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Putnam offers traditional and alternative investments in a wide range of institutional structures, including segregated accounts, pooled vehicles, and mutual funds.
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| Strategy | QTD | YTD | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | SI* | QTD | YTD | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | SI* | QTD | YTD | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | SI* | QTD | YTD | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | SI* | QTD | YTD | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | SI* | QTD | YTD | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | SI* | QTD | YTD | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | SI* | QTD | YTD | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | SI* | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Core Plus Fixed Income
|
-1.48% | -16.46% | -16.93% | -4.62% | -0.35% | 1.36% | -- | -1.45% | -16.19% | -16.61% | -4.25% | 0.04% | 1.76% | -- |
-0.18% |
-0.74% |
-1.25% |
-0.85% |
0.19% |
0.62% |
-- |
-0.15% |
-0.47% |
-0.93% |
-0.48% |
0.58% |
1.02% |
-- | -4.75% | -4.75% | -5.99% | 2.02% | 2.98% | 3.50% | -- | -4.66% | -4.66% | -5.62% | 2.42% | 3.38% | 3.91% | -- |
1.18% |
1.18% |
-1.84% |
0.33% |
0.84% |
1.26% |
-- |
1.27% |
1.27% |
-1.47% |
0.73% |
1.24% |
1.67% |
-- | Inception date: June 30, 1991 | Barclays U.S. Aggregate Bond Index | -1.30% | -15.72% | -15.68% | -3.77% | -0.54% | 0.74% | -- | -1.30% | -15.72% | -15.68% | -3.77% | -0.54% | 0.74% | -- | -5.93% | -5.93% | -4.15% | 1.69% | 2.14% | 2.24% | -- | -5.93% | -5.93% | -4.15% | 1.69% | 2.14% | 2.24% | -- | |||||||||||||||||||||||||||||
|
Global Core Equity
|
3.04% | 3.04% | 25.07% | 8.32% | 12.83% | 8.97% | -- | 3.16% | 3.16% | 25.94% | 9.07% | 13.62% | 9.79% | -- |
1.50% |
1.50% |
-4.27% |
-2.45% |
-1.27% |
-0.44% |
-- |
1.62% |
1.62% |
-3.40% |
-1.70% |
-0.48% |
0.38% |
-- | 22.95% | -7.20% | 1.15% | 5.41% | 4.91% | 9.95% | -- | 23.17% | -6.87% | 1.86% | 6.15% | 5.66% | 10.79% | -- |
3.59% |
-1.43% |
-1.69% |
-1.29% |
-1.99% |
0.00% |
-- |
3.81% |
-1.10% |
-0.98% |
-0.55% |
-1.24% |
0.84% |
-- | Inception date: July 31, 1994 | MSCI World Index (ND) | 1.54% | 1.54% | 29.34% | 10.77% | 14.10% | 9.41% | -- | 1.54% | 1.54% | 29.34% | 10.77% | 14.10% | 9.41% | -- | 19.36% | -5.77% | 2.84% | 6.70% | 6.90% | 9.95% | -- | 19.36% | -5.77% | 2.84% | 6.70% | 6.90% | 9.95% | -- | |||||||||||||||||||||||||||||
|
Investment Grade Corporate Credit
|
-1.18% | -20.43% | -20.62% | -4.60% | -0.59% | 1.98% | -- | -1.15% | -20.20% | -20.34% | -4.26% | -0.24% | 2.34% | -- |
-0.15% |
-0.87% |
-1.05% |
-0.42% |
-0.27% |
0.51% |
-- |
-0.12% |
-0.64% |
-0.77% |
-0.08% |
0.08% |
0.87% |
-- | -7.97% | -7.97% | -4.51% | 2.98% | 3.33% | 4.44% | -- | -7.89% | -7.89% | -4.18% | 3.34% | 3.69% | 4.81% | -- |
-0.28% |
-0.28% |
-0.31% |
-0.04% |
-0.01% |
0.79% |
-- |
-0.20% |
-0.20% |
0.02% |
0.32% |
0.35% |
1.16% |
-- | Inception date: September 30, 2009 | Barclays U.S. Credit Corporate Bond Index | -1.03% | -19.56% | -19.57% | -4.18% | -0.32% | 1.47% | -- | -1.03% | -19.56% | -19.57% | -4.18% | -0.32% | 1.47% | -- | -7.69% | -7.69% | -4.20% | 3.02% | 3.34% | 3.65% | -- | -7.69% | -7.69% | -4.20% | 3.02% | 3.34% | 3.65% | -- | |||||||||||||||||||||||||||||
