PMDEX Performance — PMC Diversified Equity Fund, Advisor Class
Data updated: 2024-11-14
PMDEX returned +19.52% over one year to Feb 2024. The annualised 3-year return is +6.50%. The fund beat its US Multi-Cap Blend category average: $100 invested three years ago grew to $121, against $110 for the category, and to $120 over one year, against $114. Volatility over the past three years was 16.76% a year. In the 12 months to Feb 2024 the fund took in a net $642.3M, and assets reached $700.06M.
PMDEX Growth of $100
What $100 invested in PMC Diversified Equity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | PMDEX | Category average |
|---|---|---|
| 1 year (Mar 2023 – Feb 2024) | $120 | $114 |
| 3 years (Mar 2021 – Feb 2024) | $121 | $110 |
| Since data start (Mar 2020 – Feb 2024) | $156 | $132 |
PMDEX Trailing Returns
Total returns to Feb 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +19.52% |
| 3 years (annualised) | +6.50% |
PMDEX Annual Returns
Calendar-year total returns of PMC Diversified Equity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Feb) | +4.56% |
| 2023 | +19.43% |
| 2022 | −16.28% |
| 2021 | +20.44% |
| 2020 (Mar–Dec) | +23.53% |
PMDEX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +0.5% | +4.0% | — | — | — | — | — | — | — | — | — | — |
| 2023 | +7.3% | −2.6% | +1.5% | +0.5% | −2.1% | +7.0% | +3.3% | −3.1% | −3.6% | −3.9% | +9.0% | +5.7% |
| 2022 | −4.8% | −2.6% | +1.5% | −7.4% | +1.1% | −9.2% | +6.8% | −3.9% | −8.8% | +7.0% | +8.6% | −4.0% |
| 2021 | +1.1% | +3.2% | +3.8% | +2.8% | +2.1% | +0.2% | +0.5% | +2.2% | −3.6% | +4.2% | −2.1% | +4.7% |
| 2020 | — | — | −15.6% | +9.9% | +5.1% | +2.9% | +4.1% | +5.4% | −2.6% | −2.0% | +12.5% | +4.6% |
PMDEX Risk
Risk measures from monthly returns over Mar 2021 – Feb 2024.
- 3-year volatility (annualised): 16.76%
- 3-year Sharpe ratio: 0.12 (vs 4.5% risk-free rate)
- Best month: +9.02% (Nov 2023)
- Worst month: −9.17% (Jun 2022)
PMDEX Fund Flows
Monthly money in and out of PMC Diversified Equity Fund, from SEC Form N-PORT.
- 12-month net flow: $642.3M
- 12-month gross sales (incl. reinvestments): $147.5M
- Sales ÷ redemptions: -0.30×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2024 | $4.0M | −$81.1M | $85.1M |
| Jan 2024 | $2.8M | −$26.7M | $29.5M |
| Dec 2023 | $69.4M | −$141.1M | $210.5M |
| Nov 2023 | $7.4M | −$22.0M | $29.4M |
| Oct 2023 | $7.1M | −$11.3M | $18.4M |
| Sep 2023 | $9.0M | −$11.0M | $20.0M |
| Aug 2023 | $10.1M | −$37.5M | $47.6M |
| Jul 2023 | $5.2M | −$12.9M | $18.1M |
| Jun 2023 | $6.5M | −$16.4M | $22.9M |
| May 2023 | $5.9M | −$110.2M | $116.1M |
| Apr 2023 | $8.4M | −$11.6M | $20.0M |
| Mar 2023 | $11.6M | −$13.1M | $24.8M |
PMDEX Assets Under Management
Net assets of PMC Diversified Equity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-02-29 | $700.06M |
| 2023-11-30 | $858.03M |
| 2023-08-31 | $870.34M |
| 2023-05-31 | $853.86M |
| 2023-02-28 | $961.27M |
| 2022-11-30 | $975.23M |
| 2022-08-31 | $931.57M |
| 2022-05-31 | $1.00B |
| 2022-02-28 | $1.07B |
| 2021-11-30 | $1.09B |
| 2021-08-31 | $1.10B |
| 2021-05-31 | $1.10B |
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.