C000226480 Performance — ESG Diversified Portfolio, Class P
Data updated: 2026-05-27
C000226480 returned −2.24% year to date and +12.36% over one year to Mar 2026. The annualised 3-year return is +11.07%. The fund trailed its Thematic Equity category average: $100 invested three years ago grew to $137, against $149 for the category, and to $112 over one year, against $115. Volatility over the past three years was 9.15% a year. In the 12 months to Mar 2026 the fund lost a net $3.2M, and assets reached $29.09M.
C000226480 Growth of $100
What $100 invested in ESG Diversified Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Thematic Equity category average over the same months.
| Period | C000226480 | Category average |
|---|---|---|
| 1 year (Apr 2025 – Mar 2026) | $112 | $115 |
| 3 years (Apr 2023 – Mar 2026) | $137 | $149 |
| Since data start (May 2021 – Mar 2026) | $129 | $127 |
C000226480 Trailing Returns
Total returns to Mar 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −2.24% |
| 1 year | +12.36% |
| 3 years (annualised) | +11.07% |
C000226480 Annual Returns
Calendar-year total returns of ESG Diversified Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Mar) | −2.24% |
| 2025 | +13.14% |
| 2024 | +12.40% |
| 2023 | +16.05% |
| 2022 | −16.42% |
| 2021 (May–Dec) | +7.16% |
C000226480 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 | +1.8% | +0.9% | −4.8% | — | — | — | — | — | — | — | — | — |
| 2025 | +2.2% | −0.5% | −3.3% | −0.1% | +3.7% | +3.4% | +0.8% | +2.2% | +2.1% | +1.1% | +0.4% | +0.5% |
| 2024 | +0.5% | +2.8% | +2.5% | −3.4% | +3.2% | +1.9% | +1.6% | +1.9% | +2.0% | −2.0% | +4.2% | −3.0% |
| 2023 | +5.9% | −2.4% | +1.9% | +0.6% | −0.6% | +3.5% | +2.2% | −1.2% | −3.7% | −2.4% | +7.5% | +4.4% |
| 2022 | −4.1% | −2.2% | +0.4% | −6.2% | −0.2% | −5.9% | +5.8% | −3.8% | −7.1% | +4.1% | +6.1% | −3.4% |
| 2021 | — | — | — | — | +0.8% | +1.2% | +1.4% | +1.5% | −3.0% | +4.2% | −1.6% | +2.6% |
C000226480 Risk
Risk measures from monthly returns over Apr 2023 – Mar 2026.
- 3-year volatility (annualised): 9.15%
- 3-year Sharpe ratio: 0.72 (vs 4.5% risk-free rate)
- Best month: +7.47% (Nov 2023)
- Worst month: −4.76% (Mar 2026)
C000226480 Fund Flows
Monthly money in and out of ESG Diversified Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$3.2M
- 12-month gross sales (incl. reinvestments): $4.0M
- Sales ÷ redemptions: 0.56×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2026 | $586K | $321K | $265K |
| Feb 2026 | $22K | $516K | −$494K |
| Jan 2026 | $748K | $497K | $250K |
| Dec 2025 | $33K | $363K | −$330K |
| Nov 2025 | $453K | $607K | −$154K |
| Oct 2025 | $502K | $299K | $203K |
| Sep 2025 | $370K | $188K | $183K |
| Aug 2025 | $139K | $355K | −$217K |
| Jul 2025 | $32K | $2.5M | −$2.5M |
| Jun 2025 | $62K | $250K | −$189K |
| May 2025 | $819K | $449K | $370K |
| Apr 2025 | $238K | $786K | −$548K |
C000226480 Assets Under Management
Net assets of ESG Diversified Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-03-31 | $29.09M |
| 2025-12-31 | $29.74M |
| 2025-09-30 | $29.44M |
| 2025-06-30 | $30.54M |
| 2025-03-31 | $28.92M |
| 2024-12-31 | $29.59M |
| 2024-09-30 | $40.78M |
| 2024-06-30 | $37.23M |
| 2024-03-31 | $36.15M |
| 2023-12-31 | $33.27M |
| 2023-09-30 | $28.19M |
| 2023-06-30 | $24.64M |
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.