JFINX Performance — Johnson Fixed Income Fund
Data updated: 2023-11-28
JFINX returned +2.74% over one year to Sep 2023. The annualised 3-year return is −5.37%. The fund trailed its International Bond category average: $100 invested three years ago grew to $85, against $97 for the category, and to $103 over one year, against $104. Volatility over the past three years was 6.57% a year. In the 12 months to Sep 2023 the fund lost a net $2.7B, and assets reached $0.
JFINX Growth of $100
What $100 invested in Johnson Fixed Income Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Bond category average over the same months.
| Period | JFINX | Category average |
|---|---|---|
| 1 year (Oct 2022 – Sep 2023) | $103 | $104 |
| 3 years (Oct 2020 – Sep 2023) | $85 | $97 |
| Since data start (Jul 2019 – Sep 2023) | $93 | $103 |
JFINX Trailing Returns
Total returns to Sep 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.74% |
| 3 years (annualised) | −5.37% |
JFINX Annual Returns
Calendar-year total returns of Johnson Fixed Income Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Sep) | +1.00% |
| 2022 | −14.21% |
| 2021 | −2.36% |
| 2020 | +8.17% |
| 2019 (Jul–Dec) | +1.95% |
JFINX 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 | +3.4% | −2.8% | +2.8% | +0.7% | −1.4% | −0.6% | −0.1% | −0.7% | 0.0% | — | — | — |
| 2022 | −2.2% | −1.2% | −3.0% | −4.2% | +0.5% | −1.7% | +2.6% | −2.9% | −4.5% | −1.4% | +4.0% | −0.8% |
| 2021 | −0.8% | −1.9% | −1.3% | +0.9% | +0.4% | +0.8% | +1.1% | −0.2% | −1.1% | −0.1% | +0.3% | −0.4% |
| 2020 | +2.2% | +2.0% | −0.1% | +1.7% | +0.7% | +0.7% | +1.4% | −0.8% | 0.0% | −0.7% | +0.8% | +0.1% |
| 2019 | — | — | — | — | — | — | +0.1% | +2.8% | −0.7% | +0.1% | −0.1% | −0.3% |
JFINX Risk
Risk measures from monthly returns over Oct 2020 – Sep 2023.
- 3-year volatility (annualised): 6.57%
- 3-year Sharpe ratio: -1.50 (vs 4.5% risk-free rate)
- Best month: +3.98% (Nov 2022)
- Worst month: −4.54% (Sep 2022)
JFINX Fund Flows
Monthly money in and out of Johnson Fixed Income Fund, from SEC Form N-PORT.
- 12-month net flow: −$2.7B
- 12-month gross sales (incl. reinvestments): −$1.7B
- Sales ÷ redemptions: -1.61×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2023 | −$2.0B | $833.5M | −$2.8B |
| Aug 2023 | $18.9M | $13.0M | $5.9M |
| Jul 2023 | $17.2M | $13.1M | $4.1M |
| Jun 2023 | $29.5M | $21.4M | $8.1M |
| May 2023 | $19.7M | $8.1M | $11.6M |
| Apr 2023 | $23.8M | $4.4M | $19.4M |
| Mar 2023 | $25.7M | $11.4M | $14.3M |
| Feb 2023 | $63.6M | $6.8M | $56.8M |
| Jan 2023 | $36.5M | $5.5M | $31.0M |
| Dec 2022 | $48.6M | $31.6M | $17.0M |
| Nov 2022 | $38.9M | $60.6M | −$21.7M |
| Oct 2022 | $22.9M | $26.8M | −$3.9M |
JFINX Assets Under Management
Net assets of Johnson Fixed Income Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-09-30 | $0 |
| 2023-06-30 | $1.04B |
| 2023-03-31 | $1.02B |
| 2022-12-31 | $890.60M |
| 2022-09-30 | $889.39M |
| 2022-06-30 | $894.17M |
| 2022-03-31 | $968.85M |
| 2021-12-31 | $1.04B |
| 2021-09-30 | $1.03B |
| 2021-06-30 | $1.00B |
| 2021-03-31 | $952.42M |
| 2020-12-31 | $958.50M |
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.