MCJZX Performance — MM Russell 2000 Small Cap Index Fund, Class I
Data updated: 2022-05-27
MCJZX returned −5.96% over one year to Mar 2022. Over one year the fund trailed its US Small Blend category average: $100 grew to $94, against $99 for the category. Volatility over the past 12 months was 13.59% a year. In the 12 months to Mar 2022 the fund lost a net $58.4M, and assets reached $222.98M.
MCJZX Growth of $100
What $100 invested in MM Russell 2000 Small Cap Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | MCJZX | Category average |
|---|---|---|
| 1 year (Apr 2021 – Mar 2022) | $94 | $99 |
| Since data start (Jul 2019 – Mar 2022) | $136 | $141 |
MCJZX Trailing Returns
Total returns to Mar 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −5.96% |
| 3 years (annualised) | +11.89% |
MCJZX Annual Returns
Calendar-year total returns of MM Russell 2000 Small Cap Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Mar) | −7.61% |
| 2021 | +14.65% |
| 2020 | +19.87% |
| 2019 (Jul–Dec) | +7.27% |
MCJZX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | +1.2% | +1.1% | −9.7% | — | — | — | — | — | — | — | — | — |
| 2021 | +0.9% | +6.2% | +5.0% | +1.9% | +0.2% | +2.1% | −2.9% | +2.3% | −3.6% | +2.2% | −4.2% | +4.2% |
| 2020 | −21.7% | −8.4% | −3.2% | +3.6% | +6.5% | +13.6% | −3.3% | +5.6% | +2.8% | +8.7% | +18.4% | +2.1% |
| 2019 | — | — | — | — | — | — | +2.1% | −5.0% | +0.6% | +2.9% | +4.1% | +2.6% |
MCJZX Risk
Risk measures from monthly returns over Apr 2021 – Mar 2022.
- 1-year volatility (annualised): 13.59%
- Best month: +4.24% (Dec 2021)
- Worst month: −9.67% (Mar 2022)
MCJZX Fund Flows
Monthly money in and out of MM Russell 2000 Small Cap Index Fund, from SEC Form N-PORT.
- 12-month net flow: −$58.4M
- 12-month gross sales (incl. reinvestments): $105.0M
- Sales ÷ redemptions: 0.64×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2022 | $4.9M | $7.3M | −$2.5M |
| Feb 2022 | $4.1M | $17.1M | −$13.0M |
| Jan 2022 | $2.3M | $32.8M | −$30.5M |
| Dec 2021 | $3.7M | $7.1M | −$3.3M |
| Nov 2021 | $3.9M | $7.7M | −$3.8M |
| Oct 2021 | $55.6M | $18.7M | $37.0M |
| Sep 2021 | $4.6M | $9.0M | −$4.4M |
| Aug 2021 | $3.4M | $7.8M | −$4.4M |
| Jul 2021 | $4.1M | $12.5M | −$8.4M |
| Jun 2021 | $7.6M | $15.6M | −$8.1M |
| May 2021 | $4.3M | $14.5M | −$10.2M |
| Apr 2021 | $6.6M | $13.4M | −$6.8M |
MCJZX Assets Under Management
Net assets of MM Russell 2000 Small Cap Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-03-31 | $222.98M |
| 2021-12-31 | $291.58M |
| 2021-09-30 | $306.91M |
| 2021-06-30 | $339.16M |
| 2021-03-31 | $350.51M |
| 2020-12-31 | $310.11M |
| 2020-09-30 | $259.05M |
| 2020-06-30 | $258.86M |
| 2020-03-31 | $210.26M |
| 2019-12-31 | $310.79M |
| 2019-09-30 | $288.59M |
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.