FALCX Performance — Strategic Advisers Large Cap Fund
Data updated: 2024-08-13
FALCX returned +30.23% over one year to May 2024. The annualised 3-year return is +9.60%. The fund beat its US Large Blend category average: $100 invested three years ago grew to $132, against $122 for the category, and to $130 over one year, against $123. Volatility over the past three years was 17.46% a year. In the 12 months to May 2024 the fund took in a net $568.8M, and assets reached $63.32B.
FALCX Growth of $100
What $100 invested in Strategic Advisers Large Cap Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | FALCX | Category average |
|---|---|---|
| 1 year (Jun 2023 – May 2024) | $130 | $123 |
| 3 years (Jun 2021 – May 2024) | $132 | $122 |
| Since data start (Dec 2020 – May 2024) | $157 | $140 |
FALCX Trailing Returns
Total returns to May 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +30.23% |
| 3 years (annualised) | +9.60% |
FALCX Annual Returns
Calendar-year total returns of Strategic Advisers Large Cap Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–May) | +12.34% |
| 2023 | +26.81% |
| 2022 | −17.33% |
| 2021 | +27.99% |
| 2020 (Dec–Dec) | +4.09% |
FALCX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +2.2% | +5.6% | +3.4% | −4.0% | +4.9% | — | — | — | — | — | — | — |
| 2023 | +6.7% | −2.4% | +2.9% | +1.5% | +0.6% | +6.5% | +3.5% | −1.5% | −4.5% | −2.1% | +9.2% | +4.8% |
| 2022 | −4.7% | −2.6% | +2.7% | −8.7% | +0.3% | −8.2% | +8.8% | −3.9% | −8.8% | +8.4% | +5.8% | −5.7% |
| 2021 | −0.9% | +3.9% | +4.4% | +5.4% | +1.0% | +2.0% | +1.8% | +2.9% | −4.4% | +6.5% | −1.2% | +4.1% |
| 2020 | — | — | — | — | — | — | — | — | — | — | — | +4.1% |
FALCX Risk
Risk measures from monthly returns over Jun 2021 – May 2024.
- 3-year volatility (annualised): 17.46%
- 3-year Sharpe ratio: 0.29 (vs 4.5% risk-free rate)
- Best month: +9.18% (Nov 2023)
- Worst month: −8.84% (Sep 2022)
FALCX Fund Flows
Monthly money in and out of Strategic Advisers Large Cap Fund, from SEC Form N-PORT.
- 12-month net flow: $568.8M
- 12-month gross sales (incl. reinvestments): $13.4B
- Sales ÷ redemptions: 1.04×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2024 | $1.4B | $879.4M | $561.8M |
| Apr 2024 | $1.2B | $1.9B | −$610.0M |
| Mar 2024 | $1.3B | $987.5M | $309.9M |
| Feb 2024 | $1.3B | $841.5M | $441.6M |
| Jan 2024 | $1.1B | $919.7M | $161.4M |
| Dec 2023 | $1.9B | $959.2M | $896.5M |
| Nov 2023 | $910.8M | $2.3B | −$1.4B |
| Oct 2023 | $776.4M | $688.7M | $87.8M |
| Sep 2023 | $754.7M | $531.7M | $223.0M |
| Aug 2023 | $571.8M | $1.0B | −$473.9M |
| Jul 2023 | $1.7B | $464.5M | $1.3B |
| Jun 2023 | $460.8M | $1.4B | −$947.0M |
FALCX Assets Under Management
Net assets of Strategic Advisers Large Cap Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-05-31 | $63.32B |
| 2024-02-29 | $60.55B |
| 2023-11-30 | $53.11B |
| 2023-08-31 | $53.11B |
| 2023-05-31 | $50.44B |
| 2023-02-28 | $49.71B |
| 2022-11-30 | $53.19B |
| 2022-08-31 | $51.68B |
| 2022-05-31 | $55.75B |
| 2022-02-28 | $59.85B |
| 2021-11-30 | $61.82B |
| 2021-08-31 | $62.42B |
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.