C000211244 Performance — Portfolio Optimization Moderate-Conservative Portfolio, Class P
Data updated: 2026-08-11
C000211244 returned +5.60% year to date and +11.76% over one year to Jun 2026. Annualised returns are +10.52% over 3 years and +4.47% over 5 years. The fund trailed its US Blend category average: $100 invested three years ago grew to $135, against $149 for the category, and to $112 over one year, against $121. Volatility over the past three years was 7.67% a year. In the 12 months to Jun 2026 the fund lost a net $240.4M, and assets reached $1.31B.
C000211244 Growth of $100
What $100 invested in Portfolio Optimization Moderate-Conservative Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Blend category average over the same months.
| Period | C000211244 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $112 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $135 | $149 |
| 5 years (Jul 2021 – Jun 2026) | $124 | $143 |
| Since data start (Oct 2019 – Jun 2026) | $147 | $176 |
C000211244 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +5.60% |
| 1 year | +11.76% |
| 3 years (annualised) | +10.52% |
| 5 years (annualised) | +4.47% |
C000211244 Annual Returns
Calendar-year total returns of Portfolio Optimization Moderate-Conservative Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +5.60% |
| 2025 | +12.31% |
| 2024 | +8.63% |
| 2023 | +11.26% |
| 2022 | −14.74% |
| 2021 | +6.50% |
| 2020 | +10.18% |
| 2019 (Oct–Dec) | +2.76% |
C000211244 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.5% | +1.3% | −3.9% | +4.4% | +2.0% | +0.4% | — | — | — | — | — | — |
| 2025 | +2.0% | +0.5% | −2.0% | 0.0% | +2.6% | +2.9% | +0.5% | +1.8% | +1.7% | +0.8% | +0.6% | +0.3% |
| 2024 | +0.4% | +1.6% | +2.0% | −3.1% | +2.6% | +1.2% | +2.3% | +1.9% | +1.5% | −1.9% | +2.8% | −2.7% |
| 2023 | +4.8% | −2.3% | +1.7% | +0.9% | −1.2% | +2.4% | +1.5% | −1.4% | −3.2% | −1.9% | +5.9% | +4.2% |
| 2022 | −3.2% | −1.9% | −1.3% | −5.1% | +0.3% | −4.9% | +4.5% | −2.8% | −6.0% | +2.1% | +5.1% | −1.7% |
| 2021 | −0.8% | +0.7% | +0.5% | +2.4% | +1.0% | +0.7% | +0.8% | +0.9% | −1.8% | +1.6% | −1.2% | +1.6% |
| 2020 | +0.2% | −2.6% | −8.8% | +5.8% | +3.2% | +1.7% | +3.2% | +2.0% | −1.4% | −0.8% | +5.9% | +2.1% |
| 2019 | — | — | — | — | — | — | — | — | — | +0.3% | +0.8% | +1.6% |
C000211244 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 7.67%
- 3-year Sharpe ratio: 0.78 (vs 4.5% risk-free rate)
- Best month: +5.93% (Nov 2023)
- Worst month: −3.90% (Mar 2026)
C000211244 Fund Flows
Monthly money in and out of Portfolio Optimization Moderate-Conservative Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$240.4M
- 12-month gross sales (incl. reinvestments): $3.3M
- Sales ÷ redemptions: 0.01×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $42K | $16.8M | −$16.7M |
| May 2026 | $98K | $17.6M | −$17.5M |
| Apr 2026 | $385K | $15.8M | −$15.4M |
| Mar 2026 | $208K | $21.9M | −$21.7M |
| Feb 2026 | $122K | $19.6M | −$19.5M |
| Jan 2026 | $201K | $24.6M | −$24.4M |
| Dec 2025 | $196K | $22.2M | −$22.0M |
| Nov 2025 | $13K | $19.3M | −$19.3M |
| Oct 2025 | $513K | $22.1M | −$21.6M |
| Sep 2025 | $164K | $18.3M | −$18.2M |
| Aug 2025 | $234K | $21.6M | −$21.4M |
| Jul 2025 | $1.2M | $23.9M | −$22.7M |
C000211244 Assets Under Management
Net assets of Portfolio Optimization Moderate-Conservative Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.31B |
| 2026-03-31 | $1.27B |
| 2025-12-31 | $1.35B |
| 2025-09-30 | $1.39B |
| 2025-06-30 | $1.40B |
| 2025-03-31 | $1.39B |
| 2024-12-31 | $1.45B |
| 2024-09-30 | $1.54B |
| 2024-06-30 | $1.52B |
| 2024-03-31 | $1.57B |
| 2023-12-31 | $1.57B |
| 2023-09-30 | $1.52B |
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.