C000194827 Performance — PF Multi-Asset Fund, Class P
Data updated: 2023-06-07
C000194827 returned −9.62% over one year to Mar 2023. The annualised 3-year return is +16.84%. Against its International Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $159, against $131 for the category, and to $90 over one year, against $95. Volatility over the past three years was 20.22% a year. In the 12 months to Mar 2023 the fund took in a net $222.0M, and assets reached $773.91M.
C000194827 Growth of $100
What $100 invested in PF Multi-Asset Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Blend category average over the same months.
| Period | C000194827 | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $90 | $95 |
| 3 years (Apr 2020 – Mar 2023) | $159 | $131 |
| Since data start (Jul 2019 – Mar 2023) | $131 | $113 |
C000194827 Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −9.62% |
| 3 years (annualised) | +16.84% |
C000194827 Annual Returns
Calendar-year total returns of PF Multi-Asset Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | +7.07% |
| 2022 | −21.53% |
| 2021 | +22.08% |
| 2020 | +17.19% |
| 2019 (Jul–Dec) | +9.11% |
C000194827 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 | +7.6% | −2.9% | +2.5% | — | — | — | — | — | — | — | — | — |
| 2022 | −6.6% | −2.3% | +2.0% | −8.8% | 0.0% | −9.5% | +9.0% | −4.2% | −10.1% | +7.4% | +6.7% | −5.0% |
| 2021 | −0.7% | +3.5% | +3.2% | +5.0% | +0.9% | +1.9% | +1.5% | +2.6% | −4.3% | +5.8% | −2.8% | +4.0% |
| 2020 | −0.4% | −8.3% | −17.5% | +14.1% | +6.1% | +2.2% | +5.8% | +6.0% | −3.1% | −1.9% | +13.0% | +4.4% |
| 2019 | — | — | — | — | — | — | +0.9% | −2.0% | +1.9% | +2.2% | +3.1% | +2.8% |
C000194827 Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 20.22%
- 3-year Sharpe ratio: 0.61 (vs 4.5% risk-free rate)
- Best month: +14.10% (Apr 2020)
- Worst month: −10.14% (Sep 2022)
C000194827 Fund Flows
Monthly money in and out of PF Multi-Asset Fund, from SEC Form N-PORT.
- 12-month net flow: $222.0M
- 12-month gross sales (incl. reinvestments): $32.4M
- Sales ÷ redemptions: -0.17×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $106K | −$81.6M | $81.7M |
| Feb 2023 | $128K | −$3.9M | $4.0M |
| Jan 2023 | $176K | −$4.0M | $4.2M |
| Dec 2022 | $16.2M | −$9.3M | $25.5M |
| Nov 2022 | $173K | −$5.0M | $5.2M |
| Oct 2022 | $447K | −$3.9M | $4.4M |
| Sep 2022 | $13.9M | −$27.4M | $41.3M |
| Aug 2022 | $149K | −$4.2M | $4.3M |
| Jul 2022 | $204K | −$4.0M | $4.2M |
| Jun 2022 | $78K | −$4.3M | $4.4M |
| May 2022 | $85K | −$37.0M | $37.1M |
| Apr 2022 | $757K | −$5.0M | $5.7M |
C000194827 Assets Under Management
Net assets of PF Multi-Asset Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $773.91M |
| 2022-12-30 | $809.13M |
| 2022-09-30 | $758.07M |
| 2022-06-30 | $827.82M |
| 2022-03-31 | $1.05B |
| 2021-12-31 | $1.16B |
| 2021-09-30 | $1.12B |
| 2021-06-30 | $1.16B |
| 2021-03-31 | $1.10B |
| 2020-12-31 | $1.14B |
| 2020-09-30 | $1.03B |
| 2020-06-30 | $978.12M |
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.