JRIOX Performance — Multi-Index 2050 Preservation Portfolio, Class 1
Data updated: 2023-07-27
JRIOX returned −2.35% over one year to May 2023. The annualised 3-year return is +6.02%. Against its Target-Date category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $119, against $119 for the category, and to $98 over one year, against $100. Volatility over the past three years was 15.39% a year. In the 12 months to May 2023 the fund took in a net $92.4M, and assets reached $556.33M.
JRIOX Growth of $100
What $100 invested in Multi-Index 2050 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 | JRIOX | Category average |
|---|---|---|
| 1 year (Jun 2022 – May 2023) | $98 | $100 |
| 3 years (Jun 2020 – May 2023) | $119 | $119 |
| Since data start (Sep 2019 – May 2023) | $123 | $121 |
JRIOX Trailing Returns
Total returns to May 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.35% |
| 3 years (annualised) | +6.02% |
JRIOX Annual Returns
Calendar-year total returns of Multi-Index 2050 Preservation Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–May) | +4.80% |
| 2022 | −19.16% |
| 2021 | +15.33% |
| 2020 | +15.77% |
| 2019 (Sep–Dec) | +9.10% |
JRIOX 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 | +7.1% | −3.5% | +2.3% | +1.0% | −1.8% | — | — | — | — | — | — | — |
| 2022 | −4.5% | −2.4% | +0.8% | −7.9% | +0.2% | −7.3% | +6.0% | −4.0% | −8.9% | +4.6% | +7.8% | −3.9% |
| 2021 | −0.5% | +2.0% | +1.8% | +3.6% | +1.3% | +1.4% | +0.8% | +2.0% | −3.8% | +4.7% | −1.8% | +3.2% |
| 2020 | −0.9% | −5.3% | −11.2% | +9.4% | +4.1% | +2.1% | +4.7% | +4.1% | −2.8% | −1.8% | +10.4% | +4.0% |
| 2019 | — | — | — | — | — | — | — | — | +1.8% | +2.0% | +2.1% | +2.9% |
JRIOX Risk
Risk measures from monthly returns over Jun 2020 – May 2023.
- 3-year volatility (annualised): 15.39%
- 3-year Sharpe ratio: 0.10 (vs 4.5% risk-free rate)
- Best month: +10.45% (Nov 2020)
- Worst month: −8.94% (Sep 2022)
JRIOX Fund Flows
Monthly money in and out of Multi-Index 2050 Preservation Portfolio, from SEC Form N-PORT.
- 12-month net flow: $92.4M
- 12-month gross sales (incl. reinvestments): $147.8M
- Sales ÷ redemptions: 2.67×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2023 | $3.4M | $2.9M | $496K |
| Apr 2023 | $3.8M | $4.6M | −$835K |
| Mar 2023 | $4.9M | $5.4M | −$430K |
| Feb 2023 | $3.0M | $4.5M | −$1.4M |
| Jan 2023 | $2.9M | $9.4M | −$6.5M |
| Dec 2022 | $110.2M | $3.8M | $106.4M |
| Nov 2022 | $2.8M | $4.8M | −$1.9M |
| Oct 2022 | $3.7M | $3.8M | −$114K |
| Sep 2022 | $3.7M | $2.2M | $1.5M |
| Aug 2022 | $3.4M | $3.8M | −$469K |
| Jul 2022 | $2.7M | $4.9M | −$2.2M |
| Jun 2022 | $3.3M | $5.3M | −$2.0M |
JRIOX Assets Under Management
Net assets of Multi-Index 2050 Preservation Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-05-31 | $556.33M |
| 2023-02-28 | $549.10M |
| 2022-11-30 | $561.15M |
| 2022-08-31 | $546.92M |
| 2022-05-31 | $584.36M |
| 2022-02-28 | $620.58M |
| 2021-11-30 | $667.54M |
| 2021-08-31 | $686.63M |
| 2021-05-31 | $675.59M |
| 2021-02-28 | $633.64M |
| 2020-11-30 | $626.03M |
| 2020-08-31 | $599.93M |
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.