C000158739 Performance — Trillium ESG Small/Mid Cap Fund, Institutional Class
Data updated: 2023-11-02
C000158739 returned +4.32% over one year to Sep 2023. The annualised 3-year return is +7.33%. Against its Emerging Markets Equity category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $124, against $100 for the category, and to $104 over one year, against $113. Volatility over the past three years was 18.88% a year. In the 12 months to Sep 2023 the fund took in a net $21.7M, and assets reached $39.66M.
C000158739 Growth of $100
What $100 invested in Trillium ESG Small/Mid Cap Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | C000158739 | Category average |
|---|---|---|
| 1 year (Oct 2022 – Sep 2023) | $104 | $113 |
| 3 years (Oct 2020 – Sep 2023) | $124 | $100 |
| Since data start (Jan 2020 – Sep 2023) | $115 | $100 |
C000158739 Trailing Returns
Total returns to Sep 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +4.32% |
| 3 years (annualised) | +7.33% |
C000158739 Annual Returns
Calendar-year total returns of Trillium ESG Small/Mid Cap Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Sep) | −2.07% |
| 2022 | −17.67% |
| 2021 | +23.20% |
| 2020 | +15.95% |
C000158739 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +8.7% | −1.2% | −2.3% | −1.8% | −2.9% | +8.1% | +2.8% | −5.3% | −7.0% | — | — | — |
| 2022 | −8.2% | +0.6% | +0.2% | −7.7% | −1.3% | −6.9% | +9.6% | −2.6% | −7.8% | +8.3% | +3.8% | −5.3% |
| 2021 | +1.7% | +6.4% | +3.2% | +4.8% | −0.7% | +0.5% | +0.5% | +1.9% | −4.0% | +6.1% | −2.3% | +3.5% |
| 2020 | −1.6% | −8.6% | −20.8% | +12.7% | +7.3% | +2.0% | +5.1% | +3.7% | −2.7% | +4.1% | +12.8% | +6.0% |
C000158739 Risk
Risk measures from monthly returns over Oct 2020 – Sep 2023.
- 3-year volatility (annualised): 18.88%
- 3-year Sharpe ratio: 0.15 (vs 4.5% risk-free rate)
- Best month: +12.75% (Nov 2020)
- Worst month: −8.18% (Jan 2022)
C000158739 Fund Flows
Monthly money in and out of Trillium ESG Small/Mid Cap Fund, from SEC Form N-PORT.
- 12-month net flow: $21.7M
- 12-month gross sales (incl. reinvestments): $14.2M
- Sales ÷ redemptions: -1.88×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2023 | $444K | −$290K | $734K |
| Aug 2023 | $866K | −$224K | $1.1M |
| Jul 2023 | $1.6M | −$2.4M | $4.0M |
| Jun 2023 | $800K | −$479K | $1.3M |
| May 2023 | $438K | −$324K | $762K |
| Apr 2023 | $396K | −$88K | $483K |
| Mar 2023 | $587K | −$1.0M | $1.6M |
| Feb 2023 | $1.1M | −$387K | $1.4M |
| Jan 2023 | $573K | −$305K | $878K |
| Dec 2022 | $6.4M | −$1.3M | $7.7M |
| Nov 2022 | $530K | −$214K | $744K |
| Oct 2022 | $544K | −$510K | $1.1M |
C000158739 Assets Under Management
Net assets of Trillium ESG Small/Mid Cap Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-09-30 | $39.66M |
| 2023-06-30 | $43.81M |
| 2023-03-31 | $41.76M |
| 2022-12-31 | $39.33M |
| 2022-09-30 | $32.89M |
| 2022-06-30 | $33.18M |
| 2022-03-31 | $38.42M |
| 2021-12-31 | $39.20M |
| 2021-09-30 | $33.37M |
| 2021-06-30 | $31.71M |
| 2021-03-31 | $26.24M |
| 2020-12-31 | $19.34M |
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.