|
Global Government
|
-0.87% | -3.17% | -2.17% | 0.87% | 0.48% | 2.42% | -- | -0.78% | -2.92% | -1.82% | 1.23% | 0.85% | 2.90% | -- |
0.25% |
-0.30% |
-0.48% |
-0.27% |
-0.16% |
-0.04% |
-- |
0.34% |
-0.05% |
-0.13% |
0.09% |
0.21% |
0.44% |
-- | -0.87% | -3.17% | -2.17% | 0.87% | 0.48% | 2.42% | -- | -0.78% | -2.92% | -1.82% | 1.23% | 0.85% | 2.90% | -- |
0.25% |
-0.30% |
-0.48% |
-0.27% |
-0.16% |
-0.04% |
-- |
0.34% |
-0.05% |
-0.13% |
0.09% |
0.21% |
0.44% |
-- | Inception date: September 30, 1997 | Citigroup World Government Bond Index ex-Japan | -1.12% | -2.87% | -1.69% | 1.14% | 0.64% | 2.46% | -- | -1.12% | -2.87% | -1.69% | 1.14% | 0.64% | 2.46% | -- | -1.12% | -2.87% | -1.69% | 1.14% | 0.64% | 2.46% | -- | -1.12% | -2.87% | -1.69% | 1.14% | 0.64% | 2.46% | -- | |||||||||||||||||||||||||||||
|
Core Global Fixed Income
|
-0.61% | -21.61% | -22.08% | -7.50% | -2.94% | -0.61% | -- | -0.58% | -21.38% | -21.80% | -7.17% | -2.60% | -0.23% | -- |
0.08% |
-1.17% |
-1.29% |
-1.34% |
-0.56% |
0.37% |
-- |
0.11% |
-0.94% |
-1.01% |
-1.01% |
-0.22% |
0.75% |
-- | -6.11% | -6.11% | -8.88% | 0.05% | 1.68% | 1.66% | -- | -6.02% | -6.02% | -8.56% | 0.40% | 2.04% | 2.06% | -- |
0.05% |
0.05% |
-2.48% |
-0.64% |
-0.02% |
0.62% |
-- |
0.14% |
0.14% |
-2.16% |
-0.29% |
0.34% |
1.02% |
-- | Inception date: August 31, 1993 | Barclays Global Aggregate Bond Index | -0.69% | -20.44% | -20.79% | -6.16% | -2.38% | -0.98% | -- | -0.69% | -20.44% | -20.79% | -6.16% | -2.38% | -0.98% | -- | -6.16% | -6.16% | -6.40% | 0.69% | 1.70% | 1.04% | -- | -6.16% | -6.16% | -6.40% | 0.69% | 1.70% | 1.04% | -- | |||||||||||||||||||||||||||||
|
Equity Spectrum
|
1.58% | -10.03% | -3.55% | -6.18% | -2.12% | 7.64% | -- | 1.65% | -9.58% | -2.72% | -5.37% | -1.28% | 8.54% | -- |
-4.06% |
-12.41% |
-15.51% |
-18.19% |
-13.61% |
-6.20% |
-- |
-3.99% |
-11.96% |
-14.68% |
-17.38% |
-12.77% |
-5.30% |
-- | 20.52% | -11.43% | -7.48% | -6.62% | -2.28% | 8.04% | -- | 20.78% | -11.05% | -6.68% | -5.81% | -1.44% | 8.95% | -- |
-0.02% |
-8.35% |
-14.99% |
-17.35% |
-13.01% |
-5.95% |
-- |
0.24% |
-7.97% |
-14.19% |
-16.54% |
-12.17% |
-5.04% |
-- | Inception date: April 30, 2009 | S&P 500 Index | 5.64% | 2.38% | 11.96% | 12.01% | 11.49% | 13.84% | -- | 5.64% | 2.38% | 11.96% | 12.01% | 11.49% | 13.84% | -- | 20.54% | -3.08% | 7.51% | 10.73% | 10.73% | 13.99% | -- | 20.54% | -3.08% | 7.51% | 10.73% | 10.73% | 13.99% | -- | |||||||||||||||||||||||||||||
|
International Growth Equity
|
7.00% | -16.01% | -8.52% | 1.15% | 0.45% | 4.21% | -- | 7.08% | -15.76% | -7.68% | 2.07% | 1.37% | 5.16% | -- |
-0.41% |
-4.61% |
-6.45% |
-3.28% |
-2.74% |
-1.42% |
-- |
-0.33% |
-4.36% |
-5.61% |
-2.36% |
-1.82% |
-0.47% |
-- | -21.51% | -21.51% | -11.66% | 0.17% | 0.04% | 3.18% | -- | -21.33% | -21.33% | -10.86% | 1.08% | 0.95% | 4.12% | -- |
-4.00% |
-4.00% |
-5.82% |
-2.81% |
-2.43% |
-1.53% |
-- |
-3.82% |
-3.82% |
-5.02% |
-1.90% |
-1.52% |
-0.59% |
-- | Inception date: March 31, 1995 | MSCI EAFE Growth Index (ND) | 7.41% | -11.40% | -2.07% | 4.43% | 3.19% | 5.63% | -- | 7.41% | -11.40% | -2.07% | 4.43% | 3.19% | 5.63% | -- | -17.51% | -17.51% | -5.84% | 2.98% | 2.47% | 4.71% | -- | -17.51% | -17.51% | -5.84% | 2.98% | 2.47% | 4.71% | -- | |||||||||||||||||||||||||||||
