C000230799 Performance — ESG Diversified Growth Portfolio, Class I
Data updated: 2026-05-27
C000230799 returned −2.54% year to date and +14.41% over one year to Mar 2026. The annualised 3-year return is +12.30%. The fund trailed its Thematic Equity category average: $100 invested three years ago grew to $142, against $149 for the category, and to $114 over one year, against $115. Volatility over the past three years was 10.32% a year. In the 12 months to Mar 2026 the fund lost a net $12.3M, and assets reached $13.50M.
C000230799 Growth of $100
What $100 invested in ESG Diversified Growth Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Thematic Equity category average over the same months.
| Period | C000230799 | Category average |
|---|---|---|
| 1 year (Apr 2025 – Mar 2026) | $114 | $115 |
| 3 years (Apr 2023 – Mar 2026) | $142 | $149 |
| Since data start (Oct 2021 – Mar 2026) | $124 | $125 |
C000230799 Trailing Returns
Total returns to Mar 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −2.54% |
| 1 year | +14.41% |
| 3 years (annualised) | +12.30% |
C000230799 Annual Returns
Calendar-year total returns of ESG Diversified Growth Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Mar) | −2.54% |
| 2025 | +14.86% |
| 2024 | +13.89% |
| 2023 | +17.67% |
| 2022 | −18.09% |
| 2021 (Oct–Dec) | +1.08% |
C000230799 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 | +2.2% | +0.9% | −5.5% | — | — | — | — | — | — | — | — | — |
| 2025 | +2.6% | −0.9% | −3.8% | −0.1% | +4.7% | +3.7% | +0.8% | +2.5% | +2.5% | +1.2% | +0.3% | +0.7% |
| 2024 | +0.4% | +3.5% | +2.8% | −3.6% | +3.6% | +2.0% | +1.5% | +2.0% | +2.2% | −2.1% | +4.6% | −3.4% |
| 2023 | +6.7% | −2.6% | +1.9% | +0.5% | −0.8% | +4.5% | +2.7% | −1.7% | −4.0% | −2.7% | +8.1% | +4.6% |
| 2022 | −4.8% | −2.5% | +1.0% | −7.1% | −0.3% | −6.8% | +6.4% | −4.2% | −8.2% | +5.3% | +7.1% | −4.2% |
| 2021 | — | — | — | — | — | — | — | — | — | 0.0% | −2.3% | +3.5% |
C000230799 Risk
Risk measures from monthly returns over Apr 2023 – Mar 2026.
- 3-year volatility (annualised): 10.32%
- 3-year Sharpe ratio: 0.76 (vs 4.5% risk-free rate)
- Best month: +8.05% (Nov 2023)
- Worst month: −5.52% (Mar 2026)
C000230799 Fund Flows
Monthly money in and out of ESG Diversified Growth Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$12.3M
- 12-month gross sales (incl. reinvestments): $6.5M
- Sales ÷ redemptions: 0.35×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2026 | $162K | $112K | $50K |
| Feb 2026 | $164K | $54K | $110K |
| Jan 2026 | $325K | $219K | $107K |
| Dec 2025 | $1.4M | $142K | $1.3M |
| Nov 2025 | $341K | $91K | $250K |
| Oct 2025 | $502K | $15.9M | −$15.4M |
| Sep 2025 | $526K | $73K | $453K |
| Aug 2025 | $1.9M | $1.9M | $55K |
| Jul 2025 | $250K | $42K | $209K |
| Jun 2025 | $309K | $52K | $256K |
| May 2025 | $348K | $33K | $315K |
| Apr 2025 | $299K | $253K | $47K |
C000230799 Assets Under Management
Net assets of ESG Diversified Growth Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-03-31 | $13.50M |
| 2025-12-31 | $13.58M |
| 2025-09-30 | $26.95M |
| 2025-06-30 | $24.76M |
| 2025-03-31 | $22.24M |
| 2024-12-31 | $21.46M |
| 2024-09-30 | $20.54M |
| 2024-06-30 | $17.64M |
| 2024-03-31 | $16.69M |
| 2023-12-31 | $15.09M |
| 2023-09-30 | $13.11M |
| 2023-06-30 | $13.43M |
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.