Managed Futures: Total Returns

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Data through 9/17/2019. 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 -3.21 5.87 1.70 2.04 0.02 1.73
Abbey Capital Futures Strategy A ABYAX -2.71 9.81 2.77 6.65 0.86 2.85
Abbey Capital Futures Strategy C ABYCX -2.78 9.18 2.67 5.87 0.09 ---
Abbey Capital Futures Strategy I ABYIX -2.68 10.02 2.92 6.93 1.13 3.12
Catalyst Multi-Strategy A ACXAX -0.61 0.48 -1.55 -0.34 -1.65 ---
Catalyst Multi-Strategy C ACXCX -0.77 -0.14 -1.80 -1.12 -2.40 ---
Catalyst Multi-Strategy I ACXIX -0.61 0.69 -1.54 -0.07 -1.42 ---
361 Global Managed Futures Strategy Inv AGFQX 3.73 1.54 2.82 -0.84 2.35 2.26
361 Global Managed Futures Strategy I AGFZX 3.67 1.61 2.78 -0.65 2.58 2.50
American Beacon AHL Mgd Futs Strat A AHLAX -3.76 2.48 0.19 6.16 3.84 3.90
American Beacon AHL Mgd Futs Strat C AHLCX -3.87 1.85 0.00 5.35 3.07 3.12
American Beacon AHL Mgd Futs Strat Instl AHLIX -3.70 2.82 0.28 6.62 4.26 4.33
American Beacon AHL Mgd Futs Strat Inv AHLPX -3.85 2.48 0.09 6.11 3.85 3.91
American Beacon AHL Mgd Futs Strat Y AHLYX -3.81 2.65 0.18 6.40 4.16 4.22
Natixis ASG Managed Futures Strategy A AMFAX -3.80 10.03 2.28 2.92 -0.50 1.02
Natixis ASG Managed Futures Strategy N AMFNX -3.85 10.25 2.25 3.20 --- ---
361 Managed Futures Strategy Inv AMFQX 2.23 1.96 3.71 -1.38 1.07 1.07
361 Managed Futures Strategy I AMFZX 2.19 2.10 3.83 -1.19 1.32 1.33
AllianzGI PerformanceFee Mgd Fts Strt I APMIX -3.00 2.43 1.68 2.08 --- ---
AllianzGI PerformanceFee Mgd Fts Strt P APMPX -2.99 2.42 1.67 2.12 --- ---
AllianzGI PerformanceFee Mgd Fts Strt R6 APMRX -2.99 2.42 1.67 2.15 --- ---
AQR Managed Futures Strategy I AQMIX -6.09 2.73 0.00 -4.00 -4.91 -0.63
AQR Managed Futures Strategy N AQMNX -6.19 2.54 -0.12 -4.29 -5.18 -0.89
AQR Managed Futures Strategy R6 AQMRX -6.07 2.85 0.00 -3.88 -4.87 -0.55
Natixis ASG Managed Futures Strategy C ASFCX -4.02 9.40 1.97 2.08 -1.25 0.26
Natixis ASG Managed Futures Strategy Y ASFYX -3.85 10.15 2.25 3.10 -0.24 1.28
Campbell Dynamic Trend Institutional CDRTX -5.20 8.84 2.36 4.56 1.87 ---
Credit Suisse Managed Futs Strat A CSAAX -4.97 -2.26 -1.00 1.43 -2.24 2.43
Credit Suisse Managed Futs Strat C CSACX -5.01 -2.77 -1.15 0.74 -2.97 1.66
Credit Suisse Managed Futs Strat I CSAIX -5.00 -2.14 -0.98 1.61 -2.03 2.69
Equinox Campbell Strategy A EBSAX -1.74 17.09 6.08 16.07 2.92 2.23
Equinox Campbell Strategy C EBSCX -1.80 16.27 5.81 15.05 2.13 1.45
Equinox Campbell Strategy I EBSIX -1.72 17.29 6.13 16.41 3.17 2.49
Equinox Campbell Strategy P EBSPX -1.79 16.96 6.02 15.42 2.88 2.30
Equinox Chesapeake Strategy A ECHAX -2.40 0.18 0.09 -11.31 -1.27 ---
Equinox Chesapeake Strategy C ECHCX -2.46 -0.37 -0.09 -11.97 -1.97 ---
Equinox Aspect Core Diversified Strat A EQAAX -3.83 9.54 2.20 1.64 -1.54 ---
Equinox Aspect Core Diversified Strat C EQACX -3.85 8.96 2.04 0.90 -2.32 ---
