C000235586 Performance — U.S. LargeCap S&P 500 Index Buffer July Account, Class 2
Data updated: 2026-08-25
C000235586 returned +7.18% year to date and +15.95% over one year to Jun 2026. The annualised 3-year return is +14.93%. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $152, against $157 for the category, and to $116 over one year, against $118. Volatility over the past three years was 9.75% a year. In the 12 months to Jun 2026 the fund took in a net $17.3M, and assets reached $70.07M.
C000235586 Growth of $100
What $100 invested in U.S. LargeCap S&P 500 Index Buffer July Account grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000235586 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $116 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $152 | $157 |
| Since data start (Apr 2022 – Jun 2026) | $172 | $157 |
C000235586 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.18% |
| 1 year | +15.95% |
| 3 years (annualised) | +14.93% |
C000235586 Annual Returns
Calendar-year total returns of U.S. LargeCap S&P 500 Index Buffer July Account, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +7.18% |
| 2025 | +13.25% |
| 2024 | +17.88% |
| 2023 | +18.22% |
| 2022 (Apr–Dec) | +1.93% |
C000235586 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 | +1.1% | −0.6% | −3.6% | +7.5% | +3.9% | −1.0% | — | — | — | — | — | — |
| 2025 | +2.1% | −0.9% | −4.1% | −0.6% | +4.4% | +4.1% | +1.7% | +1.7% | +2.6% | +1.7% | +0.2% | +0.1% |
| 2024 | +0.9% | +4.1% | +2.7% | −3.5% | +4.0% | +3.0% | +0.8% | +1.8% | +1.7% | −1.4% | +4.4% | −1.7% |
| 2023 | +4.3% | −1.7% | +2.7% | +0.9% | +0.4% | +4.4% | +2.5% | −1.1% | −3.5% | −1.5% | +6.4% | +3.5% |
| 2022 | — | — | — | 0.0% | 0.0% | 0.0% | +6.6% | −3.0% | −6.7% | +5.7% | +3.9% | −3.8% |
C000235586 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.75%
- 3-year Sharpe ratio: 1.07 (vs 4.5% risk-free rate)
- Best month: +7.49% (Apr 2026)
- Worst month: −4.13% (Mar 2025)
C000235586 Fund Flows
Monthly money in and out of U.S. LargeCap S&P 500 Index Buffer July Account, from SEC Form N-PORT.
- 12-month net flow: $17.3M
- 12-month gross sales (incl. reinvestments): $93.3M
- Sales ÷ redemptions: 1.23×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $24.9M | $116K | $24.8M |
| May 2026 | $3K | $81K | −$77K |
| Apr 2026 | $4K | $1.2M | −$1.2M |
| Mar 2026 | $11K | $228K | −$217K |
| Feb 2026 | $455 | $614K | −$614K |
| Jan 2026 | $952K | $2.3M | −$1.3M |
| Dec 2025 | $13K | $1.4M | −$1.4M |
| Nov 2025 | $53K | $151K | −$98K |
| Oct 2025 | $12K | $68.4M | −$68.4M |
| Sep 2025 | $11.8M | $612K | $11.1M |
| Aug 2025 | $4.4M | $841K | $3.6M |
| Jul 2025 | $51.2M | $101K | $51.1M |
C000235586 Assets Under Management
Net assets of U.S. LargeCap S&P 500 Index Buffer July Account by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $70.07M |
| 2026-03-31 | $42.09M |
| 2025-12-31 | $45.59M |
| 2025-09-30 | $114.43M |
| 2025-06-30 | $51.51M |
| 2025-03-31 | $35.62M |
| 2024-12-31 | $44.17M |
| 2024-09-30 | $103.14M |
| 2024-06-30 | $37.82M |
| 2024-03-31 | $37.61M |
| 2023-12-31 | $79.06M |
| 2023-09-30 | $87.06M |
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.