C000238594 Performance — U.S. LargeCap S&P 500 Index Buffer October Account, Class 2
Data updated: 2026-08-25
C000238594 returned +7.19% year to date and +15.73% over one year to Jun 2026. The annualised 3-year return is +15.28%. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $153, against $157 for the category, and to $116 over one year, against $118. Volatility over the past three years was 9.33% a year. In the 12 months to Jun 2026 the fund took in a net $9.0M, and assets reached $68.34M.
C000238594 Growth of $100
What $100 invested in U.S. LargeCap S&P 500 Index Buffer October 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 | C000238594 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $116 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $153 | $157 |
| Since data start (Jul 2022 – Jun 2026) | $182 | $181 |
C000238594 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.19% |
| 1 year | +15.73% |
| 3 years (annualised) | +15.28% |
C000238594 Annual Returns
Calendar-year total returns of U.S. LargeCap S&P 500 Index Buffer October Account, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +7.19% |
| 2025 | +13.10% |
| 2024 | +19.19% |
| 2023 | +19.45% |
| 2022 (Jul–Dec) | +5.29% |
C000238594 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% | −3.4% | +7.3% | +3.8% | −0.8% | — | — | — | — | — | — |
| 2025 | +2.0% | −0.8% | −3.7% | −0.6% | +4.2% | +3.7% | +1.6% | +1.6% | +2.5% | +1.7% | +0.3% | +0.1% |
| 2024 | +1.0% | +3.9% | +2.6% | −3.1% | +3.9% | +2.8% | +0.8% | +2.0% | +1.7% | −0.3% | +4.1% | −1.5% |
| 2023 | +4.7% | −1.9% | +2.9% | +1.2% | +0.4% | +5.1% | +2.5% | −1.2% | −3.7% | −1.4% | +6.6% | +3.5% |
| 2022 | — | — | — | — | — | — | 0.0% | 0.0% | 0.0% | +5.7% | +4.3% | −4.5% |
C000238594 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.33%
- 3-year Sharpe ratio: 1.16 (vs 4.5% risk-free rate)
- Best month: +7.34% (Apr 2026)
- Worst month: −3.70% (Mar 2025)
C000238594 Fund Flows
Monthly money in and out of U.S. LargeCap S&P 500 Index Buffer October Account, from SEC Form N-PORT.
- 12-month net flow: $9.0M
- 12-month gross sales (incl. reinvestments): $90.8M
- Sales ÷ redemptions: 1.11×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $2K | $966K | −$965K |
| May 2026 | $0 | $803K | −$803K |
| Apr 2026 | $843K | $492K | $351K |
| Mar 2026 | $13K | $1.3M | −$1.3M |
| Feb 2026 | $2K | $8.9M | −$8.9M |
| Jan 2026 | $3K | $48.1M | −$48.1M |
| Dec 2025 | $2.1M | $3.8M | −$1.6M |
| Nov 2025 | $659K | $1.4M | −$730K |
| Oct 2025 | $81.4M | $417K | $81.0M |
| Sep 2025 | $5.7M | $1.2M | $4.5M |
| Aug 2025 | $0 | $2.3M | −$2.3M |
| Jul 2025 | $3K | $12.1M | −$12.1M |
C000238594 Assets Under Management
Net assets of U.S. LargeCap S&P 500 Index Buffer October Account by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $68.34M |
| 2026-03-31 | $63.09M |
| 2025-12-31 | $123.19M |
| 2025-09-30 | $42.17M |
| 2025-06-30 | $54.39M |
| 2025-03-31 | $53.26M |
| 2024-12-31 | $92.35M |
| 2024-09-30 | $21.26M |
| 2024-06-30 | $19.81M |
| 2024-03-31 | $20.08M |
| 2023-12-31 | $21.62M |
| 2023-09-30 | $15.60M |
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.