Equinox Aspect Core Diversified Strat I EQAIX -3.81 9.76 2.30 1.97 -1.32 ---
Equinox Chesapeake Strategy I EQCHX -2.38 0.36 0.09 -11.06 -1.00 1.89
Equinox IPM Systematic Macro I EQIPX 3.41 -2.80 -1.02 -1.48 -0.39 ---
Altegris Futures Evolution Strategy A EVOAX -6.21 5.88 2.76 -0.51 1.09 4.47
Altegris Futures Evolution Strategy C EVOCX -6.36 5.35 2.56 -1.35 0.34 3.68
Altegris Futures Evolution Strategy I EVOIX -6.21 6.09 2.83 -0.32 1.36 4.74
Altegris Futures Evolution Strategy N EVONX -6.21 6.00 2.76 -0.50 1.10 4.47
FS Managed Futures A FMFFX -3.92 0.60 -1.47 --- --- ---
FS Managed Futures I FMGFX -3.91 0.80 -1.37 --- --- ---
Goldman Sachs Managed Futs Strat R GFFRX -7.07 3.95 -0.58 3.80 0.95 2.17
Goldman Sachs Managed Futs Strat Inv GFIRX -7.00 4.32 -0.47 4.28 1.44 2.68
GuidePath® Managed Futures Strat Instl GIFMX -3.76 10.26 2.41 3.49 -0.83 ---
Goldman Sachs Managed Futs Strat P GMQPX -6.93 4.47 -0.37 4.53 --- ---
Goldman Sachs Managed Futs Strat A GMSAX -7.03 4.08 -0.48 4.04 1.23 2.42
Goldman Sachs Managed Futs Strat C GMSCX -7.04 3.56 -0.70 3.30 0.47 1.67
Goldman Sachs Managed Futs Strat Instl GMSSX -7.01 4.47 -0.37 4.43 1.59 2.83
Goldman Sachs Managed Futs Strat R6 GMSWX -6.93 4.47 -0.37 4.53 --- ---
GuidePath® Managed Futures Strat Svc GPMFX -3.81 9.78 2.27 2.87 -1.44 ---
James Alpha Macro A GRRAX -0.72 9.10 3.41 6.24 1.34 -0.13
James Alpha Macro C GRRCX -0.86 8.50 3.14 5.39 0.59 -0.87
James Alpha Macro I GRRIX -0.71 9.29 3.39 6.55 1.62 0.13
James Alpha Macro Portfolio S GRRSX -0.71 9.27 3.49 6.54 --- ---
LoCorr Long/Short Commodity Strats A LCSAX -0.11 -4.44 -5.68 -0.60 3.20 7.51
LoCorr Long/Short Commodity Strats C LCSCX -0.11 -4.92 -5.91 -1.28 2.43 6.69
LoCorr Long/Short Commodity Strats I LCSIX 0.00 -4.29 -5.60 -0.31 3.47 7.80
LoCorr Macro Strategies A LFMAX 0.23 11.07 4.62 10.22 1.96 4.32
LoCorr Macro Strategies C LFMCX 0.12 10.37 4.34 9.31 1.22 3.55
LoCorr Macro Strategies I LFMIX 0.22 11.28 4.78 10.54 2.27 4.60
LoCorr Market Trend A LOTAX -3.45 17.44 6.27 8.33 -0.85 3.49
LoCorr Market Trend C LOTCX -3.47 16.81 6.17 7.54 -1.59 2.73
LoCorr Market Trend I LOTIX -3.42 17.60 6.41 8.56 -0.60 3.74
Abbey Capital Multi Asset I MAFIX -1.42 19.29 5.24 8.91 --- ---
Altegris Managed Futures Strategy A MFTAX -0.95 5.73 3.23 2.77 -0.46 1.94
Altegris Managed Futures Strategy C MFTCX -1.12 5.17 2.98 1.95 -1.21 1.15
Arrow Managed Futures Strategy A MFTFX -12.65 16.65 -0.91 3.55 0.75 2.73
Altegris Managed Futures Strategy I MFTIX -1.06 5.90 3.30 2.90 -0.24 2.17
Arrow Managed Futures Strategy Instl MFTNX -12.74 16.90 -1.01 3.70 0.98 2.95
Altegris Managed Futures Strategy O MFTOX -0.95 5.73 3.23 2.77 -0.46 1.94
Arrow Managed Futures Strategy C MFTTX -12.73 16.06 -1.22 2.82 0.01 2.02
Equinox MutualHedge Futures Strategy A MHFAX -2.57 13.06 3.89 12.92 2.32 4.72
Equinox MutualHedge Futures Strategy C MHFCX -2.60 12.39 3.61 12.09 1.51 3.90
