MRJIX Performance — Multi-Asset Real Return Portfolio, Class I
Data updated: 2025-08-22
MRJIX returned +11.86% over one year to Jun 2025. Annualised returns are +8.21% over 3 years and +10.68% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $127, against $166 for the category, and to $112 over one year, against $135. Volatility over the past three years was 9.20% a year. In the 12 months to Jun 2025 the fund lost a net $12.9M, and assets reached $8.63M.
MRJIX 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 | MRJIX | Category average |
|---|---|---|
| 1 year (Jul 2024 – Jun 2025) | $112 | $135 |
| 3 years (Jul 2022 – Jun 2025) | $127 | $166 |
| 5 years (Jul 2020 – Jun 2025) | $166 | $172 |
| Since data start (Jul 2019 – Jun 2025) | $156 | $174 |
MRJIX Trailing Returns
Total returns to Jun 2025, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +11.86% |
| 3 years (annualised) | +8.21% |
| 5 years (annualised) | +10.68% |
MRJIX 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) | +11.25% |
| 2024 | −0.12% |
| 2023 | +5.42% |
| 2022 | +3.12% |
| 2021 | +22.10% |
| 2020 | +0.39% |
| 2019 (Jul–Dec) | +5.07% |
MRJIX 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 | +3.7% | +2.1% | +3.5% | 0.0% | 0.0% | +1.6% | — | — | — | — | — | — |
| 2024 | −1.1% | −0.5% | +1.6% | −2.1% | +1.9% | −0.4% | +2.7% | +0.8% | +2.0% | −1.3% | −0.4% | −3.1% |
| 2023 | +3.0% | −2.6% | +1.4% | −0.2% | −2.2% | −0.7% | +2.7% | −1.0% | −3.7% | +0.1% | +5.5% | +3.4% |
| 2022 | −0.1% | +3.2% | +0.4% | −0.4% | −0.6% | −7.0% | +4.7% | −3.3% | −3.7% | +2.1% | +7.6% | +1.0% |
| 2021 | −0.9% | +1.7% | +3.0% | +4.6% | +1.7% | +0.7% | +2.1% | +1.0% | −1.4% | +4.4% | +0.8% | +2.7% |
| 2020 | +0.1% | −5.0% | −14.3% | +7.0% | +1.0% | +1.3% | +1.4% | +3.0% | −2.7% | −2.5% | +11.1% | +2.2% |
| 2019 | — | — | — | — | — | — | −1.1% | −0.1% | +1.6% | +1.5% | +0.5% | +2.6% |
MRJIX Risk
Risk measures from monthly returns over Jul 2022 – Jun 2025.
- 3-year volatility (annualised): 9.20%
- 3-year Sharpe ratio: 0.40 (vs 4.5% risk-free rate)
- Best month: +7.62% (Nov 2022)
- Worst month: −3.70% (Sep 2022)
MRJIX 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 |
MRJIX 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.