Managed Futures: Total Returns

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Data through 6/22/2017. Click here to return to the Fund Category Performance page.
Category Name Ticker 1 Month(%) YTD(%) 3 Month(%) 1 Year(%) 3 Year(%) 5 Year(%)
Managed Futures 2.66 0.84 1.35 -0.96 2.84 1.14
Abbey Capital Futures Strategy A ABYAX 0.99 -2.76 -0.79 -3.01 --- ---
Abbey Capital Futures Strategy C ABYCX 0.91 -3.13 -0.98 -3.80 --- ---
Abbey Capital Futures Strategy I ABYIX 0.98 -2.67 -0.70 -2.84 --- ---
Catalyst/Auctos Multi-Strategy A ACXAX 1.73 4.93 3.79 2.14 --- ---
Catalyst/Auctos Multi-Strategy C ACXCX 1.68 4.56 3.63 1.34 --- ---
Catalyst/Auctos Multi-Strategy I ACXIX 1.79 5.08 3.86 2.38 --- ---
361 Global Managed Futures Strategy Inv AGFQX 0.73 4.23 2.31 11.11 2.71 ---
361 Global Managed Futures Strategy I AGFZX 0.81 4.38 2.38 11.44 2.98 ---
American Beacon AHL Mgd Futs Strat A AHLAX 4.15 2.83 2.12 1.92 --- ---
American Beacon AHL Mgd Futs Strat C AHLCX 4.06 2.44 1.90 1.13 --- ---
American Beacon AHL Mgd Futs Strat Instl AHLIX 4.21 3.04 2.24 2.34 --- ---
American Beacon AHL Mgd Futs Strat Inv AHLPX 4.12 2.81 2.09 1.89 --- ---
American Beacon AHL Mgd Futs Strat Y AHLYX 4.17 2.96 2.18 2.22 --- ---
Natixis ASG Managed Futures Strategy A AMFAX 3.22 1.53 2.16 -6.50 3.40 4.94
Natixis ASG Managed Futures Strategy N AMFNX 3.20 --- --- --- --- ---
361 Managed Futures Strategy Inv AMFQX 1.48 0.37 1.20 1.86 0.35 1.79
361 Managed Futures Strategy I AMFZX 1.46 0.54 1.28 2.11 0.62 2.04
AQR Managed Futures Strategy I AQMIX 1.23 -3.11 -2.17 -9.77 1.61 1.82
AQR Managed Futures Strategy N AQMNX 1.25 -3.15 -2.19 -9.97 1.35 1.55
AQR Managed Futures Strategy R6 AQMRX 1.23 -3.00 -2.16 -9.67 --- ---
Natixis ASG Managed Futures Strategy C ASFCX 3.03 1.17 1.82 -7.30 2.59 4.11
Natixis ASG Managed Futures Strategy Y ASFYX 3.20 1.63 2.15 -6.37 3.66 5.18
Campbell Multi-Asset Carry Institutional CCRYX 2.65 7.89 7.64 4.73 --- ---
Campbell Dynamic Trend Institutional CDRTX 1.68 2.02 1.57 -1.30 --- ---
Credit Suisse Managed Futs Strat A CSAAX 1.58 -5.00 -0.87 -4.00 6.68 ---
Credit Suisse Managed Futs Strat C CSACX 1.43 -5.42 -1.00 -4.75 5.89 ---
Credit Suisse Managed Futs Strat I CSAIX 1.57 -4.96 -0.77 -3.79 6.97 ---
Direxion Idxd Mgd Futures Strat A DXMAX 6.30 -9.84 0.30 -8.60 1.92 -2.22
Direxion Idxd Mgd Futures Strat C DXMCX 6.23 -10.18 0.09 -9.27 1.14 -2.96
Direxion Idxd Mgd Futures Strat Instl DXMIX 6.33 -9.74 0.35 -8.36 2.17 -1.97
Equinox Systematica Macro I EBCIX 5.49 5.49 3.97 -1.13 1.47 ---
Equinox BH-DG Strategy I EBHIX 1.47 -2.64 0.91 -1.69 4.98 ---
Equinox Campbell Strategy A EBSAX 5.97 2.69 4.96 -1.39 3.42 ---
Equinox Campbell Strategy C EBSCX 5.88 2.31 4.74 -2.11 2.66 ---
Equinox Campbell Strategy I EBSIX 6.03 2.77 5.03 -1.09 3.70 ---
Equinox Campbell Strategy P EBSPX 6.03 2.87 5.03 -1.09 3.74 ---
Equinox Chesapeake Strategy A ECHAX 3.72 8.12 4.90 6.49 --- ---
Equinox Chesapeake Strategy C ECHCX 3.59 7.65 4.69 5.63 --- ---
