Managed Futures: Total Returns

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Data through 12/15/2017. 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 2.26 2.44 3.74 1.35 0.63 3.16
Abbey Capital Futures Strategy A ABYAX 2.40 -0.69 3.98 -2.13 0.63 ---
Abbey Capital Futures Strategy C ABYCX 2.35 -1.39 3.85 -2.74 --- ---
Abbey Capital Futures Strategy I ABYIX 2.48 -0.43 4.14 -1.78 0.89 ---
Catalyst Multi-Strategy A ACXAX 1.86 0.96 2.43 -0.07 --- ---
Catalyst Multi-Strategy C ACXCX 1.82 0.28 2.25 -0.75 --- ---
Catalyst Multi-Strategy I ACXIX 1.86 1.23 2.50 0.17 --- ---
361 Global Managed Futures Strategy Inv AGFQX 1.28 7.47 -0.22 7.26 7.21 ---
361 Global Managed Futures Strategy I AGFZX 1.27 7.69 -0.13 7.49 7.47 ---
American Beacon AHL Mgd Futs Strat A AHLAX 1.22 4.47 1.60 3.20 1.51 ---
American Beacon AHL Mgd Futs Strat C AHLCX 1.15 3.72 1.44 2.42 0.75 ---
American Beacon AHL Mgd Futs Strat Instl AHLIX 1.20 4.86 1.77 3.61 1.94 ---
American Beacon AHL Mgd Futs Strat Inv AHLPX 1.22 4.55 1.69 3.28 1.55 ---
American Beacon AHL Mgd Futs Strat Y AHLYX 1.21 4.79 1.68 3.53 1.83 ---
Natixis ASG Managed Futures Strategy A AMFAX 2.56 6.44 4.83 4.94 0.97 6.25
Natixis ASG Managed Futures Strategy N AMFNX 2.64 --- 5.10 --- --- ---
361 Managed Futures Strategy Inv AMFQX 1.67 5.68 4.15 5.58 1.39 2.92
361 Managed Futures Strategy I AMFZX 1.74 5.97 4.18 5.88 1.67 3.17
AQR Managed Futures Strategy I AQMIX 1.55 -1.82 3.39 -2.85 -2.01 2.25
AQR Managed Futures Strategy N AQMNX 1.46 -2.06 3.32 -3.20 -2.30 1.97
AQR Managed Futures Strategy R6 AQMRX 1.55 -1.72 3.39 -2.85 -1.92 ---
Natixis ASG Managed Futures Strategy C ASFCX 2.57 5.84 4.73 4.29 0.21 5.48
Natixis ASG Managed Futures Strategy Y ASFYX 2.64 6.71 4.90 5.22 1.20 6.51
Campbell Multi-Asset Carry Institutional CCRYX 1.50 2.32 6.01 2.80 --- ---
Campbell Dynamic Trend Institutional CDRTX 1.43 3.26 2.57 1.88 --- ---
Credit Suisse Managed Futs Strat A CSAAX 0.97 -3.52 -1.04 -5.53 2.06 5.08
Credit Suisse Managed Futs Strat C CSACX 0.80 -4.37 -1.28 -6.33 1.29 4.25
Credit Suisse Managed Futs Strat I CSAIX 0.86 -3.40 -1.04 -5.40 2.32 5.31
Equinox Systematica Macro I EBCIX 4.25 -1.22 3.05 -1.74 -0.70 ---
Equinox BH-DG Strategy I EBHIX 1.83 2.55 1.48 1.04 2.72 ---
Equinox Campbell Strategy A EBSAX 3.41 3.31 5.82 1.42 -3.34 ---
Equinox Campbell Strategy C EBSCX 3.39 2.63 5.63 0.72 -4.04 ---
Equinox Campbell Strategy I EBSIX 3.49 3.49 5.88 1.61 -3.10 ---
Equinox Campbell Strategy P EBSPX 3.49 3.59 5.88 1.71 -3.07 ---
Equinox Chesapeake Strategy A ECHAX 5.35 11.91 3.94 8.87 --- ---
Equinox Chesapeake Strategy C ECHCX 5.18 11.02 3.66 8.07 --- ---