|
U.S. High Yield
|
2.70% | -12.09% | -11.41% | 0.32% | 1.88% | 3.87% | -- | 2.75% | -11.68% | -10.91% | 0.89% | 2.45% | 4.47% | -- |
0.06% |
-0.65% |
-0.87% |
-0.14% |
-0.21% |
-0.45% |
-- |
0.11% |
-0.24% |
-0.37% |
0.43% |
0.36% |
0.15% |
-- | -4.08% | -4.08% | 0.02% | 4.80% | 4.63% | 5.51% | -- | -3.95% | -3.95% | 0.59% | 5.39% | 5.22% | 6.13% | -- |
0.10% |
0.10% |
-0.10% |
0.28% |
-0.05% |
-0.35% |
-- |
0.23% |
0.23% |
0.47% |
0.87% |
0.54% |
0.27% |
-- | Inception date: July 31, 1993 | JPMorgan Developed High Yield Index | 2.64% | -11.44% | -10.54% | 0.46% | 2.09% | 4.32% | -- | 2.64% | -11.44% | -10.54% | 0.46% | 2.09% | 4.32% | -- | -4.18% | -4.18% | 0.12% | 4.52% | 4.68% | 5.86% | -- | -4.18% | -4.18% | 0.12% | 4.52% | 4.68% | 5.86% | -- | |||||||||||||||||||||||||||||
|
Strategic Volatility Equity
|
13.00% | 5.02% | 12.82% | 12.27% | 10.42% | -- | 11.95% | 13.12% | 5.46% | 13.53% | 12.98% | 11.11% | -- | 12.69% |
-0.63% |
-5.41% |
-9.68% |
-2.31% |
-3.89% |
-- |
-2.36% |
-0.51% |
-4.97% |
-8.97% |
-1.60% |
-3.20% |
-- |
-1.62% |
14.66% | -7.06% | 2.58% | 8.65% | 7.46% | -- | 10.77% | 14.84% | -6.77% | 3.22% | 9.33% | 8.13% | -- | 11.51% |
-7.16% |
-4.25% |
-4.90% |
-1.99% |
-3.01% |
-- |
-2.31% |
-6.98% |
-3.96% |
-4.26% |
-1.31% |
-2.34% |
-- |
-1.57% |
Inception date: September 30, 2010 | Russell 1000 Index | 13.63% | 10.43% | 22.50% | 14.58% | 14.31% | -- | 14.31% | 13.63% | 10.43% | 22.50% | 14.58% | 14.31% | -- | 14.31% | 21.82% | -2.81% | 7.48% | 10.64% | 10.47% | -- | 13.08% | 21.82% | -2.81% | 7.48% | 10.64% | 10.47% | -- | 13.08% | |||||||||||||||||||||||||||||
|
U.S. Small Cap Value Equity
|
14.95% | -7.57% | -5.97% | 13.38% | 7.15% | 10.39% | -- | 15.03% | -6.95% | -5.21% | 14.30% | 8.01% | 11.32% | -- |
2.36% |
3.62% |
4.76% |
5.30% |
1.84% |
1.02% |
-- |
2.44% |
4.24% |
5.52% |
6.22% |
2.70% |
1.95% |
-- | 0.52% | 0.52% | 13.67% | 17.13% | 9.41% | 11.30% | -- | 0.72% | 0.72% | 14.59% | 18.08% | 10.30% | 12.25% | -- |
2.92% |
2.92% |
10.35% |
4.40% |
0.84% |
0.76% |
-- |
3.12% |
3.12% |
11.27% |
5.35% |
1.73% |
1.71% |
-- | Inception date: March 31, 1993 | Russell 2000 Value Index | 12.59% | -11.19% | -10.73% | 8.08% | 5.31% | 9.37% | -- | 12.59% | -11.19% | -10.73% | 8.08% | 5.31% | 9.37% | -- | -2.40% | -2.40% | 3.32% | 12.73% | 8.57% | 10.54% | -- | -2.40% | -2.40% | 3.32% | 12.73% | 8.57% | 10.54% | -- | |||||||||||||||||||||||||||||
|
International Core Equity
|
6.26% | -15.55% | -7.20% | -0.44% | -0.44% | 4.11% | -- | 6.32% | -15.34% | -6.50% | 0.31% | 0.30% | 4.91% | -- |
-0.20% |
2.29% |
4.14% |
0.14% |
-0.27% |
0.56% |
-- |
-0.14% |
2.50% |
4.84% |
0.89% |
0.47% |
1.36% |
-- | -20.53% | -20.53% | -9.07% | -1.51% | -0.93% | 3.23% | -- | -20.38% | -20.38% | -8.39% | -0.78% | -0.19% | 4.03% | -- |
2.30% |
2.30% |
5.31% |
0.31% |
-0.31% |
0.51% |
-- |
2.45% |
2.45% |
5.99% |
1.04% |
0.43% |
1.31% |
-- | Inception date: December 31, 1986 | MSCI EAFE Index | 6.46% | -17.84% | -11.34% | -0.58% | -0.17% | 3.55% | -- | 6.46% | -17.84% | -11.34% | -0.58% | -0.17% | 3.55% | -- | -22.83% | -22.83% | -14.38% | -1.82% | -0.62% | 2.72% | -- | -22.83% | -22.83% | -14.38% | -1.82% | -0.62% | 2.72% | -- | |||||||||||||||||||||||||||||
|
