C000206834 Performance — Alternative Risk Premia Portfolio
Data updated: 2020-06-08
In the 12 months to Apr 2020 the fund lost a net $2.8M, and assets reached $2.14M.
C000206834 Growth of $100
What $100 invested in Alternative Risk Premia Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | C000206834 | Category average |
|---|---|---|
| Since data start (Aug 2019 – Apr 2020) | $96 | $91 |
C000206834 Annual Returns
Calendar-year total returns of Alternative Risk Premia Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Apr) | −5.94% |
| 2019 (Aug–Dec) | +2.07% |
C000206834 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −0.5% | −3.7% | −7.1% | +5.6% | — | — | — | — | — | — | — | — |
| 2019 | — | — | — | — | — | — | — | −1.4% | +1.8% | +0.7% | +0.7% | +0.3% |
C000206834 Risk
Risk measures from monthly returns over Aug 2019 – Apr 2020.
- Best month: +5.62% (Apr 2020)
- Worst month: −7.09% (Mar 2020)
C000206834 Fund Flows
Monthly money in and out of Alternative Risk Premia Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$2.8M
- 12-month gross sales (incl. reinvestments): $900
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Apr 2020 | $0 | $7K | −$7K |
| Mar 2020 | $0 | $2.7M | −$2.7M |
| Feb 2020 | $0 | $6K | −$6K |
| Jan 2020 | $0 | $41K | −$41K |
| Dec 2019 | $900 | $2K | −$693 |
| Nov 2019 | $0 | $16K | −$16K |
| Oct 2019 | $0 | $0 | $0 |
| Sep 2019 | $0 | $24K | −$24K |
| Aug 2019 | $0 | $967 | −$967 |
C000206834 Assets Under Management
Net assets of Alternative Risk Premia Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-04-30 | $2.14M |
| 2020-01-31 | $5.61M |
| 2019-10-31 | $5.64M |
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 Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date.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.