C000170952 Performance — Short Term Tax Aware Fixed Income Portfolio
Data updated: 2024-09-16
C000170952 returned +3.57% over one year to Jul 2024. Annualised returns are +0.77% over 3 years and +1.00% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $102, against $110 for the category, and to $104 over one year, against $116. Volatility over the past three years was 2.29% a year. In the 12 months to Jul 2024 the fund lost a net $12.4M, and assets reached $28.98M.
C000170952 Growth of $100
What $100 invested in Short Term Tax Aware Fixed Income Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | C000170952 | Category average |
|---|---|---|
| 1 year (Aug 2023 – Jul 2024) | $104 | $116 |
| 3 years (Aug 2021 – Jul 2024) | $102 | $110 |
| 5 years (Aug 2019 – Jul 2024) | $105 | $131 |
C000170952 Trailing Returns
Total returns to Jul 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +3.57% |
| 3 years (annualised) | +0.77% |
| 5 years (annualised) | +1.00% |
C000170952 Annual Returns
Calendar-year total returns of Short Term Tax Aware Fixed Income Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jul) | +1.23% |
| 2023 | +3.63% |
| 2022 | −1.93% |
| 2021 | −0.23% |
| 2020 | +1.97% |
| 2019 (Aug–Dec) | +0.42% |
C000170952 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% | +0.2% | 0.0% | −0.2% | 0.0% | +0.6% | +0.6% | — | — | — | — | — |
| 2023 | +0.9% | −0.7% | +0.9% | −0.3% | −0.3% | +0.4% | +0.2% | 0.0% | −0.5% | +0.2% | +1.8% | +0.9% |
| 2022 | −0.9% | −0.3% | −1.2% | −0.7% | +0.9% | −0.1% | +0.8% | −0.9% | −0.9% | 0.0% | +1.3% | +0.1% |
| 2021 | +0.1% | −0.2% | +0.1% | +0.2% | +0.1% | 0.0% | +0.2% | −0.1% | −0.2% | −0.2% | +0.1% | −0.1% |
| 2020 | +0.5% | +0.3% | −1.1% | 0.0% | +1.4% | +0.3% | +0.4% | 0.0% | +0.1% | −0.1% | +0.1% | +0.2% |
| 2019 | — | — | — | — | — | — | — | +0.2% | −0.3% | +0.2% | +0.1% | +0.2% |
C000170952 Risk
Risk measures from monthly returns over Aug 2021 – Jul 2024.
- 3-year volatility (annualised): 2.29%
- 3-year Sharpe ratio: -1.63 (vs 4.5% risk-free rate)
- Best month: +1.80% (Nov 2023)
- Worst month: −1.16% (Mar 2022)
C000170952 Fund Flows
Monthly money in and out of Short Term Tax Aware Fixed Income Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$12.4M
- 12-month gross sales (incl. reinvestments): $482K
- Sales ÷ redemptions: 0.04×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2024 | $12K | $451K | −$439K |
| Jun 2024 | $13K | $330K | −$317K |
| May 2024 | $14K | $445K | −$431K |
| Apr 2024 | $16K | $1.4M | −$1.4M |
| Mar 2024 | $14K | $1.9M | −$1.9M |
| Feb 2024 | $18K | $701K | −$683K |
| Jan 2024 | $200K | $484K | −$284K |
| Dec 2023 | $23K | $343K | −$320K |
| Nov 2023 | $140K | $2.9M | −$2.8M |
| Oct 2023 | $10K | $1.2M | −$1.2M |
| Sep 2023 | $11K | $1.3M | −$1.3M |
| Aug 2023 | $9K | $1.4M | −$1.4M |
C000170952 Assets Under Management
Net assets of Short Term Tax Aware Fixed Income Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-07-31 | $28.98M |
| 2024-04-30 | $30.07M |
| 2024-01-31 | $34.27M |
| 2023-10-31 | $36.90M |
| 2023-07-31 | $41.04M |
| 2023-04-30 | $43.04M |
| 2023-01-31 | $47.41M |
| 2022-10-31 | $56.41M |
| 2022-07-31 | $58.81M |
| 2022-04-30 | $52.22M |
| 2022-01-31 | $54.79M |
| 2021-10-31 | $56.28M |
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.