Managed Futures: Total Returns

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Data through 10/19/2017. 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 0.92 -0.37 1.63 -2.65 1.41 2.38
Abbey Capital Futures Strategy A ABYAX 1.35 -3.02 2.37 -2.60 1.98 ---
Abbey Capital Futures Strategy C ABYCX 1.28 -3.65 2.21 -3.32 --- ---
Abbey Capital Futures Strategy I ABYIX 1.35 -2.84 2.45 -2.34 2.25 ---
Catalyst/Auctos Multi-Strategy A ACXAX 0.07 -1.44 -2.24 -3.74 --- ---
Catalyst/Auctos Multi-Strategy C ACXCX -0.07 -2.07 -2.48 -4.45 --- ---
Catalyst/Auctos Multi-Strategy I ACXIX 0.07 -1.23 -2.17 -3.51 --- ---
361 Global Managed Futures Strategy Inv AGFQX -0.79 6.77 1.79 6.04 6.94 ---
361 Global Managed Futures Strategy I AGFZX -0.78 7.00 1.87 6.37 7.20 ---
American Beacon AHL Mgd Futs Strat A AHLAX 1.03 4.09 2.76 6.47 3.47 ---
American Beacon AHL Mgd Futs Strat C AHLCX 1.05 3.52 2.53 5.73 2.72 ---
American Beacon AHL Mgd Futs Strat Instl AHLIX 1.11 4.48 2.93 6.96 3.93 ---
American Beacon AHL Mgd Futs Strat Inv AHLPX 1.13 4.16 2.77 6.55 3.51 ---
American Beacon AHL Mgd Futs Strat Y AHLYX 1.12 4.41 2.84 6.87 3.81 ---
Natixis ASG Managed Futures Strategy A AMFAX 1.20 3.58 4.22 1.71 2.07 5.65
Natixis ASG Managed Futures Strategy N AMFNX 1.29 --- 4.29 --- --- ---
361 Managed Futures Strategy Inv AMFQX 1.44 3.11 2.46 1.53 0.63 2.57
361 Managed Futures Strategy I AMFZX 1.42 3.35 2.51 1.78 0.89 2.81
AQR Managed Futures Strategy I AQMIX 0.67 -3.86 1.70 -9.84 0.00 2.47
AQR Managed Futures Strategy N AQMNX 0.68 -4.02 1.61 -10.06 -0.24 2.20
AQR Managed Futures Strategy R6 AQMRX 0.67 -3.76 1.70 -9.74 0.09 ---
Natixis ASG Managed Futures Strategy C ASFCX 1.15 2.97 3.85 0.94 1.27 4.83
Natixis ASG Managed Futures Strategy Y ASFYX 1.19 3.76 4.19 2.01 2.30 5.89
Campbell Multi-Asset Carry Institutional CCRYX 1.66 -0.81 -1.16 -6.14 --- ---
Campbell Dynamic Trend Institutional CDRTX 1.11 2.13 2.36 0.00 --- ---
Credit Suisse Managed Futs Strat A CSAAX -0.95 -3.52 2.25 -2.41 4.84 5.19
Credit Suisse Managed Futs Strat C CSACX -0.98 -4.09 2.13 -3.05 4.07 4.40
Credit Suisse Managed Futs Strat I CSAIX -0.85 -3.31 2.43 -2.03 5.12 5.46
Direxion Idxd Mgd Futures Strat A DXMAX 0.69 -19.24 0.08 -17.55 -5.47 -3.03
Direxion Idxd Mgd Futures Strat C DXMCX 0.58 -19.75 -0.14 -18.20 -6.20 -3.77
Direxion Idxd Mgd Futures Strat Instl DXMIX 0.68 -19.09 0.13 -17.36 -5.25 -2.79
Equinox Systematica Macro I EBCIX 1.28 -3.17 0.25 -5.34 -1.32 ---
Equinox BH-DG Strategy I EBHIX 0.00 0.97 1.77 2.59 4.86 ---
Equinox Campbell Strategy A EBSAX 2.00 0.00 4.65 -3.01 -1.79 ---
Equinox Campbell Strategy C EBSCX 1.94 -0.63 4.42 -3.77 -2.55 ---
Equinox Campbell Strategy I EBSIX 1.99 0.10 4.72 -2.79 -1.56 ---
Equinox Campbell Strategy P EBSPX 1.99 0.21 4.72 -2.79 -1.56 ---
