MRJCX Performance — Multi-Asset Real Return Portfolio, Class C
Data updated: 2025-08-22
MRJCX returned +10.69% over one year to Jun 2025. Annualised returns are +7.02% over 3 years and +9.48% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $123, against $166 for the category, and to $111 over one year, against $135. Volatility over the past three years was 9.23% a year. In the 12 months to Jun 2025 the fund lost a net $12.9M, and assets reached $8.63M.
MRJCX Growth of $100
What $100 invested in Multi-Asset Real Return Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | MRJCX | Category average |
|---|---|---|
| 1 year (Jul 2024 – Jun 2025) | $111 | $135 |
| 3 years (Jul 2022 – Jun 2025) | $123 | $166 |
| 5 years (Jul 2020 – Jun 2025) | $157 | $172 |
| Since data start (Jul 2019 – Jun 2025) | $146 | $174 |
MRJCX Trailing Returns
Total returns to Jun 2025, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +10.69% |
| 3 years (annualised) | +7.02% |
| 5 years (annualised) | +9.48% |
MRJCX Annual Returns
Calendar-year total returns of Multi-Asset Real Return Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2025 (Jan–Jun) | +10.66% |
| 2024 | −1.27% |
| 2023 | +4.25% |
| 2022 | +2.01% |
| 2021 | +20.81% |
| 2020 | −0.82% |
| 2019 (Jul–Dec) | +4.57% |
MRJCX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | +3.6% | +1.9% | +3.4% | 0.0% | −0.2% | +1.5% | — | — | — | — | — | — |
| 2024 | −1.3% | −0.6% | +1.6% | −2.2% | +1.7% | −0.5% | +2.6% | +0.7% | +1.9% | −1.4% | −0.4% | −3.3% |
| 2023 | +2.9% | −2.8% | +1.4% | −0.4% | −2.2% | −0.8% | +2.6% | −1.0% | −3.8% | 0.0% | +5.5% | +3.3% |
| 2022 | −0.3% | +3.1% | +0.4% | −0.4% | −0.7% | −7.1% | +4.5% | −3.3% | −3.7% | +1.9% | +7.5% | +1.0% |
| 2021 | −1.1% | +1.7% | +2.9% | +4.4% | +1.7% | +0.6% | +1.9% | +0.9% | −1.5% | +4.2% | +0.8% | +2.7% |
| 2020 | −0.1% | −5.1% | −14.4% | +6.9% | +0.9% | +1.2% | +1.3% | +3.0% | −2.8% | −2.6% | +11.1% | +2.2% |
| 2019 | — | — | — | — | — | — | −1.1% | −0.3% | +1.6% | +1.3% | +0.5% | +2.5% |
MRJCX Risk
Risk measures from monthly returns over Jul 2022 – Jun 2025.
- 3-year volatility (annualised): 9.23%
- 3-year Sharpe ratio: 0.27 (vs 4.5% risk-free rate)
- Best month: +7.52% (Nov 2022)
- Worst month: −3.84% (Sep 2023)
MRJCX Fund Flows
Monthly money in and out of Multi-Asset Real Return Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$12.9M
- 12-month gross sales (incl. reinvestments): $2.8M
- Sales ÷ redemptions: 0.18×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2025 | $117K | $195K | −$78K |
| May 2025 | $718K | $81K | $637K |
| Apr 2025 | $166K | $48K | $118K |
| Mar 2025 | $257K | $251K | $6K |
| Feb 2025 | $103K | $119K | −$16K |
| Jan 2025 | $32K | $605K | −$572K |
| Dec 2024 | $913K | $4.2M | −$3.3M |
| Nov 2024 | $19K | $3.3M | −$3.2M |
| Oct 2024 | $172K | $3.4M | −$3.2M |
| Sep 2024 | $103K | $3.3M | −$3.2M |
| Aug 2024 | $173K | $55K | $118K |
| Jul 2024 | $2K | $172K | −$170K |
MRJCX Assets Under Management
Net assets of Multi-Asset Real Return Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2025-06-30 | $8.63M |
| 2025-03-31 | $7.82M |
| 2024-12-31 | $7.72M |
| 2024-09-30 | $19.01M |
| 2024-06-30 | $21.07M |
| 2024-03-31 | $23.87M |
| 2023-12-31 | $35.89M |
| 2023-09-30 | $28.46M |
| 2023-06-30 | $32.86M |
| 2023-03-31 | $38.16M |
| 2022-12-31 | $43.11M |
| 2022-09-30 | $38.05M |
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.