SFG Futures Strategy A EFSAX 1.33 0.11 2.35 -0.99 -1.33 0.86
SFG Futures Strategy C EFSCX 1.27 -0.57 2.10 -1.73 -2.10 0.07
SFG Futures Strategy I EFSIX 1.35 0.44 2.38 -0.67 -1.12 1.07
SFG Futures Strategy N EFSNX 1.33 0.11 2.35 -0.99 -1.33 0.55
Equinox Aspect Core Diversified Strat A EQAAX 1.97 2.19 5.25 0.38 --- ---
Equinox Aspect Core Diversified Strat C EQACX 1.80 1.37 5.02 -0.48 --- ---
Equinox Aspect Core Diversified Strat I EQAIX 1.87 2.40 5.26 0.63 0.43 ---
Equinox Chesapeake Strategy I EQCHX 5.23 12.14 3.92 9.10 4.15 10.16
Equinox Crabel Strategy I EQCRX -0.73 -9.38 -0.49 -9.77 -2.60 ---
Equinox IPM Systematic Macro I EQIPX 1.08 3.74 0.29 2.34 --- ---
Altegris Futures Evolution Strategy A EVOAX 4.09 7.03 6.39 5.61 3.86 6.63
Altegris Futures Evolution Strategy C EVOCX 3.92 6.18 6.10 4.75 3.12 5.84
Altegris Futures Evolution Strategy I EVOIX 4.10 7.26 6.34 5.76 4.15 6.89
Altegris Futures Evolution Strategy N EVONX 3.99 6.93 6.29 5.51 3.89 6.63
Goldman Sachs Managed Futs Strat R GFFRX 0.41 1.41 -0.19 -0.29 3.90 0.29
Goldman Sachs Managed Futs Strat Inv GFIRX 0.39 1.77 -0.09 0.20 4.38 0.79
GuidePath® Managed Futures Strat Instl GIFMX 2.48 5.83 5.58 4.80 --- ---
Goldman Sachs Managed Futs Strat A GMSAX 0.40 1.59 -0.09 0.01 4.13 0.56
Goldman Sachs Managed Futs Strat C GMSCX 0.42 0.83 -0.29 -0.79 3.35 -0.20
Goldman Sachs Managed Futs Strat Instl GMSSX 0.49 2.05 0.01 0.40 4.56 0.96
GuidePath® Managed Futures Strat Svc GPMFX 2.51 5.28 5.40 4.13 --- ---
Insignia Macro A IGMFX -0.49 -2.91 0.66 -3.99 -0.88 ---
Insignia Macro I IGMLX -0.41 -2.83 0.74 -3.86 -0.80 ---
LoCorr Long/Short Commodity Strats A LCSAX 1.83 4.49 1.94 2.37 7.40 6.24
LoCorr Long/Short Commodity Strats C LCSCX 1.78 3.71 1.89 1.67 6.62 5.43
LoCorr Long/Short Commodity Strats I LCSIX 1.81 4.78 2.13 2.67 7.69 6.52
LoCorr Macro Strategies A LFMAX 2.53 2.42 3.46 1.96 4.71 3.99
LoCorr Macro Strategies C LFMCX 2.52 1.80 3.24 1.33 3.96 3.23
LoCorr Macro Strategies I LFMIX 2.50 2.72 3.53 2.27 4.98 4.26
LoCorr Market Trend A LOTAX 3.18 0.47 3.58 -1.83 -0.40 ---
LoCorr Market Trend C LOTCX 3.14 -0.19 3.44 -2.60 -1.11 ---
LoCorr Market Trend I LOTIX 3.26 0.75 3.66 -1.56 -0.13 ---
Aspen Managed Futures Strategy A MFBPX 0.76 -8.60 -1.36 -10.35 -3.56 0.05
Aspen Managed Futures Strategy I MFBTX 0.87 -8.46 -1.22 -10.08 -3.47 0.27
Altegris Managed Futures Strategy A MFTAX 1.69 0.12 2.43 -0.65 1.59 1.08
Altegris Managed Futures Strategy C MFTCX 1.63 -0.61 2.27 -1.34 0.82 0.32
Arrow Managed Futures Strategy A MFTFX 11.87 18.61 25.67 17.42 4.06 3.19
Altegris Managed Futures Strategy I MFTIX 1.66 0.35 2.52 -0.39 1.82 1.32
Arrow Managed Futures Strategy Instl MFTNX 11.97 18.94 25.77 17.72 4.30 3.49