Equinox Chesapeake Strategy A ECHAX 0.92 9.03 0.50 2.98 --- ---
Equinox Chesapeake Strategy C ECHCX 0.85 8.38 0.34 2.23 --- ---
SFG Futures Strategy A EFSAX 0.78 -1.42 0.89 -3.51 -0.71 0.42
SFG Futures Strategy C EFSCX 0.70 -1.93 0.70 -4.12 -1.45 -0.35
SFG Futures Strategy I EFSIX 0.68 -1.11 0.91 -3.23 -0.48 0.63
SFG Futures Strategy N EFSNX 0.78 -1.42 0.89 -3.51 -0.71 0.12
Equinox Aspect Core Diversified Strat A EQAAX 1.38 -0.73 3.02 -2.39 --- ---
Equinox Aspect Core Diversified Strat C EQACX 1.30 -1.37 2.86 -3.27 --- ---
Equinox Aspect Core Diversified Strat I EQAIX 1.38 -0.52 3.14 -2.34 --- ---
Equinox Chesapeake Strategy I EQCHX 0.91 9.26 0.50 3.32 8.12 10.02
Equinox Crabel Strategy I EQCRX 0.25 -8.82 -1.09 -9.88 -2.23 ---
Equinox IPM Systematic Macro I EQIPX -0.20 2.83 -0.88 -0.06 --- ---
Altegris Futures Evolution Strategy A EVOAX 0.94 1.97 3.31 -0.44 5.08 5.97
Altegris Futures Evolution Strategy C EVOCX 0.89 1.39 3.17 -1.04 4.33 5.21
Altegris Futures Evolution Strategy I EVOIX 0.96 2.26 3.38 -0.01 5.37 6.27
Altegris Futures Evolution Strategy N EVONX 0.94 1.98 3.32 -0.34 5.11 5.99
Goldman Sachs Managed Futs Strat R GFFRX -0.10 1.50 0.30 1.10 5.29 1.07
Goldman Sachs Managed Futs Strat Inv GFIRX -0.10 1.76 0.29 1.56 5.80 1.57
GuidePath® Managed Futures Strat Instl GIFMX 1.85 2.91 3.64 0.32 --- ---
Goldman Sachs Managed Futs Strat A GMSAX -0.10 1.58 0.29 1.28 5.51 1.32
Goldman Sachs Managed Futs Strat C GMSCX -0.20 0.92 0.10 0.51 4.72 0.54
Goldman Sachs Managed Futs Strat Instl GMSSX -0.10 1.94 0.38 1.76 5.94 1.72
GuidePath® Managed Futures Strat Svc GPMFX 1.63 2.34 3.44 -0.36 --- ---
Insignia Macro A IGMFX 0.00 -3.34 -1.04 -4.23 -0.10 ---
Insignia Macro I IGMLX 0.00 -3.34 -1.04 -4.17 -0.04 ---
LoCorr Long/Short Commodity Strats A LCSAX -0.85 1.74 7.74 -3.76 6.27 5.16
LoCorr Long/Short Commodity Strats C LCSCX -0.98 1.00 7.48 -4.55 5.44 4.36
LoCorr Long/Short Commodity Strats I LCSIX -0.74 1.95 7.78 -3.44 6.53 5.45
LoCorr Macro Strategies A LFMAX 1.36 0.45 2.99 -1.55 4.43 4.01
LoCorr Macro Strategies C LFMCX 1.18 -0.12 2.74 -2.28 3.68 3.24
LoCorr Macro Strategies I LFMIX 1.34 0.67 3.06 -1.31 4.71 4.29
LoCorr Market Trend A LOTAX 0.58 -10.47 0.97 -7.57 2.74 ---
LoCorr Market Trend C LOTCX 0.59 -2.56 0.79 -8.20 2.01 ---
LoCorr Market Trend I LOTIX 0.58 -1.87 1.06 -7.33 2.99 ---
Aspen Managed Futures Strategy A MFBPX -1.24 -8.37 -2.20 -6.55 -2.11 0.28
Aspen Managed Futures Strategy I MFBTX -1.33 -8.34 -2.17 -6.60 -2.05 0.50
Altegris Managed Futures Strategy A MFTAX 0.85 -0.95 2.58 -2.25 2.20 1.01
Altegris Managed Futures Strategy C MFTCX 0.75 -1.60 2.43 -3.08 1.42 0.25
Arrow Managed Futures Strategy A MFTFX 6.78 3.35 3.90 -5.17 1.42 0.24
Altegris Managed Futures Strategy I MFTIX 0.83 -0.70 2.67 -2.07 2.47 1.28