Dedicated Mortgage Strategy
|
0.27% | 1.91% | 1.21% | -0.75% | 2.08% | 3.77% | -- | 0.32% | 2.46% | 1.87% | -0.09% | 2.71% | 4.53% | -- |
0.01% |
0.97% |
0.25% |
-1.42% |
0.83% |
2.96% |
-- |
0.06% |
1.52% |
0.91% |
-0.76% |
1.46% |
3.72% |
-- | 1.85% | 1.85% | -2.78% | 1.11% | 2.54% | 5.50% | -- | 2.01% | 2.01% | -2.14% | 1.76% | 3.17% | 6.30% | -- |
1.82% |
1.82% |
-2.88% |
0.28% |
1.34% |
4.76% |
-- |
1.98% |
1.98% |
-2.24% |
0.93% |
1.97% |
5.56% |
-- | Inception date: July 31, 2009 | BofA Merrill Lynch 1-Month Libor | 0.26% | 0.94% | 0.96% | 0.67% | 1.25% | 0.81% | -- | 0.26% | 0.94% | 0.96% | 0.67% | 1.25% | 0.81% | -- | 0.03% | 0.03% | 0.10% | 0.83% | 1.20% | 0.74% | -- | 0.03% | 0.03% | 0.10% | 0.83% | 1.20% | 0.74% | -- | |||||||||||||||||||||||||||||
|
U.S. Small Cap Growth Equity
|
9.59% | -23.79% | -26.29% | 11.36% | 12.69% | 13.28% | -- | 9.67% | -23.28% | -25.69% | 12.26% | 13.60% | 14.27% | -- |
0.10% |
-1.22% |
-0.27% |
6.25% |
7.52% |
3.13% |
-- |
0.18% |
-0.71% |
0.33% |
7.15% |
8.43% |
4.12% |
-- | -15.66% | -15.66% | -6.37% | 18.21% | 17.37% | 14.09% | -- | -15.49% | -15.49% | -5.62% | 19.16% | 18.32% | 15.10% | -- |
-3.03% |
-3.03% |
7.96% |
8.33% |
7.04% |
2.88% |
-- |
-2.86% |
-2.86% |
8.71% |
9.28% |
7.99% |
3.89% |
-- | Inception date: January 31, 2000 | Russell 2000 Growth Index | 9.49% | -22.57% | -26.02% | 5.11% | 5.17% | 10.15% | -- | 9.49% | -22.57% | -26.02% | 5.11% | 5.17% | 10.15% | -- | -12.63% | -12.63% | -14.33% | 9.88% | 10.33% | 11.21% | -- | -12.63% | -12.63% | -14.33% | 9.88% | 10.33% | 11.21% | -- | |||||||||||||||||||||||||||||
|
Total Return
|
1.58% | -22.02% | -19.44% | -6.93% | -3.47% | 0.40% | -- | 1.65% | -21.52% | -18.82% | -6.23% | -2.74% | 1.25% | -- |
1.32% |
-22.96% |
-20.40% |
-7.60% |
-4.72% |
-0.41% |
-- |
1.39% |
-22.46% |
-19.78% |
-6.90% |
-3.99% |
0.44% |
-- | -7.95% | -7.95% | -2.70% | -0.70% | 1.21% | 2.48% | -- | -7.78% | -7.78% | -1.97% | 0.06% | 1.98% | 3.36% | -- |
-7.98% |
-7.98% |
-2.80% |
-1.53% |
0.01% |
1.74% |
-- |
-7.81% |
-7.81% |
-2.07% |
-0.77% |
0.78% |
2.62% |
-- | Inception date: June 30, 2006 | BofA Merrill Lynch 1-Month LIBOR | 0.26% | 0.94% | 0.96% | 0.67% | 1.25% | 0.81% | -- | 0.26% | 0.94% | 0.96% | 0.67% | 1.25% | 0.81% | -- | 0.03% | 0.03% | 0.10% | 0.83% | 1.20% | 0.74% | -- | 0.03% | 0.03% | 0.10% | 0.83% | 1.20% | 0.74% | -- | 60% MSCI World (ND) 40% CG WGBI |
4.10% | -20.53% | -19.78% | 0.89% | 2.82% | 4.77% | -- | 4.10% | -20.53% | -19.78% | 0.89% | 2.82% | 4.77% | -- | -5.62% | -5.62% | 2.77% | 9.10% | 8.14% | 6.78% | -- | -5.62% | -5.62% | 2.77% | 9.10% | 8.14% | 6.78% | -- |
|
Capital Spectrum
|
1.17% | -6.58% | -0.96% | -7.64% | -2.98% | 7.23% | -- | 1.24% | -6.13% | -0.12% | -6.87% | -2.16% | 8.12% | -- |
-3.90% |
-7.93% |
-8.90% |
-16.01% |
-11.85% |
-3.41% |
-- |
-3.83% |
-7.48% |
-8.06% |
-15.24% |
-11.03% |
-2.52% |
-- | 22.09% | -7.66% | -4.31% | -7.88% | -2.81% | 7.58% | -- | 22.35% | -7.28% | -3.51% | -7.11% | -2.00% | 8.47% | -- |
6.81% |
-4.12% |
-8.04% |
-15.04% |
-10.77% |
-3.07% |
-- |
7.07% |
-3.74% |
-7.24% |
-14.27% |
-9.96% |
-2.18% |
-- | Inception date: April 30, 2009 | 50% S&P 500 50% JP Morgan Developed High Yield Index |
