C000173314 Performance — Neuberger Berman U.S. Equity Index PutWrite Strategy Fund, Institutional Class
Data updated: 2024-01-29
C000173314 returned +11.25% over one year to Nov 2023. The annualised 3-year return is +6.85%. The fund beat its Ultrashort Government Bond category average: $100 invested three years ago grew to $122, against $105 for the category, and to $111 over one year, against $106. Volatility over the past three years was 10.01% a year. In the 12 months to Nov 2023 the fund lost a net $52.8M, and assets reached $458.29M.
C000173314 Growth of $100
What $100 invested in Neuberger Berman U.S. Equity Index PutWrite Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Ultrashort Government Bond category average over the same months.
| Period | C000173314 | Category average |
|---|---|---|
| 1 year (Dec 2022 – Nov 2023) | $111 | $106 |
| 3 years (Dec 2020 – Nov 2023) | $122 | $105 |
| Since data start (Aug 2019 – Nov 2023) | $136 | $115 |
C000173314 Trailing Returns
Total returns to Nov 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +11.25% |
| 3 years (annualised) | +6.85% |
C000173314 Annual Returns
Calendar-year total returns of Neuberger Berman U.S. Equity Index PutWrite Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Nov) | +13.27% |
| 2022 | −11.11% |
| 2021 | +18.21% |
| 2020 | +8.42% |
| 2019 (Aug–Dec) | +5.29% |
C000173314 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 | +3.3% | −1.1% | +2.9% | +1.9% | +1.5% | +2.5% | +1.6% | −0.6% | −2.4% | −0.4% | +3.4% | — |
| 2022 | −3.8% | −1.5% | +2.5% | −6.1% | +0.6% | −4.6% | +4.7% | −3.1% | −6.1% | +4.6% | +3.7% | −1.8% |
| 2021 | −0.2% | +2.4% | +3.7% | +2.1% | +1.6% | +1.7% | +0.8% | +1.8% | −2.0% | +3.3% | −1.0% | +2.8% |
| 2020 | 0.0% | −6.8% | −9.5% | +6.9% | +3.8% | +1.8% | +3.8% | +2.8% | −1.1% | −1.0% | +6.4% | +2.5% |
| 2019 | — | — | — | — | — | — | — | −0.8% | +1.4% | +1.7% | +1.5% | +1.4% |
C000173314 Risk
Risk measures from monthly returns over Dec 2020 – Nov 2023.
- 3-year volatility (annualised): 10.01%
- 3-year Sharpe ratio: 0.23 (vs 4.5% risk-free rate)
- Best month: +4.74% (Jul 2022)
- Worst month: −6.09% (Sep 2022)
C000173314 Fund Flows
Monthly money in and out of Neuberger Berman U.S. Equity Index PutWrite Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$52.8M
- 12-month gross sales (incl. reinvestments): $171.4M
- Sales ÷ redemptions: 0.76×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2023 | $8.2M | $30.7M | −$22.4M |
| Oct 2023 | $8.2M | $18.4M | −$10.3M |
| Sep 2023 | $31.4M | $19.9M | $11.5M |
| Aug 2023 | $7.7M | $22.2M | −$14.4M |
| Jul 2023 | $11.1M | $5.0M | $6.1M |
| Jun 2023 | $33.9M | $7.7M | $26.2M |
| May 2023 | $6.6M | $27.6M | −$21.0M |
| Apr 2023 | $9.9M | $4.8M | $5.2M |
| Mar 2023 | $24.8M | $14.9M | $9.9M |
| Feb 2023 | $5.0M | $14.2M | −$9.1M |
| Jan 2023 | $12.9M | $24.0M | −$11.1M |
| Dec 2022 | $11.6M | $34.9M | −$23.3M |
C000173314 Assets Under Management
Net assets of Neuberger Berman U.S. Equity Index PutWrite Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-11-30 | $458.29M |
| 2023-10-31 | $465.20M |
| 2023-07-31 | $502.99M |
| 2023-04-30 | $473.03M |
| 2023-01-31 | $456.39M |
| 2022-10-31 | $472.68M |
| 2022-07-31 | $522.79M |
| 2022-04-30 | $585.24M |
| 2022-01-31 | $510.78M |
| 2021-10-31 | $495.81M |
| 2021-07-31 | $439.47M |
| 2021-04-30 | $406.85M |
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.