Altegris Managed Futures Strategy O MFTOX 1.69 0.12 2.43 -0.63 1.59 ---
Arrow Managed Futures Strategy C MFTTX 11.76 17.66 24.41 16.50 3.34 2.46
Equinox MutualHedge Futures Strategy A MHFAX 1.96 -1.30 2.96 -2.38 2.59 2.25
Equinox MutualHedge Futures Strategy C MHFCX 1.91 -2.08 2.82 -3.15 1.81 1.50
Equinox MutualHedge Futures Strategy I MHFIX 1.94 -1.06 3.06 -2.10 2.86 2.54
PIMCO TRENDS Managed Futures Strat A PQTAX 2.54 2.71 2.87 1.63 -0.60 ---
PIMCO TRENDS Managed Futures Strat C PQTCX 2.48 2.04 2.71 0.85 -1.33 ---
PIMCO TRENDS Managed Futures Strat D PQTDX 2.65 2.76 2.98 1.68 -0.59 ---
PIMCO TRENDS Managed Futures Strat Instl PQTIX 2.63 3.22 2.95 2.03 -0.19 ---
PIMCO TRENDS Managed Futures Strat P PQTPX 2.63 3.06 2.95 1.98 -0.34 ---
AQR Managed Futures Strategy HV I QMHIX 2.27 -3.01 4.88 -4.44 -3.53 ---
AQR Managed Futures Strategy HV N QMHNX 2.29 -3.25 4.81 -4.68 -3.80 ---
AQR Managed Futures Strategy HV R6 QMHRX 2.27 -2.90 4.88 -4.43 -3.49 ---
Rational Dynamic Momentum A RDMAX 3.86 0.82 2.38 -1.25 --- ---
Rational Dynamic Momentum C RDMCX 3.80 0.12 2.23 -1.90 --- ---
Rational Dynamic Momentum I RDMIX 3.89 1.07 2.46 -0.97 --- ---
Guggenheim Managed Futures Strategy I RYIFX 2.78 7.47 2.73 6.74 -1.91 1.11
Guggenheim Managed Futures Strategy P RYMFX 2.78 7.51 2.68 6.77 -2.07 0.91
Guggenheim Managed Futures Strategy A RYMTX 2.79 7.24 2.69 6.50 -2.15 0.86
Guggenheim Managed Futures Strategy C RYMZX 2.71 6.52 2.48 5.72 -2.87 0.11
Steben Managed Futures Strategy A SKLAX 2.68 2.47 4.27 1.65 1.03 ---
Steben Managed Futures Strategy C SKLCX 2.65 1.80 4.06 0.96 0.27 ---
Steben Managed Futures Strategy I SKLIX 2.77 2.87 4.46 2.05 1.29 ---
Steben Managed Futures Strategy N SKLNX 2.79 2.58 4.27 1.75 1.03 ---
Salient Trend A SPTAX 3.85 5.24 12.37 1.89 -4.01 ---
Salient Trend C SPTCX 3.80 4.44 12.19 1.15 -4.70 ---
Salient Trend I SPTIX 3.84 5.35 12.32 2.12 -3.77 ---
Superfund Managed Futures Strategy I SUPIX 5.36 26.76 14.46 23.75 3.55 ---
Superfund Managed Futures Strategy A SUPRX 5.39 26.47 14.41 23.40 3.29 ---
Altegris GSA Trend Strategy A TRNAX 4.01 -4.00 5.61 --- --- ---
Altegris GSA Trend Strategy I TRNIX 3.89 -3.90 5.60 --- --- ---
Altegris GSA Trend Strategy N TRNNX 4.01 -4.00 5.61 --- --- ---
Catalyst Time Value Trading A TVTAX -0.35 7.20 0.35 8.02 -0.24 ---
Catalyst Time Value Trading C TVTCX -0.36 6.44 0.24 7.26 -0.99 ---
Catalyst Time Value Trading I TVTIX -0.35 7.41 0.47 8.37 0.01 ---
Longboard Managed Futures Strategy A WAVEX 2.75 9.70 3.13 6.57 4.85 ---
Longboard Managed Futures Strategy I WAVIX 2.71 9.87 3.18 6.77 5.11 5.72
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