TCUYX Performance — Ultra-Short Duration Portfolio, Investor Shares
Data updated: 2023-04-25
TCUYX returned −1.07% over one year to Feb 2023. The annualised 3-year return is −0.03%. Against its Trading - Leveraged category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $100, against $103 for the category, and to $99 over one year, against $92. Volatility over the past three years was 1.02% a year. In the 12 months to Feb 2023 the fund took in a net $2.2B, and assets reached $288.68M.
TCUYX Growth of $100
What $100 invested in Ultra-Short Duration Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Trading - Leveraged category average over the same months.
| Period | TCUYX | Category average |
|---|---|---|
| 1 year (Mar 2022 – Feb 2023) | $99 | $92 |
| 3 years (Mar 2020 – Feb 2023) | $100 | $103 |
TCUYX Trailing Returns
Total returns to Feb 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −1.07% |
| 3 years (annualised) | −0.03% |
TCUYX Annual Returns
Calendar-year total returns of Ultra-Short Duration Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Feb) | +0.77% |
| 2022 | −1.91% |
| 2021 | +0.04% |
| 2020 (Mar–Dec) | +1.05% |
TCUYX 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 | +0.4% | +0.3% | — | — | — | — | — | — | — | — | — | — |
| 2022 | −0.1% | 0.0% | −0.3% | −0.2% | −0.1% | −0.7% | +0.2% | −0.6% | −0.5% | −0.3% | +0.4% | +0.4% |
| 2021 | 0.0% | 0.0% | +0.1% | 0.0% | 0.0% | 0.0% | −0.1% | 0.0% | 0.0% | −0.1% | 0.0% | −0.1% |
| 2020 | — | — | −0.6% | +0.5% | +0.4% | +0.3% | 0.0% | +0.1% | +0.1% | 0.0% | 0.0% | 0.0% |
TCUYX Risk
Risk measures from monthly returns over Mar 2020 – Feb 2023.
- 3-year volatility (annualised): 1.02%
- 3-year Sharpe ratio: -4.45 (vs 4.5% risk-free rate)
- Best month: +0.54% (Apr 2020)
- Worst month: −0.72% (Jun 2022)
TCUYX Fund Flows
Monthly money in and out of Ultra-Short Duration Portfolio, from SEC Form N-PORT.
- 12-month net flow: $2.2B
- 12-month gross sales (incl. reinvestments): $31.7M
- Sales ÷ redemptions: -0.01×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2023 | $107K | −$40.0M | $40.1M |
| Jan 2023 | $98K | −$35.3M | $35.4M |
| Dec 2022 | $134K | −$37.8M | $37.9M |
| Nov 2022 | $69K | −$45.0M | $45.1M |
| Oct 2022 | $58K | −$37.5M | $37.6M |
| Sep 2022 | $38K | −$82.6M | $82.7M |
| Aug 2022 | $27K | −$39.0M | $39.0M |
| Jul 2022 | $165K | −$335.7M | $335.8M |
| Jun 2022 | $214K | −$240.5M | $240.7M |
| May 2022 | $220K | −$420.7M | $420.9M |
| Apr 2022 | $3.3M | −$325.4M | $328.7M |
| Mar 2022 | $27.3M | −$570.4M | $597.7M |
TCUYX Assets Under Management
Net assets of Ultra-Short Duration Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-02-28 | $288.68M |
| 2022-11-30 | $401.60M |
| 2022-08-31 | $571.62M |
| 2022-05-31 | $1.20B |
| 2022-02-28 | $2.49B |
| 2021-11-30 | $2.90B |
| 2021-08-31 | $3.34B |
| 2021-05-31 | $3.72B |
| 2021-02-28 | $2.52B |
| 2020-11-30 | $1.91B |
| 2020-08-31 | $1.64B |
| 2020-05-31 | $1.01B |
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.