C000238596 Performance — U.S. LargeCap S&P 500 Index Buffer January Account, Class 2
Data updated: 2026-08-25
C000238596 returned +7.27% year to date and +15.69% over one year to Jun 2026. The annualised 3-year return is +15.02%. 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 9.34% a year. In the 12 months to Jun 2026 the fund lost a net $4.9M, and assets reached $60.77M.
C000238596 Growth of $100
What $100 invested in U.S. LargeCap S&P 500 Index Buffer January 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 | C000238596 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $116 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $152 | $157 |
| Since data start (Oct 2022 – Jun 2026) | $171 | $189 |
C000238596 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.27% |
| 1 year | +15.69% |
| 3 years (annualised) | +15.02% |
C000238596 Annual Returns
Calendar-year total returns of U.S. LargeCap S&P 500 Index Buffer January Account, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +7.27% |
| 2025 | +12.76% |
| 2024 | +18.29% |
| 2023 | +19.45% |
| 2022 (Oct–Dec) | 0.00% |
C000238596 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% | −0.5% | −3.5% | +7.3% | +3.6% | −0.5% | — | — | — | — | — | — |
| 2025 | +1.8% | −0.7% | −3.8% | −0.5% | +4.2% | +3.8% | +1.5% | +1.6% | +2.5% | +1.7% | +0.3% | +0.2% |
| 2024 | +1.4% | +3.6% | +2.5% | −3.1% | +3.6% | +2.7% | +0.9% | +1.9% | +1.6% | −0.7% | +4.5% | −1.7% |
| 2023 | +4.3% | −1.8% | +3.1% | +1.1% | +0.2% | +5.0% | +2.3% | −1.2% | −3.5% | −1.6% | +7.0% | +3.5% |
| 2022 | — | — | — | — | — | — | — | — | — | 0.0% | 0.0% | 0.0% |
C000238596 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.34%
- 3-year Sharpe ratio: 1.13 (vs 4.5% risk-free rate)
- Best month: +7.28% (Apr 2026)
- Worst month: −3.75% (Mar 2025)
C000238596 Fund Flows
Monthly money in and out of U.S. LargeCap S&P 500 Index Buffer January Account, from SEC Form N-PORT.
- 12-month net flow: −$4.9M
- 12-month gross sales (incl. reinvestments): $69.2M
- Sales ÷ redemptions: 0.93×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $25.0M | −$25.0M |
| May 2026 | $921K | $592K | $329K |
| Apr 2026 | $141K | $3.0M | −$2.9M |
| Mar 2026 | $336K | $194K | $142K |
| Feb 2026 | $9.6M | $98K | $9.5M |
| Jan 2026 | $47.8M | $293K | $47.5M |
| Dec 2025 | $3.5M | $200K | $3.3M |
| Nov 2025 | $0 | $450K | −$450K |
| Oct 2025 | $271K | $8.3M | −$8.0M |
| Sep 2025 | $6.6M | $358K | $6.2M |
| Aug 2025 | $204 | $1.5M | −$1.5M |
| Jul 2025 | $0 | $34.2M | −$34.2M |
C000238596 Assets Under Management
Net assets of U.S. LargeCap S&P 500 Index Buffer January Account by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $60.77M |
| 2026-03-31 | $80.25M |
| 2025-12-31 | $25.65M |
| 2025-09-30 | $30.27M |
| 2025-06-30 | $64.63M |
| 2025-03-31 | $74.72M |
| 2024-12-31 | $28.59M |
| 2024-09-30 | $18.97M |
| 2024-06-30 | $23.10M |
| 2024-03-31 | $88.60M |
| 2023-12-31 | $28.09M |
| 2023-09-30 | $11.09M |
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.