JRVSX Performance — Multi-Index 2045 Preservation Portfolio, Class R6
Data updated: 2023-07-27
JRVSX returned −2.42% over one year to May 2023. The annualised 3-year return is +5.89%. The fund trailed its Target-Date category average: $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 15.06% a year. In the 12 months to May 2023 the fund took in a net $113.8M, and assets reached $681.64M.
JRVSX Growth of $100
What $100 invested in Multi-Index 2045 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 | JRVSX | 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 |
JRVSX Trailing Returns
Total returns to May 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.42% |
| 3 years (annualised) | +5.89% |
JRVSX Annual Returns
Calendar-year total returns of Multi-Index 2045 Preservation Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–May) | +4.73% |
| 2022 | −18.99% |
| 2021 | +15.05% |
| 2020 | +15.59% |
| 2019 (Sep–Dec) | +8.99% |
JRVSX 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 | +6.9% | −3.4% | +2.3% | +1.0% | −1.8% | — | — | — | — | — | — | — |
| 2022 | −4.4% | −2.4% | +0.7% | −7.7% | +0.3% | −7.1% | +5.9% | −3.9% | −8.7% | +4.4% | +7.7% | −3.9% |
| 2021 | −0.5% | +1.9% | +1.8% | +3.6% | +1.3% | +1.5% | +0.8% | +1.8% | −3.7% | +4.6% | −1.7% | +3.1% |
| 2020 | −0.8% | −5.2% | −11.2% | +9.4% | +4.1% | +2.0% | +4.7% | +4.1% | −2.8% | −1.7% | +10.3% | +3.9% |
| 2019 | — | — | — | — | — | — | — | — | +1.8% | +2.0% | +2.0% | +2.9% |
JRVSX Risk
Risk measures from monthly returns over Jun 2020 – May 2023.
- 3-year volatility (annualised): 15.06%
- 3-year Sharpe ratio: 0.09 (vs 4.5% risk-free rate)
- Best month: +10.32% (Nov 2020)
- Worst month: −8.68% (Sep 2022)
JRVSX Fund Flows
Monthly money in and out of Multi-Index 2045 Preservation Portfolio, from SEC Form N-PORT.
- 12-month net flow: $113.8M
- 12-month gross sales (incl. reinvestments): $182.6M
- Sales ÷ redemptions: 2.65×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2023 | $2.5M | $4.8M | −$2.3M |
| Apr 2023 | $4.0M | $6.9M | −$2.9M |
| Mar 2023 | $6.3M | $8.2M | −$1.9M |
| Feb 2023 | $5.1M | $3.4M | $1.7M |
| Jan 2023 | $3.7M | $6.8M | −$3.1M |
| Dec 2022 | $141.3M | $6.2M | $135.1M |
| Nov 2022 | $2.6M | $4.6M | −$2.0M |
| Oct 2022 | $3.5M | $4.2M | −$676K |
| Sep 2022 | $4.4M | $2.7M | $1.8M |
| Aug 2022 | $3.3M | $4.2M | −$842K |
| Jul 2022 | $3.3M | $9.1M | −$5.8M |
| Jun 2022 | $2.5M | $7.7M | −$5.2M |
JRVSX Assets Under Management
Net assets of Multi-Index 2045 Preservation Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-05-31 | $681.64M |
| 2023-02-28 | $678.94M |
| 2022-11-30 | $688.49M |
| 2022-08-31 | $672.04M |
| 2022-05-31 | $723.76M |
| 2022-02-28 | $749.89M |
| 2021-11-30 | $793.16M |
| 2021-08-31 | $826.36M |
| 2021-05-31 | $835.72M |
| 2021-02-28 | $786.56M |
| 2020-11-30 | $773.28M |
| 2020-08-31 | $740.07M |
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.