C000226492 Performance — Lincoln Hedged S&P 500 Fund, Standard Class
Data updated: 2026-08-06
C000226492 returned +6.70% year to date and +14.12% over one year to Jun 2026. Annualised returns are +13.19% over 3 years and +9.37% over 5 years. Against its Alternative category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $145, against $170 for the category, and to $114 over one year, against $110. Volatility over the past three years was 6.74% a year. In the 12 months to Jun 2026 the fund took in a net $35.1M, and assets reached $71.78M.
C000226492 Growth of $100
What $100 invested in Lincoln Hedged S&P 500 Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | C000226492 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $114 | $110 |
| 3 years (Jul 2023 – Jun 2026) | $145 | $170 |
| 5 years (Jul 2021 – Jun 2026) | $156 | $159 |
| Since data start (May 2021 – Jun 2026) | $160 | $162 |
C000226492 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +6.70% |
| 1 year | +14.12% |
| 3 years (annualised) | +13.19% |
| 5 years (annualised) | +9.37% |
C000226492 Annual Returns
Calendar-year total returns of Lincoln Hedged S&P 500 Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +6.70% |
| 2025 | +11.91% |
| 2024 | +14.32% |
| 2023 | +17.03% |
| 2022 | −6.54% |
| 2021 (May–Dec) | +7.19% |
C000226492 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 | +0.8% | +0.1% | −1.9% | +5.4% | +1.8% | +0.5% | — | — | — | — | — | — |
| 2025 | +1.6% | −0.3% | −3.5% | −0.4% | +4.2% | +3.0% | +1.3% | +1.3% | +1.5% | +0.8% | +0.8% | +1.1% |
| 2024 | +1.2% | +2.2% | +0.9% | +0.3% | +0.6% | +2.0% | +0.8% | +1.6% | +1.5% | −0.3% | +2.9% | −0.3% |
| 2023 | +3.9% | −1.8% | +2.4% | +0.9% | +0.3% | +4.2% | +1.8% | −0.5% | −2.8% | −1.2% | +6.3% | +2.8% |
| 2022 | −1.3% | −1.2% | +2.1% | −5.1% | +1.2% | −4.5% | +5.4% | −2.1% | −5.9% | +5.2% | +3.9% | −3.5% |
| 2021 | — | — | — | — | +0.9% | +1.4% | +1.0% | +1.3% | −1.8% | +3.0% | −0.7% | +2.1% |
C000226492 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 6.74%
- 3-year Sharpe ratio: 1.29 (vs 4.5% risk-free rate)
- Best month: +6.29% (Nov 2023)
- Worst month: −3.45% (Mar 2025)
C000226492 Fund Flows
Monthly money in and out of Lincoln Hedged S&P 500 Fund, from SEC Form N-PORT.
- 12-month net flow: $35.1M
- 12-month gross sales (incl. reinvestments): $49.1M
- Sales ÷ redemptions: 3.52×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $3.3M | $1.2M | $2.2M |
| May 2026 | $2.1M | $733K | $1.3M |
| Apr 2026 | $4.2M | $1.3M | $2.9M |
| Mar 2026 | $3.0M | $1.4M | $1.6M |
| Feb 2026 | $2.5M | $518K | $2.0M |
| Jan 2026 | $4.0M | $1.0M | $3.0M |
| Dec 2025 | $6.2M | $977K | $5.2M |
| Nov 2025 | $1.8M | $406K | $1.4M |
| Oct 2025 | $3.1M | $806K | $2.3M |
| Sep 2025 | $2.6M | $641K | $1.9M |
| Aug 2025 | $2.1M | $4.3M | −$2.2M |
| Jul 2025 | $14.2M | $717K | $13.5M |
C000226492 Assets Under Management
Net assets of Lincoln Hedged S&P 500 Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $71.78M |
| 2026-03-31 | $60.47M |
| 2025-12-31 | $54.55M |
| 2025-09-30 | $48.12M |
| 2025-06-30 | $33.35M |
| 2025-03-31 | $25.15M |
| 2024-12-31 | $19.17M |
| 2024-09-30 | $15.31M |
| 2024-06-30 | $12.12M |
| 2024-03-31 | $5.09M |
| 2023-12-31 | $5.74M |
| 2023-09-30 | $5.08M |
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.