5.07% | 1.35% | 7.94% | 8.37% | 8.87% | 10.64% | -- | 5.07% | 1.35% | 7.94% | 8.37% | 8.87% | 10.64% | -- | 15.28% | -3.54% | 3.73% | 7.16% | 7.96% | 10.65% | -- | 15.28% | -3.54% | 3.73% | 7.16% | 7.96% | 10.65% | -- | |||||||||||||||||||||||||||||
|
U.S. Value Equity
|
0.39% | 0.39% | -3.72% | 9.18% | 10.39% | 7.73% | -- | 0.53% | 0.53% | -3.18% | 9.84% | 11.10% | 8.44% | -- |
-1.25% |
-1.25% |
-2.18% |
-0.20% |
0.14% |
2.01% |
-- |
-1.11% |
-1.11% |
-1.64% |
0.46% |
0.85% |
2.72% |
-- | 0.39% | 0.39% | -3.72% | 9.18% | 10.39% | 7.73% | -- | 0.53% | 0.53% | -3.18% | 9.84% | 11.10% | 8.44% | -- |
-1.25% |
-1.25% |
-2.18% |
-0.20% |
0.14% |
2.01% |
-- |
-1.11% |
-1.11% |
-1.64% |
0.46% |
0.85% |
2.72% |
-- | Inception date: December 31, 1992 | Russell 1000 Value Index | 1.64% | 1.64% | -1.54% | 9.38% | 10.25% | 5.72% | -- | 1.64% | 1.64% | -1.54% | 9.38% | 10.25% | 5.72% | -- | 1.64% | 1.64% | -1.54% | 9.38% | 10.25% | 5.72% | -- | 1.64% | 1.64% | -1.54% | 9.38% | 10.25% | 5.72% | -- | |||||||||||||||||||||||||||||
|
European Core Equity
|
-0.57% | 10.87% | -8.09% | 2.70% | -0.48% | 7.26% | -- | -0.44% | 11.21% | -7.39% | 3.48% | 0.28% | 8.10% | -- |
1.53% |
2.36% |
-2.92% |
-2.47% |
-0.42% |
1.17% |
-- |
1.66% |
2.70% |
-2.22% |
-1.69% |
0.34% |
2.01% |
-- | 11.50% | 11.50% | -7.25% | 3.65% | 0.08% | 9.85% | -- | 11.71% | 11.71% | -6.55% | 4.44% | 0.84% | 10.72% | -- |
0.66% |
0.66% |
-3.53% |
-2.91% |
-0.96% |
0.90% |
-- |
0.87% |
0.87% |
-2.83% |
-2.12% |
-0.20% |
1.77% |
-- | Inception date: December 31, 1990 | MSCI Europe Index (ND) | -2.10% | 8.51% | -5.17% | 5.17% | -0.06% | 6.09% | -- | -2.10% | 8.51% | -5.17% | 5.17% | -0.06% | 6.09% | -- | 10.84% | 10.84% | -3.72% | 6.56% | 1.04% | 8.95% | -- | 10.84% | 10.84% | -3.72% | 6.56% | 1.04% | 8.95% | -- | |||||||||||||||||||||||||||||
|
U.S. Small Cap Core Equity
|
-0.46% | -0.46% | -9.91% | 5.78% | 5.32% | 5.43% | -- | -0.21% | -0.21% | -8.99% | 6.85% | 6.39% | 6.49% | -- |
-0.85% |
-0.85% |
-2.60% |
-2.38% |
-3.26% |
-1.04% |
-- |
-0.60% |
-0.60% |
-1.68% |
-1.31% |
-2.19% |
0.02% |
-- | -0.46% | -0.46% | -9.91% | 5.78% | 5.32% | 5.43% | -- | -0.21% | -0.21% | -8.99% | 6.85% | 6.39% | 6.49% | -- |
-0.85% |
-0.85% |
-2.60% |
-2.38% |
-3.26% |
-1.04% |
-- |
-0.60% |
-0.60% |
-1.68% |
-1.31% |
-2.19% |
0.02% |
-- | Inception date: May 31, 1998 | Russell 2500 Index | 0.39% | 0.39% | -7.31% | 8.16% | 8.58% | 6.47% | -- | 0.39% | 0.39% | -7.31% | 8.16% | 8.58% | 6.47% | -- | 0.39% | 0.39% | -7.31% | 8.16% | 8.58% | 6.47% | -- | 0.39% | 0.39% | -7.31% | 8.16% | 8.58% | 6.47% | -- | |||||||||||||||||||||||||||||
|
European High Yield
|
2.21% | -14.94% | -14.49% | -2.97% | -0.96% | 2.93% | -- | 2.27% | -14.48% | -13.93% | -2.33% | -0.31% | 3.60% | -- |
0.46% |
-1.34% |
-1.16% |
-0.72% |
-0.52% |
-0.55% |
-- |
0.52% |
-0.88% |
-0.60% |
-0.08% |
0.13% |
0.12% |
-- | -4.75% | -4.75% | -2.84% | 1.86% | 2.31% | 5.03% | -- | -4.60% | -4.60% | -2.20% | 2.53% | 2.98% | 5.72% | -- |
-0.57% |
-0.57% |
-0.33% |
-0.60% |
-0.38% |
-0.46% |
-- |
-0.42% |
-0.42% |
0.31% |
0.07% |
0.29% |
0.23% |
-- | Inception date: September 30, 1999 | BofA ML European Currency HY Constrained Index 100% Hdgd EUR | 1.75% | -13.60% | -13.33% | -2.25% | -0.44% | 3.48% | -- | 1.75% | -13.60% | -13.33% | -2.25% | -0.44% | 3.48% | -- | -4.18% | -4.18% | -2.51% | 2.46% | 2.69% | 5.49% | -- | -4.18% | -4.18% | -2.51% | 2.46% | 2.69% | 5.49% | -- | |||||||||||||||||||||||||||||
