JRERX Performance — Multi-Index 2025 Preservation Portfolio, Class R2
Data updated: 2023-07-27
JRERX returned −2.41% over one year to May 2023. The annualised 3-year return is +1.01%. The fund trailed its Target-Date category average: $100 invested three years ago grew to $103, against $119 for the category, and to $98 over one year, against $100. Volatility over the past three years was 8.34% a year. In the 12 months to May 2023 the fund lost a net $58.1M, and assets reached $710.31M.
JRERX Growth of $100
What $100 invested in Multi-Index 2025 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 | JRERX | Category average |
|---|---|---|
| 1 year (Jun 2022 – May 2023) | $98 | $100 |
| 3 years (Jun 2020 – May 2023) | $103 | $119 |
| Since data start (Sep 2019 – May 2023) | $106 | $121 |
JRERX Trailing Returns
Total returns to May 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.41% |
| 3 years (annualised) | +1.01% |
JRERX Annual Returns
Calendar-year total returns of Multi-Index 2025 Preservation Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–May) | +2.44% |
| 2022 | −13.11% |
| 2021 | +4.70% |
| 2020 | +10.13% |
| 2019 (Sep–Dec) | +3.59% |
JRERX 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 | +3.7% | −2.5% | +2.2% | +0.8% | −1.6% | — | — | — | — | — | — | — |
| 2022 | −2.5% | −1.4% | −1.1% | −4.5% | +0.5% | −3.9% | +3.5% | −2.8% | −5.2% | +1.1% | +4.5% | −1.5% |
| 2021 | −0.7% | −0.1% | +0.3% | +1.8% | +0.7% | +0.9% | +0.9% | +0.4% | −1.7% | +1.5% | −0.7% | +1.3% |
| 2020 | +0.6% | −1.7% | −7.1% | +5.7% | +2.6% | +1.3% | +2.9% | +1.7% | −1.5% | −1.0% | +5.1% | +1.8% |
| 2019 | — | — | — | — | — | — | — | — | +0.5% | +1.0% | +0.8% | +1.3% |
JRERX Risk
Risk measures from monthly returns over Jun 2020 – May 2023.
- 3-year volatility (annualised): 8.34%
- 3-year Sharpe ratio: -0.42 (vs 4.5% risk-free rate)
- Best month: +5.07% (Nov 2020)
- Worst month: −5.22% (Sep 2022)
JRERX Fund Flows
Monthly money in and out of Multi-Index 2025 Preservation Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$58.1M
- 12-month gross sales (incl. reinvestments): $102.7M
- Sales ÷ redemptions: 0.64×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2023 | $1.0M | $13.7M | −$12.6M |
| Apr 2023 | $1.3M | $17.9M | −$16.7M |
| Mar 2023 | $2.5M | $6.5M | −$4.0M |
| Feb 2023 | $1.0M | $13.3M | −$12.2M |
| Jan 2023 | $3.5M | $14.2M | −$10.7M |
| Dec 2022 | $85.4M | $15.0M | $70.4M |
| Nov 2022 | $1.2M | $13.9M | −$12.7M |
| Oct 2022 | $1.8M | $17.0M | −$15.2M |
| Sep 2022 | $1.5M | $11.2M | −$9.7M |
| Aug 2022 | $1.9M | $11.6M | −$9.7M |
| Jul 2022 | $840K | $13.0M | −$12.2M |
| Jun 2022 | $765K | $13.5M | −$12.7M |
JRERX Assets Under Management
Net assets of Multi-Index 2025 Preservation Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-05-31 | $710.31M |
| 2023-02-28 | $732.73M |
| 2022-11-30 | $769.84M |
| 2022-08-31 | $807.49M |
| 2022-05-31 | $870.02M |
| 2022-02-28 | $924.70M |
| 2021-11-30 | $998.11M |
| 2021-08-31 | $1.05B |
| 2021-05-31 | $1.09B |
| 2021-02-28 | $1.10B |
| 2020-11-30 | $1.14B |
| 2020-08-31 | $1.14B |
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.