | +0.5% | −1.9% | +3.8% | +0.6% | +4.4% | +0.9% | −1.1% | +0.3% | +3.0% | +1.5% |
C000144911 Risk
Risk measures from monthly returns over Jan 2021 – Mar 2024.
- 3-year volatility (annualised): 5.64%
- 3-year Sharpe ratio: -0.81 (vs 4.5% risk-free rate)
- Best month: +3.52% (Jan 2023)
- Worst month: −5.12% (Jun 2022)
C000144911 Fund Flows
Monthly money in and out of Redwood Managed Volatility Portfolio, from SEC Form N-PORT.
- 12-month net flow: $2.1M
- 12-month gross sales (incl. reinvestments): $1.2M
- Sales ÷ redemptions: -1.29×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2024 | $58K | $1.5M | −$1.4M |
| Feb 2024 | $150K | $76K | $75K |
| Jan 2024 | $14K | $155K | −$141K |
| Dec 2023 | $109K | −$36K | $144K |
| Nov 2023 | $3K | −$489K | $492K |
| Oct 2023 | $79K | −$162K | $241K |
| Sep 2023 | $474 | −$245K | $245K |
| Aug 2023 | $103K | −$466K | $569K |
| Jul 2023 | $67K | −$239K | $305K |
| Jun 2023 | $87K | −$32K | $119K |
| May 2023 | $233K | −$263K | $496K |
| Apr 2023 | $261K | −$696K | $958K |
C000144911 Assets Under Management
Net assets of Redwood Managed Volatility Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-03-31 | $6.81M |
| 2023-12-31 | $8.22M |
| 2023-09-30 | $8.51M |
| 2023-06-30 | $9.32M |
| 2023-03-31 | $9.79M |
| 2022-09-30 | $9.75M |
| 2022-06-30 | $10.49M |
| 2022-03-31 | $16.39M |
| 2021-12-31 | $16.97M |
| 2021-09-30 | $18.33M |
| 2021-06-30 | $18.26M |
| 2021-03-31 | $18.18M |
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.