|
Global High Yield
|
2.87% | -13.04% | -12.30% | -0.34% | 1.55% | 3.98% | -- | 2.91% | -12.68% | -11.86% | 0.17% | 2.07% | 4.56% | -- |
0.88% |
1.41% |
1.77% |
1.05% |
0.55% |
0.23% |
-- |
0.92% |
1.77% |
2.21% |
1.56% |
1.07% |
0.81% |
-- | -4.45% | -4.45% | -0.23% | 4.48% | 4.53% | 5.73% | -- | -4.34% | -4.34% | 0.27% | 5.01% | 5.05% | 6.33% | -- |
1.21% |
1.21% |
3.40% |
1.14% |
0.53% |
0.15% |
-- |
1.32% |
1.32% |
3.90% |
1.67% |
1.05% |
0.75% |
-- | Inception date: March 31, 2003 | BofA ML Global HY IG Country Const 100% USD Hgd Index | 1.99% | -14.45% | -14.07% | -1.39% | 1.00% | 3.75% | -- | 1.99% | -14.45% | -14.07% | -1.39% | 1.00% | 3.75% | -- | -5.66% | -5.66% | -3.63% | 3.34% | 4.00% | 5.58% | -- | -5.66% | -5.66% | -3.63% | 3.34% | 4.00% | 5.58% | -- | |||||||||||||||||||||||||||||
|
Multi-Asset Absolute Return Strategy
|
1.26% | 1.96% | 4.67% | -2.25% | -1.57% | 1.40% | -- | 1.33% | 2.60% | 5.46% | -1.51% | -0.83% | 2.20% | -- |
1.11% |
1.34% |
4.05% |
-2.81% |
-2.73% |
0.69% |
-- |
1.18% |
1.98% |
4.84% |
-2.07% |
-1.99% |
1.49% |
-- | 1.06% | 1.06% | 4.20% | -1.84% | -0.76% | 1.56% | -- | 1.25% | 1.25% | 4.99% | -1.10% | -0.01% | 2.37% | -- |
1.09% |
1.09% |
4.20% |
-2.66% |
-1.90% |
0.91% |
-- |
1.28% |
1.28% |
4.99% |
-1.92% |
-1.15% |
1.72% |
-- | Inception date: January 31, 2009 | BofA Merrill Lynch U.S. Treasury Bill Index | 0.15% | 0.62% | 0.62% | 0.56% | 1.16% | 0.71% | -- | 0.15% | 0.62% | 0.62% | 0.56% | 1.16% | 0.71% | -- | -0.03% | -0.03% | 0.00% | 0.82% | 1.14% | 0.65% | -- | -0.03% | -0.03% | 0.00% | 0.82% | 1.14% | 0.65% | -- | |||||||||||||||||||||||||||||
|
Sustainable Leaders
|
7.37% | -21.48% | -21.33% | 10.57% | -- | -- | 11.56% | 7.43% | -21.09% | -20.86% | 11.21% | -- | -- | 12.20% |
-0.73% |
-3.78% |
-6.72% |
0.35% |
-- | -- |
0.93% |
-0.67% |
-3.39% |
-6.25% |
0.99% |
-- | -- |
1.57% |
-9.41% | -9.41% | 6.26% | 19.03% | -- | -- | 17.50% | -9.28% | -9.28% | 6.85% | 19.69% | -- | -- | 18.15% |
-4.81% |
-4.81% |
-9.39% |
0.11% |
-- | -- |
1.01% |
-4.68% |
-4.68% |
-8.80% |
0.77% |
-- | -- |
1.66% |
Inception date: March 31, 2018 | Russell 3000 Growth Index | 8.10% | -17.70% | -14.61% | 10.22% | -- | -- | 10.63% | 8.10% | -17.70% | -14.61% | 10.22% | -- | -- | 10.63% | -4.60% | -4.60% | 15.65% | 18.92% | -- | -- | 16.49% | -4.60% | -4.60% | 15.65% | 18.92% | -- | -- | 16.49% | S&P 500 Index | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
U.S. Large Cap Value Equity
|
10.61% | -4.36% | -3.01% | 11.15% | 9.99% | 12.03% | -- | 10.68% | -3.80% | -2.32% | 11.93% | 10.77% | 12.82% | -- |
0.36% |
4.96% |
3.99% |
3.84% |
2.78% |
1.73% |
-- |
0.43% |
5.52% |
4.68% |
4.62% |
3.56% |
2.52% |
-- | 0.40% | 0.40% | 14.70% | 16.33% | 12.93% | 12.92% | -- | 0.57% | 0.57% | 15.51% | 17.15% | 13.73% | 13.72% | -- |
1.14% |
1.14% |
3.03% |
3.31% |
2.64% |
1.22% |
-- |
1.31% |
1.31% |
3.84% |
4.13% |
3.44% |
2.02% |
-- | Inception date: December 31, 1992 | Russell 1000 Value Index | 10.25% | -9.32% | -7.00% | 7.31% | 7.21% | 10.30% | -- | 10.25% | -9.32% | -7.00% | 7.31% | 7.21% | 10.30% | -- | -0.74% | -0.74% | 11.67% | 13.02% | 10.29% | 11.70% | -- | -0.74% | -0.74% | 11.67% | 13.02% | 10.29% | 11.70% | -- | |||||||||||||||||||||||||||||
