JNL/T. Rowe Price Managed Volatil Bal A (F00000SCBA)

13.81 -0.09  -0.65% Jan 24 USD
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Key Stats

Net Asset Value 13.81
Turnover Ratio 216.0%
1 Year Fund Level Flows -100.75M

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.62% 1.29% 29
3M 7.14% 5.54% 11
6M 7.14% 5.74% 19
YTD 1.47% 1.16% 28
1Y 19.57% 15.99% 13
3Y 9.67% 8.40% 28
5Y 5.57% 6.37% 77
10Y -- 8.10% --
15Y -- 6.46% --
20Y -- 5.99% --
As of Jan. 24, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 11.38% 11.39% 0.00%
Stock 58.87% 59.04% 0.17%
Bond 29.19% 29.24% 0.05%
Convertible 0.39% 0.39% 0.00%
Preferred 0.17% 0.17% 0.00%
Other 0.00% 0.00% 0.00%
As of Sept. 30, 2019

Region Exposure

Americas 74.62%
North America 74.21%
Latin America 0.41%
Greater Europe 15.27%
United Kingdom 4.59%
Europe Developed 10.54%
Europe Emerging 0.01%
Africa/Middle East 0.13%
Greater Asia 10.11%
Japan 4.79%
Australasia 1.31%
Asia Developed 1.37%
Asia Emerging 2.64%
Market Classification
% Developed Markets 97.05%
% Emerging Markets 2.95%
As of Sept. 30, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.25%
Communication Services 2.38%
Consumer Cyclical 11.89%
Consumer Defensive 7.00%
Energy 3.53%
Financial Services 17.46%
Healthcare 13.70%
Industrials 11.23%
Real Estate 3.44%
Technology 20.63%
Utilities 4.49%
As of Sept. 30, 2019

Stock Market Capitalization

Giant 50.31%
Large 37.75%
Medium 11.30%
Small 0.61%
Micro 0.02%
As of Sept. 30, 2019

Stock Style Exposure

Large Cap Value 23.81%
Large Cap Blend 27.72%
Large Cap Growth 36.77%
Mid Cap Value 4.07%
Mid Cap Blend 3.61%
Mid Cap Growth 3.39%
Small Cap Value 0.14%
Small Cap Blend 0.17%
Small Cap Growth 0.32%
As of Sept. 30, 2019

F00000SCBA Bond Exposure

Government 13.96%
Corporate 32.43%
Securitized 24.75%
Municipal 1.22%
Cash 27.64%
Derivative 0.01%
As of Sept. 30, 2019

F00000SCBA Bond Credit Quality Exposure

AAA 69.14%
AA 3.79%
A 7.94%
BBB 12.00%
BB 3.12%
B 3.88%
Below B 1.44%
As of March 31, 2018

F00000SCBA Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 1.26%
183 to 364 Days 2.27%
1 to 3 Years 9.79%
3 to 5 Years 17.83%
5 to 7 Years 8.45%
7 to 10 Years 11.78%
10 to 15 Years 3.02%
15 to 20 Years 8.04%
20 to 30 Years 34.90%
Over 30 Years 2.66%
As of Sept. 30, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
MSFT Microsoft Corp 2.05% 162.22 -1.71%
AMZN Amazon.com Inc 1.66% 1829.70 -1.72%
-- United States Treasury Bonds 4.5% 1.49% -- --
-- United States Treasury Bonds 3% 1.30% -- --
BA Boeing Co 1.14% 316.88 -1.91%
FB Facebook Inc A 1.04% 214.94 -1.38%
GOOG Alphabet Inc Class C 1.01% 1433.90 -2.24%
-- Federal National Mortgage Association 3% 0.89% -- --
-- United States Treasury Notes 2.75% 0.83% -- --
-- Fnma Pass-Thru I 3.5% 0.78% -- --
As of Sept. 30, 2019
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Basic Info

Investment Strategy
The investment seeks capital appreciation and income while managing portfolio volatility. The fund invests in equity and fixed income securities along with a "volatility control" risk management process (the "volatility management overlay sleeve") that is intended to actively manage the fund's volatility level by using a variety of equity index and fixed income futures and currency forwards. It (not including its volatility management overlay sleeve) will invest at least 25% of its total assets in fixed income senior securities and at least 25% of its total assets in equity securities.
General
Security Type Mutual Fund
Oldest Share Symbol F00000SCBA
Equity Style Large Cap/Growth
Fixed Income Style --
Broad Asset Class Allocation
Broad Category Allocation
Category Name Allocation--50% to 70% Equity
Prospectus Objective Growth
Fund Owner Firm Name Jackson National
Benchmark Index
Morningstar Mod Tgt Risk TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Charles Shriver 1.38 yrs
Sean McWilliams 1.38 yrs
Toby Thompson 1.38 yrs

Share Classes

Symbol Share Class
F00000Z2A1 Inst

Net Fund Flows

1M -8.289M
3M -22.91M
6M -45.81M
YTD -100.75M
1Y -100.75M
3Y -183.34M
5Y -93.88M
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.6701
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.5681
Daily Value at Risk (VaR) 1% (All) 2.14%
Monthly Value at Risk (VaR) 1% (All) 6.83%

Fundamentals

General
Dividend Yield TTM (1-24-20) 0.00%
30-Day SEC Yield --
7-Day SEC Yield --
Forecasted Dividend Yield 2.27%
Number of Holdings 1041
Stock
Weighted Average PE Ratio 19.83
Weighted Average Price to Sales Ratio 1.858
Weighted Average Price to Book Ratio 2.368
Weighted Median ROE 19.87%
Weighted Median ROA 7.49%
Forecasted PE Ratio 17.66
Forecasted PS Ratio 1.782
Forecasted Price to Book Value 2.286
Number of Stock Holdings 606
Bond
Current Yield 3.71%
Yield to Maturity 3.15%
Effective Duration --
Average Coupon 3.99%
Average Credit Score --
Average Price 107.85
Number of Bond Holdings 402
As of Sept. 30, 2019

Comparables

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Attributes

Purchase Details
Open to New Investors Yes
Open to Existing Investors Yes
Minimum Initial Investment 0.00 USD
Minimum Subsequent Investment 0.00 USD
Fees
Actual 12B-1 Fee 0.30%
Actual Management Fee 0.55%
Administration Fee 0.05%
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load --
Maximum Deferred Load --
Maximum Redemption Fee --
Key Dates
Inception Date 4/28/2014
Termination Date
Last Annual Report Date 12/31/2018
Last Prospectus Date 6/24/2019
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product Yes
Available for Retirement Plan Yes
Available for RRSP No
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