Arrow Managed Futures Strategy Instl MFTNX 6.55 3.44 3.72 -5.03 1.60 0.50
Altegris Managed Futures Strategy O MFTOX 0.85 -0.95 2.58 -2.23 2.21 ---
Arrow Managed Futures Strategy C MFTTX 5.73 2.64 2.79 -5.85 0.69 -0.50
Equinox MutualHedge Futures Strategy A MHFAX 0.87 -3.43 -1.69 -3.39 2.89 1.81
Equinox MutualHedge Futures Strategy C MHFCX 0.64 -4.15 -1.88 -4.19 2.12 1.05
Equinox MutualHedge Futures Strategy I MHFIX 0.86 -3.29 -1.67 -3.11 3.16 2.07
PIMCO TRENDS Managed Futures Strat A PQTAX -0.21 -0.26 1.79 -0.16 -0.36 ---
PIMCO TRENDS Managed Futures Strat C PQTCX -0.22 -0.75 1.65 -0.86 -1.07 ---
PIMCO TRENDS Managed Futures Strat D PQTDX -0.21 -0.32 1.73 -0.21 -0.35 ---
PIMCO TRENDS Managed Futures Strat Instl PQTIX -0.11 0.15 1.87 0.26 0.05 ---
PIMCO TRENDS Managed Futures Strat P PQTPX -0.21 0.00 1.82 0.10 -0.11 ---
AQR Managed Futures Strategy HV I QMHIX 0.92 -5.91 2.34 -14.37 -0.54 ---
AQR Managed Futures Strategy HV N QMHNX 0.93 -6.06 2.24 -14.56 -0.80 ---
AQR Managed Futures Strategy HV R6 QMHRX 1.04 -5.70 2.33 -14.18 -0.43 ---
Rational Dynamic Momentum A RDMAX 0.38 -1.07 0.84 -3.92 --- ---
Rational Dynamic Momentum C RDMCX 0.34 -1.65 0.67 -4.52 --- ---
Rational Dynamic Momentum I RDMIX 0.42 -0.86 0.92 -3.60 --- ---
Guggenheim Managed Futures Strategy I RYIFX 0.00 4.93 4.22 1.57 -0.46 0.38
Guggenheim Managed Futures Strategy P RYMFX 0.00 5.02 4.19 1.66 -0.60 0.19
Guggenheim Managed Futures Strategy A RYMTX -0.05 4.76 4.14 1.35 -0.69 0.13
Guggenheim Managed Futures Strategy C RYMZX -0.11 4.17 3.99 0.62 -1.42 -0.61
Steben Managed Futures Strategy A SKLAX 1.86 0.20 3.67 0.51 1.84 ---
Steben Managed Futures Strategy C SKLCX 1.80 -0.31 3.55 -0.21 1.10 ---
Steben Managed Futures Strategy I SKLIX 1.84 0.50 3.75 0.71 2.11 ---
Steben Managed Futures Strategy N SKLNX 1.86 0.30 3.67 0.51 1.87 ---
Salient Trend A SPTAX 4.17 0.49 -1.08 -11.40 -1.31 ---
Salient Trend C SPTCX 4.25 -0.12 -1.22 -11.93 -2.01 ---
Salient Trend I SPTIX 4.29 0.61 -1.08 -11.07 -1.06 ---
Superfund Managed Futures Strategy I SUPIX 5.28 16.73 7.72 10.31 0.06 ---
Superfund Managed Futures Strategy A SUPRX 5.19 16.41 7.52 9.94 -0.20 ---
TFS Hedged Futures TFSHX -0.38 1.35 -2.14 0.67 1.61 -0.47
Altegris GSA Trend Strategy A TRNAX 1.75 -6.80 3.44 --- --- ---
Altegris GSA Trend Strategy I TRNIX 1.85 -6.60 3.66 --- --- ---
Altegris GSA Trend Strategy N TRNNX 1.75 -6.80 3.56 --- --- ---
Catalyst Time Value Trading A TVTAX 1.31 7.70 2.16 7.57 --- ---
Catalyst Time Value Trading C TVTCX 1.34 7.08 1.96 6.67 --- ---
Catalyst Time Value Trading I TVTIX 1.30 7.79 2.02 7.65 --- ---
Longboard Managed Futures Strategy A WAVEX 1.46 9.11 3.72 5.49 7.62 ---
Longboard Managed Futures Strategy I WAVIX 1.35 9.20 3.77 5.72 7.84 5.42
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