|
Low Volatility Equity
|
0.14% | 0.14% | 12.55% | 6.58% | 8.12% | 7.62% | -- | 0.24% | 0.24% | 13.26% | 7.24% | 8.79% | 8.31% | -- |
-1.91% |
-1.91% |
-21.73% |
-8.40% |
-9.25% |
-5.96% |
-- |
-1.81% |
-1.81% |
-21.02% |
-7.74% |
-8.58% |
-5.27% |
-- | 8.10% | -5.28% | 1.00% | 5.25% | 4.77% | -- | 7.79% | 8.27% | -4.99% | 1.63% | 5.91% | 5.43% | -- | 8.48% |
-13.72% |
-2.47% |
-6.48% |
-5.39% |
-5.70% |
-- |
-5.29% |
-13.55% |
-2.18% |
-5.85% |
-4.73% |
-5.04% |
-- |
-4.60% |
Inception date: September 30, 2010 | Russell 1000 Index | 2.05% | 2.05% | 34.28% | 14.98% | 17.37% | 13.58% | -- | 2.05% | 2.05% | 34.28% | 14.98% | 17.37% | 13.58% | -- | 21.82% | -2.81% | 7.48% | 10.64% | 10.47% | -- | 13.08% | 21.82% | -2.81% | 7.48% | 10.64% | 10.47% | -- | 13.08% | |||||||||||||||||||||||||||||
|
Fixed Income Global Alpha Plus
|
0.32% | -5.41% | -6.51% | -3.16% | -0.10% | 1.99% | -- | 0.36% | -4.98% | -5.99% | -2.62% | 0.46% | 2.62% | -- |
0.17% |
-6.03% |
-7.13% |
-3.72% |
-1.26% |
1.28% |
-- |
0.21% |
-5.60% |
-6.61% |
-3.18% |
-0.70% |
1.91% |
-- | -0.20% | -0.20% | -7.23% | 0.11% | 1.72% | 2.93% | -- | -0.06% | -0.06% | -6.71% | 0.67% | 2.30% | 3.57% | -- |
-0.17% |
-0.17% |
-7.23% |
-0.71% |
0.58% |
2.28% |
-- |
-0.03% |
-0.03% |
-6.71% |
-0.15% |
1.16% |
2.92% |
-- | Inception date: October 31, 1988 | BofA Merrill Lynch 1-Month LIBOR | 0.15% | 0.62% | 0.62% | 0.56% | 1.16% | 0.71% | -- | 0.15% | 0.62% | 0.62% | 0.56% | 1.16% | 0.71% | -- | -0.03% | -0.03% | 0.00% | 0.82% | 1.14% | 0.65% | -- | -0.03% | -0.03% | 0.00% | 0.82% | 1.14% | 0.65% | -- | Barclays U.S. Aggregate Bond Index | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
U.S. Large Cap Growth Equity
|
5.15% | -27.72% | -26.63% | 9.52% | 12.05% | 14.78% | -- | 5.22% | -27.30% | -26.11% | 10.30% | 12.85% | 15.59% | -- |
-0.69% |
-1.11% |
-2.03% |
-2.23% |
-0.54% |
0.09% |
-- |
-0.62% |
-0.69% |
-1.51% |
-1.45% |
0.26% |
0.90% |
-- | -9.05% | -9.05% | 11.91% | 21.98% | 21.02% | 16.98% | -- | -8.89% | -8.89% | 12.70% | 22.84% | 21.88% | 17.80% | -- |
-0.01% |
-0.01% |
-3.07% |
-1.62% |
0.14% |
-0.06% |
-- |
0.15% |
0.15% |
-2.28% |
-0.76% |
1.00% |
0.76% |
-- | Inception date: January 31, 2009 | Russell 1000 Growth Index | 5.84% | -26.61% | -24.60% | 11.75% | 12.59% | 14.69% | -- | 5.84% | -26.61% | -24.60% | 11.75% | 12.59% | 14.69% | -- | -9.04% | -9.04% | 14.98% | 23.60% | 20.88% | 17.04% | -- | -9.04% | -9.04% | 14.98% | 23.60% | 20.88% | 17.04% | -- | |||||||||||||||||||||||||||||
|
Fixed Income Global Alpha
|
0.69% | -2.69% | -3.19% | -1.22% | 0.91% | 1.47% | -- | 0.72% | -2.36% | -2.80% | -0.83% | 1.33% | 1.97% | -- |
0.43% |
-3.63% |
-4.15% |
-1.89% |
-0.34% |
0.66% |
-- |
0.46% |
-3.30% |
-3.76% |
-1.50% |
0.08% |
1.16% |
-- | -0.02% | -0.02% | -4.37% | 0.93% | 1.99% | 2.00% | -- | 0.08% | 0.08% | -3.99% | 1.34% | 2.42% | 2.53% | -- |
-0.05% |
-0.05% |
-4.47% |
0.10% |
0.79% |
1.26% |
-- |
0.05% |
0.05% |
-4.09% |
0.51% |
1.22% |
1.79% |
-- | Inception date: August 31, 2008 | BofA Merrill Lynch 1-Month Libor | 0.26% | 0.94% | 0.96% | 0.67% | 1.25% | 0.81% | -- | 0.26% | 0.94% | 0.96% | 0.67% | 1.25% | 0.81% | -- | 0.03% | 0.03% | 0.10% | 0.83% | 1.20% | 0.74% | -- | 0.03% | 0.03% | 0.10% | 0.83% | 1.20% | 0.74% | -- | |||||||||||||||||||||||||||||
