C000220291 Performance — U.S. Sustainability Targeted Value Portfolio, Institutional Class Shares
Data updated: 2026-09-24
C000220291 returned +18.73% year to date and +31.64% over one year to Jul 2026. Annualised returns are +14.48% over 3 years and +10.58% over 5 years. Against its Thematic Equity category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $150, against $151 for the category, and to $132 over one year, against $109. Volatility over the past three years was 19.19% a year. In the 12 months to Jul 2026 the fund took in a net $236K, and assets reached $635.09M.
C000220291 Growth of $100
What $100 invested in U.S. Sustainability Targeted Value Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Thematic Equity category average over the same months.
| Period | C000220291 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $132 | $109 |
| 3 years (Aug 2023 – Jul 2026) | $150 | $151 |
| 5 years (Aug 2021 – Jul 2026) | $165 | $137 |
| Since data start (Jul 2020 – Jul 2026) | $294 | $203 |
C000220291 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +18.73% |
| 1 year | +31.64% |
| 3 years (annualised) | +14.48% |
| 5 years (annualised) | +10.58% |
C000220291 Annual Returns
Calendar-year total returns of U.S. Sustainability Targeted Value Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +18.73% |
| 2025 | +10.03% |
| 2024 | +9.07% |
| 2023 | +18.77% |
| 2022 | −8.34% |
| 2021 | +31.37% |
| 2020 (Jul–Dec) | +44.33% |
C000220291 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 | +6.0% | +1.7% | −5.8% | +8.9% | +0.7% | +5.9% | +0.6% | — | — | — | — | — |
| 2025 | +3.6% | −4.8% | −5.9% | −4.2% | +5.7% | +4.6% | +0.9% | +7.8% | −0.2% | −1.7% | +3.3% | +1.5% |
| 2024 | −3.6% | +2.7% | +4.9% | −6.6% | +5.1% | −2.7% | +10.9% | −1.4% | +0.2% | −1.6% | +10.3% | −7.6% |
| 2023 | +10.4% | −1.6% | −6.7% | −1.9% | −3.1% | +9.8% | +6.7% | −3.8% | −5.5% | −5.8% | +9.4% | +12.4% |
| 2022 | −3.5% | +1.4% | −0.4% | −6.5% | +2.8% | −9.1% | +8.9% | −3.3% | −9.2% | +13.3% | +5.2% | −5.4% |
| 2021 | +2.7% | +10.4% | +6.6% | +3.3% | +3.0% | −2.9% | −1.2% | +2.1% | −2.5% | +4.0% | −2.4% | +5.5% |
| 2020 | — | — | — | — | — | — | +6.7% | +6.0% | −4.3% | +4.5% | +18.2% | +7.9% |
C000220291 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 19.19%
- 3-year Sharpe ratio: 0.52 (vs 4.5% risk-free rate)
- Best month: +12.38% (Dec 2023)
- Worst month: −7.56% (Dec 2024)
C000220291 Fund Flows
Monthly money in and out of U.S. Sustainability Targeted Value Portfolio, from SEC Form N-PORT.
- 12-month net flow: $236K
- 12-month gross sales (incl. reinvestments): $190.0M
- Sales ÷ redemptions: 1.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $12.0M | $8.3M | $3.7M |
| Jun 2026 | $32.0M | $35.7M | −$3.7M |
| May 2026 | $7.7M | $6.9M | $751K |
| Apr 2026 | $14.0M | $18.1M | −$4.1M |
| Mar 2026 | $28.9M | $30.7M | −$1.8M |
| Feb 2026 | $4.7M | $6.2M | −$1.6M |
| Jan 2026 | $30.7M | $30.0M | $657K |
| Dec 2025 | $9.7M | $7.4M | $2.3M |
| Nov 2025 | $6.5M | $5.7M | $732K |
| Oct 2025 | $27.6M | $25.6M | $2.0M |
| Sep 2025 | $8.1M | $6.5M | $1.7M |
| Aug 2025 | $8.2M | $8.6M | −$406K |
C000220291 Assets Under Management
Net assets of U.S. Sustainability Targeted Value Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $635.09M |
| 2026-04-30 | $593.08M |
| 2026-01-31 | $578.64M |
| 2025-10-31 | $518.93M |
| 2025-07-31 | $489.92M |
| 2025-04-30 | $422.09M |
| 2025-01-31 | $492.41M |
| 2024-10-31 | $469.69M |
| 2024-07-31 | $465.10M |
| 2024-04-30 | $406.37M |
| 2024-01-31 | $399.71M |
| 2023-10-31 | $334.91M |
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.