December 31, 2013 to December 31, 2023
Year Ended | Composite Gross of Fee Returns (%) | Composite Net of Fee Returns (%) | MSCI All Country World Index ex U.S. (Net) Returns (%) | Composite Gross of Fee 3-Yr Std Dev (%) | MSCI All Country World Index ex U.S. (Net) 3-Yr Std Dev (%) | Composite Assets ($ in Millions) | # of Accounts | Internal Dispersion (Equal-Weighted) | Total Firm Assets ($ in Millions) |
2014 | -6.65 | -6.97 | -3.87 | N/A | N/A | 1,420.3 | 3 | N/A | 184,048.8 |
2015 | 4.52 | 4.15 | -5.66 | 12.76 | 12.13 | 974.1 | 3 | N/A | 174,180.3 |
2016 | -9.15 | -9.47 | 4.50 | 14.04 | 12.51 | 799.9 | 3 | N/A | 159,780.6 |
2017 | 51.32 | 50.77 | 27.19 | 14.41 | 11.87 | 1,269.3 | 3 | N/A | 175,421.4 |
2018 | -12.45 | -12.96 | -14.20 | 15.77 | 11.40 | 979.9 | 3 | N/A | 160,734.1 |
2019 | 39.43 | 38.53 | 21.51 | 14.67 | 11.36 | 1,450.6 | 3 | N/A | 173,202.0 |
2020 | 56.91 | 55.89 | 10.65 | 19.07 | 17.95 | 4,128.7 | 5 | N/A | 224,260.6 |
2021 | 14.65 | 13.90 | 7.82 | 17.50 | 16.79 | 8,082.3 | 12 | N/A | 245,584.9 |
2022 | -36.47 | -36.88 | -16.00 | 24.45 | 19.25 | 4,786.0 | 12 | 0.29 | 164,123.0 |
2023 | 21.26 | 20.48 | 15.62 | 22.47 | 16.07 | 5,363.3 | 6 | 0.41 | 194,154.9 |