Equinox MutualHedge Futures Strategy I MHFIX -2.44 13.28 3.95 13.14 2.58 4.97
Nuveen Gresham Managed Futures Strat A NGAFX -5.66 10.29 2.88 --- --- ---
Nuveen Gresham Managed Futures Strat C NGCFX -5.70 9.72 2.66 --- --- ---
Nuveen Gresham Managed Futures Strat R6 NGFFX -5.61 10.55 2.97 --- --- ---
Nuveen Gresham Managed Futures Strat I NGIFX -5.61 10.55 2.97 --- --- ---
Putnam PanAgora Managed Futures Stgy C PPFLX -3.04 1.76 -0.86 -4.76 --- ---
Putnam PanAgora Managed Futures Stgy B PPFMX -3.12 1.63 -0.96 -4.81 --- ---
Putnam PanAgora Managed Futures Stgy R6 PPFRX -2.99 2.39 -0.74 -3.76 --- ---
Putnam PanAgora Managed Futures Stgy M PPFVX -3.01 1.85 -0.85 -4.45 --- ---
Putnam PanAgora Managed Futures Stgy R PPFWX -3.00 2.07 -0.85 -4.27 --- ---
Putnam PanAgora Managed Futures Stgy Y PPFYX -2.99 2.39 -0.74 -3.85 --- ---
Putnam PanAgora Managed Futures Stgy A PPMFX -2.99 2.29 -0.74 -4.01 --- ---
PIMCO TRENDS Managed Futures Strat A PQTAX -3.59 1.12 -0.16 5.20 1.47 0.80
PIMCO TRENDS Managed Futures Strat C PQTCX -3.65 0.61 -0.33 4.45 0.73 0.04
PIMCO TRENDS Managed Futures Strat Instl PQTIX -3.54 1.47 -0.05 5.75 1.93 1.20
PIMCO TRENDS Managed Futures Strat I-3 PQTNX -3.59 1.39 -0.10 5.59 --- ---
PIMCO TRENDS Managed Futures Strat I2 PQTPX -3.57 1.32 -0.08 5.56 1.80 1.07
AQR Managed Futures Strategy HV I QMHIX -9.30 3.45 -0.25 -7.01 -8.03 -1.74
AQR Managed Futures Strategy HV N QMHNX -9.31 3.36 -0.25 -7.09 -8.23 -1.99
AQR Managed Futures Strategy HV R6 QMHRX -9.27 3.57 -0.25 -6.88 -7.91 -1.65
Rational/ReSolve Adaptive Asset Allc A RDMAX 0.81 19.56 7.82 8.21 --- ---
Rational/ReSolve Adaptive Asset Allc C RDMCX 0.71 18.93 7.65 7.40 --- ---
Rational/ReSolve Adaptive Asset Allc I RDMIX 0.80 19.74 7.88 8.44 --- ---
Guggenheim Managed Futures Strategy I RYIFX -2.26 9.60 2.95 2.64 1.96 -0.01
Guggenheim Managed Futures Strategy P RYMFX -2.32 9.36 2.86 2.38 1.77 -0.21
Guggenheim Managed Futures Strategy A RYMTX -2.32 9.39 2.82 2.33 1.68 -0.26
Guggenheim Managed Futures Strategy C RYMZX -2.36 8.81 2.65 1.63 0.94 -1.00
Steben Managed Futures Strategy A SKLAX -0.87 5.95 3.10 5.19 1.24 1.86
Steben Managed Futures Strategy C SKLCX -0.94 5.39 2.91 4.40 0.50 1.10
Steben Managed Futures Strategy I SKLIX -0.85 6.14 3.16 5.45 1.50 2.12
Steben Managed Futures Strategy N SKLNX -0.87 5.95 3.10 5.19 1.26 1.88
Superfund Managed Futures Strategy I SUPIX 0.00 18.63 3.38 17.02 7.24 2.32
Superfund Managed Futures Strategy A SUPRX 0.00 18.66 3.41 16.89 7.03 2.11
Altegris GSA Trend Strategy A TRNAX -8.05 1.92 2.04 -3.22 --- ---
Altegris GSA Trend Strategy I TRNIX -7.90 2.13 2.13 -2.88 --- ---
Altegris GSA Trend Strategy N TRNNX -8.05 1.92 2.04 -3.22 --- ---
Longboard Managed Futures Strategy A WAVEX -2.94 -7.45 2.80 -12.42 -2.97 0.97
Longboard Managed Futures Strategy I WAVIX -2.99 -7.24 2.85 -12.14 -2.71 1.24
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