SFG Futures Strategy A EFSAX 0.55 -0.77 1.68 -3.86 1.02 0.09
SFG Futures Strategy C EFSCX 0.46 -1.02 1.51 -4.36 0.23 -0.66
SFG Futures Strategy I EFSIX 0.45 -0.56 1.71 -3.39 1.21 0.32
SFG Futures Strategy N EFSNX 0.55 -0.77 1.68 -3.86 1.02 -0.21
Equinox Aspect Core Diversified Strat A EQAAX 1.83 -1.46 -0.53 -1.50 --- ---
Equinox Aspect Core Diversified Strat C EQACX 1.75 -1.90 -0.75 -2.48 --- ---
Equinox Aspect Core Diversified Strat I EQAIX 1.83 -1.36 -0.53 -1.46 --- ---
Equinox Chesapeake Strategy I EQCHX 3.79 8.27 5.06 6.83 6.97 ---
Equinox Crabel Strategy I EQCRX 1.10 -7.59 -1.43 -12.07 -1.01 ---
Equinox IPM Systematic Macro I EQIPX -1.52 4.85 3.18 0.73 --- ---
Altegris Futures Evolution Strategy A EVOAX 2.81 2.47 2.11 1.57 7.23 5.57
Altegris Futures Evolution Strategy C EVOCX 2.77 2.06 1.95 0.80 6.46 4.78
Altegris Futures Evolution Strategy I EVOIX 2.84 2.59 2.17 1.82 7.50 5.82
Altegris Futures Evolution Strategy N EVONX 2.81 2.37 2.11 1.47 7.23 5.57
Goldman Sachs Managed Futures Strat R GFFRX 1.09 1.60 1.30 2.63 3.61 2.13
Goldman Sachs Managed Futures Strat IR GFIRX 1.07 1.76 1.46 3.17 4.13 2.65
GuidePath® Managed Futures Strat Instl GIFMX 3.29 2.45 2.45 -4.61 --- ---
Goldman Sachs Managed Futures Strat A GMSAX 1.08 1.68 1.38 2.90 3.88 2.39
Goldman Sachs Managed Futures Strat C GMSCX 1.12 1.33 1.22 2.16 3.09 1.61
Goldman Sachs Mngd Futures Strat Instl GMSSX 1.16 1.94 1.55 3.36 4.28 2.80
Grant Park Managed Futures Strategy A GPFAX 2.49 2.37 0.89 7.25 3.96 -0.25
Grant Park Managed Futures Strategy C GPFCX 2.44 2.09 0.69 6.54 3.20 -0.98
Grant Park Managed Futures Strategy I GPFIX 2.47 2.58 1.00 7.57 4.25 0.01
Grant Park Managed Futures Strategy N GPFNX 2.49 2.49 0.89 7.33 3.99 -0.24
GuidePath® Managed Futures Strat Svc GPMFX 3.32 2.23 2.35 -5.15 --- ---
Insignia Macro A IGMFX 0.61 0.41 0.20 0.19 2.33 ---
Insignia Macro I IGMLX 0.61 0.41 0.20 0.25 2.38 ---
LoCorr Long/Short Commodity Strats A LCSAX 4.31 0.22 -0.65 -6.61 9.81 2.53
LoCorr Long/Short Commodity Strats C LCSCX 4.32 -0.22 -0.89 -7.24 8.94 1.77
LoCorr Long/Short Commodity Strats I LCSIX 4.39 0.32 -0.54 -6.28 10.06 2.79
LoCorr Macro Strategies A LFMAX 3.40 2.35 1.56 3.10 6.17 3.56
LoCorr Macro Strategies C LFMCX 3.29 2.09 1.38 2.50 5.38 2.80
LoCorr Macro Strategies I LFMIX 3.47 2.55 1.65 3.52 6.44 3.83
LoCorr Market Trend A LOTAX 5.29 2.72 3.89 -5.36 --- ---
LoCorr Market Trend C LOTCX 5.17 2.37 3.65 -6.12 --- ---
LoCorr Market Trend I LOTIX 5.27 2.81 3.98 -5.14 --- ---
Aspen Managed Futures Strategy A MFBPX 2.13 -6.42 -1.69 -4.89 0.27 0.25
Aspen Managed Futures Strategy I MFBTX 2.09 -6.43 -1.78 -5.29 0.37 0.49
Altegris Managed Futures Strategy A MFTAX 1.83 -0.71 -0.71 -2.23 3.46 0.30
Altegris Managed Futures Strategy C MFTCX 1.77 -1.10 -0.86 -2.93 2.71 -0.46
Arrow Managed Futures Strategy A MFTFX 5.87 6.16 4.62 -3.68 1.71 0.19
Altegris Managed Futures Strategy I MFTIX 1.80 -0.59 -0.70 -1.96 3.71 0.54
Arrow Managed Futures Strategy Instl MFTNX 5.94 6.36 4.69 -3.43 1.94 0.47