|
International Small Cap Core Equity
|
-0.59% | -0.59% | -3.59% | 1.34% | 0.91% | 3.15% | -- | -0.34% | -0.34% | -2.61% | 2.37% | 1.94% | 4.19% | -- |
-1.12% |
-1.12% |
-5.56% |
-5.29% |
-3.78% |
-1.04% |
-- |
-0.87% |
-0.87% |
-4.58% |
-4.26% |
-2.75% |
0.00% |
-- | -0.59% | -0.59% | -3.59% | 1.34% | 0.91% | 3.15% | -- | -0.34% | -0.34% | -2.61% | 2.37% | 1.94% | 4.19% | -- |
-1.12% |
-1.12% |
-5.56% |
-5.29% |
-3.78% |
-1.04% |
-- |
-0.87% |
-0.87% |
-4.58% |
-4.26% |
-2.75% |
0.00% |
-- | Inception date: December 31, 1995 | S&P Developed ex-U.S. SmallCap Index | 0.53% | 0.53% | 1.97% | 6.63% | 4.69% | 4.19% | -- | 0.53% | 0.53% | 1.97% | 6.63% | 4.69% | 4.19% | -- | 0.53% | 0.53% | 1.97% | 6.63% | 4.69% | 4.19% | -- | 0.53% | 0.53% | 1.97% | 6.63% | 4.69% | 4.19% | -- | |||||||||||||||||||||||||||||
|
Multi-Asset Absolute Return Strategy II
|
2.06% | -- | 7.51% | 2.86% | 3.55% | -- | 4.54% | 2.26% | -- | 8.32% | 3.64% | 4.33% | -- | 5.33% |
1.81% |
-- |
6.70% |
2.44% |
3.27% |
-- |
4.29% |
2.01% |
-- |
7.51% |
3.22% |
4.05% |
-- |
5.08% |
2.06% | -- | 7.51% | 2.86% | 3.55% | -- | 4.54% | 2.26% | -- | 8.32% | 3.64% | 4.33% | -- | 5.33% |
1.81% |
-- |
6.70% |
2.44% |
3.27% |
-- |
4.29% |
2.01% |
-- |
7.51% |
3.22% |
4.05% |
-- |
5.08% |
Inception date: January 31, 2009 | Bof A Merrill Lynch U.S. Treasury Bill Index | 0.25% | -- | 0.81% | 0.42% | 0.28% | -- | 0.25% | 0.25% | -- | 0.81% | 0.42% | 0.28% | -- | 0.25% | 0.25% | -- | 0.81% | 0.42% | 0.28% | -- | 0.25% | 0.25% | -- | 0.81% | 0.42% | 0.28% | -- | 0.25% |
*Since inception returns are provided for composites with a track record of less than 10 years. Certain composites may have changed benchmarks historically in which case blended benchmark performance is shown. Please see the composite description for further detail.
Periods less than one year are not annualized. Performance is stated in U.S. dollars. Past performance is not a guarantee of future results. An investment in these strategies could lose value. Most recent month-end performance is preliminary. Returns are subject to change.
Gross performance includes the deduction of transaction costs but does not include the deduction of management fees and other expenses that may be incurred in managing an investment account. A portfolio's return will be reduced by advisory and other fees. Net performance reflects the deduction of a model fee applied on a monthly basis, equal to the actual management fee incurred by a portfolio in the Composite or the highest management fee that would be charged to a prospect of the strategy, whichever is higher. The model fee may change over time. Actual advisory fees may vary among clients with the same investment strategy. The Composite includes all actual, fully discretionary accounts with substantially similar investment policies and objectives managed to the Composite's investment strategy. Benchmarks are generally taken from published sources and may have different calculation methodologies, pricing times, and/or foreign-exchange sources from the Composite. The effect of those differences is generally deemed to be immaterial. The securities holdings of the Composite strategy may differ materially from those of the index used for comparative purposes.