JELAX Performance — Managed Volatility Aggressive Portfolio, Series I
Data updated: 2021-05-28
JELAX returned +25.71% over one year to Mar 2021. Over one year the fund trailed its Aggressive Allocation category average: $100 grew to $126, against $134 for the category. Volatility over the past 12 months was 9.41% a year. In the 12 months to Mar 2021 the fund lost a net $19.2M, and assets reached $345.82M.
JELAX Growth of $100
What $100 invested in Managed Volatility Aggressive Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Aggressive Allocation category average over the same months.
| Period | JELAX | Category average |
|---|---|---|
| 1 year (Apr 2020 – Mar 2021) | $126 | $134 |
| Since data start (Jul 2019 – Mar 2021) | $107 | $120 |
JELAX Trailing Returns
Total returns to Mar 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +25.71% |
JELAX Annual Returns
Calendar-year total returns of Managed Volatility Aggressive Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Mar) | +5.44% |
| 2020 | −4.76% |
| 2019 (Jul–Dec) | +6.94% |
JELAX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | +0.1% | +2.7% | +2.5% | — | — | — | — | — | — | — | — | — |
| 2020 | −1.4% | −7.7% | −12.2% | +2.3% | +1.6% | +0.9% | +1.9% | +3.8% | −3.2% | −1.1% | +7.5% | +4.3% |
| 2019 | — | — | — | — | — | — | +0.4% | −3.1% | +1.5% | +2.0% | +2.9% | +3.1% |
JELAX Risk
Risk measures from monthly returns over Apr 2020 – Mar 2021.
- 1-year volatility (annualised): 9.41%
- Best month: +7.50% (Nov 2020)
- Worst month: −3.16% (Sep 2020)
JELAX Fund Flows
Monthly money in and out of Managed Volatility Aggressive Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$19.2M
- 12-month gross sales (incl. reinvestments): $16.7M
- Sales ÷ redemptions: 0.47×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2021 | $917K | $2.3M | −$1.4M |
| Feb 2021 | $322K | $3.4M | −$3.1M |
| Jan 2021 | $149K | $4.6M | −$4.5M |
| Dec 2020 | $4.3M | $3.7M | $648K |
| Nov 2020 | $459K | $2.6M | −$2.1M |
| Oct 2020 | $5.5M | $2.5M | $3.0M |
| Sep 2020 | $1.2M | $2.8M | −$1.5M |
| Aug 2020 | $538K | $1.9M | −$1.4M |
| Jul 2020 | $704K | $2.9M | −$2.2M |
| Jun 2020 | $723K | $5.6M | −$4.8M |
| May 2020 | $601K | $1.8M | −$1.2M |
| Apr 2020 | $1.2M | $1.8M | −$555K |
JELAX Assets Under Management
Net assets of Managed Volatility Aggressive Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-03-31 | $345.82M |
| 2020-12-31 | $336.62M |
| 2020-09-30 | $310.35M |
| 2020-06-30 | $307.69M |
| 2020-03-31 | $299.88M |
| 2019-12-31 | $382.67M |
| 2019-09-30 | $359.08M |
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.