JRFQX Performance — Multi-Index Income Preservation Portfolio, Class R1
Data updated: 2023-07-27
JRFQX returned +4.64% over one year to Sep 2020. Over one year the fund trailed its Target-Date category average: $100 grew to $105, against $108 for the category. Volatility over the past 12 months was 8.26% a year. In the 12 months to May 2023 the fund lost a net $60.1M, and assets reached $450.39M.
JRFQX Growth of $100
What $100 invested in Multi-Index Income 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 | JRFQX | Category average |
|---|---|---|
| 1 year (Oct 2019 – Sep 2020) | $105 | $108 |
| Since data start (Sep 2019 – Sep 2020) | $105 | $109 |
JRFQX Trailing Returns
Total returns to Sep 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +4.64% |
JRFQX Annual Returns
Calendar-year total returns of Multi-Index Income Preservation Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Sep) | +3.57% |
| 2019 (Sep–Dec) | +0.94% |
JRFQX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | +0.8% | −0.6% | −5.8% | +4.2% | +2.2% | +1.1% | +2.1% | +0.7% | −0.9% | — | — | — |
| 2019 | — | — | — | — | — | — | — | — | −0.1% | +0.4% | +0.2% | +0.5% |
JRFQX Risk
Risk measures from monthly returns over Oct 2019 – Sep 2020.
- 1-year volatility (annualised): 8.26%
- Best month: +4.25% (Apr 2020)
- Worst month: −5.79% (Mar 2020)
JRFQX Fund Flows
Monthly money in and out of Multi-Index Income Preservation Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$60.1M
- 12-month gross sales (incl. reinvestments): $45.5M
- Sales ÷ redemptions: 0.43×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2023 | $1.0M | $11.7M | −$10.7M |
| Apr 2023 | $824K | $6.8M | −$5.9M |
| Mar 2023 | $1.9M | $7.7M | −$5.8M |
| Feb 2023 | $657K | $8.3M | −$7.6M |
| Jan 2023 | $4.2M | $6.0M | −$1.7M |
| Dec 2022 | $30.8M | $11.1M | $19.8M |
| Nov 2022 | $306K | $10.7M | −$10.4M |
| Oct 2022 | $810K | $9.3M | −$8.5M |
| Sep 2022 | $2.1M | $8.4M | −$6.3M |
| Aug 2022 | $829K | $6.8M | −$6.0M |
| Jul 2022 | $645K | $10.2M | −$9.6M |
| Jun 2022 | $1.3M | $8.7M | −$7.4M |
JRFQX Assets Under Management
Net assets of Multi-Index Income Preservation Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-05-31 | $450.39M |
| 2023-02-28 | $466.31M |
| 2022-11-30 | $486.99M |
| 2022-08-31 | $513.03M |
| 2022-05-31 | $549.83M |
| 2022-02-28 | $587.06M |
| 2021-11-30 | $633.21M |
| 2021-08-31 | $670.23M |
| 2021-05-31 | $722.84M |
| 2021-02-28 | $744.22M |
| 2020-11-30 | $789.54M |
| 2020-08-31 | $301.83M |
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.