Altegris Managed Futures Strategy O MFTOX 1.83 -0.71 -0.71 -2.10 3.50 ---
Arrow Managed Futures Strategy C MFTTX 5.99 5.84 4.53 -4.15 1.01 -0.50
Monte Chesapeake Macro Strategies A MHBAX 3.19 -0.27 -0.40 -1.98 -4.17 -5.26
Monte Chesapeake Macro Strategies I MHBIX 3.32 -0.13 -0.40 -1.75 -3.91 -5.00
Equinox MutualHedge Futures Strategy A MHFAX 3.16 4.38 4.13 4.18 7.53 2.63
Equinox MutualHedge Futures Strategy C MHFCX 3.03 3.91 3.91 3.25 6.72 1.85
Equinox MutualHedge Futures Strategy I MHFIX 3.25 4.58 4.34 4.54 7.85 2.90
PIMCO TRENDS Managed Futures Strat A PQTAX 1.51 -0.32 2.17 2.39 1.53 ---
PIMCO TRENDS Managed Futures Strat C PQTCX 1.43 -0.65 1.87 1.65 0.80 ---
PIMCO TRENDS Managed Futures Strat D PQTDX 1.51 -0.32 2.18 2.40 1.54 ---
PIMCO TRENDS Managed Futures Strat Instl PQTIX 1.50 -0.11 2.16 2.82 1.93 ---
PIMCO TRENDS Managed Futures Strat P PQTPX 1.50 -0.21 2.16 2.60 1.77 ---
AQR Managed Futures Strategy HV I QMHIX 1.95 -4.52 -3.27 -14.11 1.92 ---
AQR Managed Futures Strategy HV N QMHNX 1.85 -4.65 -3.40 -14.37 1.63 ---
AQR Managed Futures Strategy HV R6 QMHRX 1.95 -4.41 -3.26 -14.01 --- ---
Rational Dynamic Momentum A RDMAX 1.95 -0.82 -0.25 --- --- ---
Rational Dynamic Momentum C RDMCX 1.91 -1.15 -0.41 --- --- ---
Rational Dynamic Momentum I RDMIX 1.98 -0.70 -0.17 --- --- ---
Guggenheim Managed Futures Strategy I RYIFX 2.03 2.94 1.55 -2.75 -0.49 -0.71
Guggenheim Managed Futures Strategy P RYMFX 1.96 3.05 1.74 -2.79 -0.67 -0.91
Guggenheim Managed Futures Strategy A RYMTX 2.01 2.83 1.53 -2.99 -0.73 -0.95
Guggenheim Managed Futures Strategy C RYMZX 1.90 2.49 1.32 -3.76 -1.49 -1.69
Steben Managed Futures Strategy A SKLAX 2.92 0.00 0.20 2.49 2.68 ---
Steben Managed Futures Strategy C SKLCX 2.88 -0.31 0.00 1.79 1.91 ---
Steben Managed Futures Strategy I SKLIX 3.01 0.20 0.30 2.79 2.92 ---
Steben Managed Futures Strategy N SKLNX 3.03 0.10 0.20 2.59 2.69 ---
Salient Trend A SPTAX 8.94 11.46 11.06 -4.04 4.28 ---
Salient Trend C SPTCX 8.83 10.97 10.84 -4.69 3.51 ---
Salient Trend I SPTIX 8.92 11.44 11.03 -3.81 4.52 ---
Superfund Managed Futures Strategy I SUPIX 2.84 8.00 3.31 8.30 -1.24 ---
Superfund Managed Futures Strategy A SUPRX 2.74 7.78 3.21 7.92 -1.52 ---
TFS Hedged Futures TFSHX 1.34 1.83 -1.95 0.67 0.90 0.67
Altegris GSA Trend Strategy A TRNAX 4.25 -6.80 -5.28 --- --- ---
Altegris GSA Trend Strategy I TRNIX 4.25 -6.80 -5.28 --- --- ---
Altegris GSA Trend Strategy N TRNNX 4.14 -6.90 -5.39 --- --- ---
Catalyst Time Value Trading A TVTAX 0.85 4.55 4.15 10.84 --- ---
Catalyst Time Value Trading C TVTCX 0.87 4.25 3.98 10.05 --- ---
Catalyst Time Value Trading I TVTIX 0.97 4.65 4.26 11.07 --- ---
Longboard Managed Futures Strategy A WAVEX 0.57 3.92 0.19 4.53 5.61 ---
Longboard Managed Futures Strategy I WAVIX 0.56 3.97 0.28 4.78 5.85 ---
Wakefield Managed Futures Strategy A WKFAX 2.26 -0.42 -0.10 -2.76 0.46 ---
Wakefield Managed Futures Strategy I WKFIX 2.24 -0.52 -0.31 -2.74 0.60 ---
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