JESPX Performance — Strategic Income Opportunities Trust, Series II
Data updated: 2026-08-27
JESPX returned +1.19% year to date and +4.40% over one year to Jun 2026. Annualised returns are +5.06% over 3 years and +1.33% over 5 years. The fund trailed its Global Intermediate Corporate Bond category average: $100 invested three years ago grew to $116, against $126 for the category, and to $104 over one year, against $106. Volatility over the past three years was 4.65% a year. In the 12 months to Jun 2026 the fund lost a net $80.6M, and assets reached $300.25M.
JESPX Growth of $100
What $100 invested in Strategic Income Opportunities Trust grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Intermediate Corporate Bond category average over the same months.
| Period | JESPX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $104 | $106 |
| 3 years (Jul 2023 – Jun 2026) | $116 | $126 |
| 5 years (Jul 2021 – Jun 2026) | $107 | $114 |
| Since data start (Jul 2019 – Jun 2026) | $121 | $130 |
JESPX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.19% |
| 1 year | +4.40% |
| 3 years (annualised) | +5.06% |
| 5 years (annualised) | +1.33% |
JESPX Annual Returns
Calendar-year total returns of Strategic Income Opportunities Trust, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +1.19% |
| 2025 | +7.22% |
| 2024 | +2.94% |
| 2023 | +7.22% |
| 2022 | −10.29% |
| 2021 | +0.69% |
| 2020 | +8.37% |
| 2019 (Jul–Dec) | +2.82% |
JESPX 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 | +0.8% | +1.1% | −2.2% | +1.2% | +0.6% | −0.3% | — | — | — | — | — | — |
| 2025 | +0.8% | +0.7% | −0.4% | +0.2% | +0.8% | +1.8% | +0.1% | +1.3% | +0.9% | +0.2% | +0.3% | +0.2% |
| 2024 | −0.2% | −0.5% | +0.8% | −2.0% | +1.4% | +0.6% | +1.6% | +1.5% | +1.5% | −1.9% | +1.0% | −0.8% |
| 2023 | +3.1% | −2.3% | +2.4% | +0.4% | −0.9% | +0.7% | +0.6% | −0.9% | −1.9% | −1.3% | +4.2% | +3.1% |
| 2022 | −2.1% | −1.2% | −0.9% | −3.4% | +0.1% | −3.9% | +3.2% | −1.7% | −3.8% | +0.5% | +2.9% | −0.2% |
| 2021 | −0.5% | +0.3% | 0.0% | +1.2% | +0.7% | −0.3% | +0.2% | +0.2% | −0.8% | −0.3% | −1.1% | +1.3% |
| 2020 | +1.1% | −1.2% | −6.7% | +3.4% | +2.1% | +1.4% | +3.4% | +0.9% | −0.7% | +0.5% | +3.0% | +1.4% |
| 2019 | — | — | — | — | — | — | +0.4% | +1.1% | −0.1% | +0.7% | −0.1% | +0.7% |
JESPX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 4.65%
- 3-year Sharpe ratio: 0.12 (vs 4.5% risk-free rate)
- Best month: +4.24% (Nov 2023)
- Worst month: −2.19% (Mar 2026)
JESPX Fund Flows
Monthly money in and out of Strategic Income Opportunities Trust, from SEC Form N-PORT.
- 12-month net flow: −$80.6M
- 12-month gross sales (incl. reinvestments): $106.9M
- Sales ÷ redemptions: 0.57×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $5.0M | $3.4M | $1.6M |
| May 2026 | $2.4M | $1.4M | $1.0M |
| Apr 2026 | $30.1M | $2.2M | $27.9M |
| Mar 2026 | $3.2M | $1.9M | $1.2M |
| Feb 2026 | $1.6M | $1.1M | $565K |
| Jan 2026 | $3.6M | $1.8M | $1.8M |
| Dec 2025 | $2.4M | $2.3M | $101K |
| Nov 2025 | $29.6M | $716K | $28.9M |
| Oct 2025 | $20.4M | $2.2M | $18.2M |
| Sep 2025 | $2.8M | $1.3M | $1.5M |
| Aug 2025 | $1.7M | $1.2M | $445K |
| Jul 2025 | $4.1M | $168.0M | −$163.8M |
JESPX Assets Under Management
Net assets of Strategic Income Opportunities Trust by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $300.25M |
| 2026-03-31 | $265.26M |
| 2025-12-31 | $262.45M |
| 2025-09-30 | $231.29M |
| 2025-06-30 | $387.93M |
| 2025-03-31 | $440.27M |
| 2024-12-31 | $428.03M |
| 2024-09-30 | $435.88M |
| 2024-06-30 | $397.62M |
| 2024-03-31 | $396.87M |
| 2023-12-31 | $385.26M |
| 2023-09-30 | $366.40M |
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.