JCHOX Performance — Multi-Index 2060 Preservation Portfolio, Class 1
Data updated: 2023-07-27
JCHOX returned −2.28% over one year to May 2023. The annualised 3-year return is +6.05%. Against its Target-Date category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $119, against $119 for the category, and to $98 over one year, against $100. Volatility over the past three years was 15.35% a year. In the 12 months to May 2023 the fund took in a net $40.5M, and assets reached $201.45M.
JCHOX Growth of $100
What $100 invested in Multi-Index 2060 Preservation Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Target-Date category average over the same months.
| Period | JCHOX | Category average |
|---|---|---|
| 1 year (Jun 2022 – May 2023) | $98 | $100 |
| 3 years (Jun 2020 – May 2023) | $119 | $119 |
| Since data start (Sep 2019 – May 2023) | $123 | $121 |
JCHOX Trailing Returns
Total returns to May 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.28% |
| 3 years (annualised) | +6.05% |
JCHOX Annual Returns
Calendar-year total returns of Multi-Index 2060 Preservation Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–May) | +5.00% |
| 2022 | −19.32% |
| 2021 | +15.36% |
| 2020 | +15.79% |
| 2019 (Sep–Dec) | +9.01% |
JCHOX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +7.1% | −3.5% | +2.3% | +1.0% | −1.7% | — | — | — | — | — | — | — |
| 2022 | −4.6% | −2.4% | +0.8% | −7.9% | +0.3% | −7.2% | +6.0% | −3.9% | −8.9% | +4.6% | +7.8% | −4.0% |
| 2021 | −0.5% | +2.0% | +1.8% | +3.6% | +1.3% | +1.5% | +0.8% | +2.0% | −3.9% | +4.7% | −1.8% | +3.2% |
| 2020 | −0.8% | −5.3% | −11.4% | +9.6% | +4.1% | +2.1% | +4.7% | +4.1% | −2.8% | −1.7% | +10.3% | +4.0% |
| 2019 | — | — | — | — | — | — | — | — | +1.8% | +2.0% | +2.1% | +2.9% |
JCHOX Risk
Risk measures from monthly returns over Jun 2020 – May 2023.
- 3-year volatility (annualised): 15.35%
- 3-year Sharpe ratio: 0.10 (vs 4.5% risk-free rate)
- Best month: +10.32% (Nov 2020)
- Worst month: −8.93% (Sep 2022)
JCHOX Fund Flows
Monthly money in and out of Multi-Index 2060 Preservation Portfolio, from SEC Form N-PORT.
- 12-month net flow: $40.5M
- 12-month gross sales (incl. reinvestments): $57.0M
- Sales ÷ redemptions: 3.45×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2023 | $2.9M | $662K | $2.2M |
| Apr 2023 | $2.5M | $1.8M | $726K |
| Mar 2023 | $4.8M | $1.0M | $3.7M |
| Feb 2023 | $2.8M | $1.3M | $1.5M |
| Jan 2023 | $2.3M | $5.8M | −$3.5M |
| Dec 2022 | $24.7M | $835K | $23.9M |
| Nov 2022 | $1.9M | $1.7M | $151K |
| Oct 2022 | $3.2M | $252K | $3.0M |
| Sep 2022 | $3.8M | $156K | $3.7M |
| Aug 2022 | $3.3M | $863K | $2.5M |
| Jul 2022 | $2.3M | $637K | $1.7M |
| Jun 2022 | $2.5M | $1.5M | $1.0M |
JCHOX Assets Under Management
Net assets of Multi-Index 2060 Preservation Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-05-31 | $201.45M |
| 2023-02-28 | $191.84M |
| 2022-11-30 | $193.73M |
| 2022-08-31 | $181.64M |
| 2022-05-31 | $186.88M |
| 2022-02-28 | $192.23M |
| 2021-11-30 | $199.95M |
| 2021-08-31 | $204.34M |
| 2021-05-31 | $192.58M |
| 2021-02-28 | $169.75M |
| 2020-11-30 | $158.92M |
| 2020-08-31 | $142.74M |
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.