Managed Futures: Total Returns

Data through 10/17/2017. 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 1.48 -0.20 1.68 -1.75 1.47 2.27
Abbey Capital Futures Strategy A ABYAX 1.81 -2.76 2.64 -1.75 2.07 ---
Abbey Capital Futures Strategy C ABYCX 1.74 -3.39 2.49 -2.54 --- ---
Abbey Capital Futures Strategy I ABYIX 1.89 -2.58 2.72 -1.48 2.34 ---
Catalyst/Auctos Multi-Strategy A ACXAX 0.49 -0.96 -2.10 -2.95 --- ---
Catalyst/Auctos Multi-Strategy C ACXCX 0.42 -1.52 -2.26 -3.58 --- ---
Catalyst/Auctos Multi-Strategy I ACXIX 0.49 -0.75 -2.10 -2.72 --- ---
361 Global Managed Futures Strategy Inv AGFQX -0.87 6.77 1.97 6.62 6.94 ---
361 Global Managed Futures Strategy I AGFZX -0.87 6.90 1.96 6.86 7.17 ---
American Beacon AHL Mgd Futs Strat A AHLAX 1.60 4.47 3.34 7.30 3.60 ---
American Beacon AHL Mgd Futs Strat C AHLCX 1.54 3.82 3.12 6.46 2.81 ---
American Beacon AHL Mgd Futs Strat Instl AHLIX 1.67 4.77 3.41 7.69 4.03 ---
American Beacon AHL Mgd Futs Strat Inv AHLPX 1.60 4.45 3.25 7.28 3.60 ---
American Beacon AHL Mgd Futs Strat Y AHLYX 1.59 4.69 3.32 7.61 3.91 ---
Natixis ASG Managed Futures Strategy A AMFAX 2.11 3.68 4.54 3.05 2.10 5.35
Natixis ASG Managed Futures Strategy N AMFNX 2.30 --- 4.82 --- --- ---
361 Managed Futures Strategy Inv AMFQX 1.35 2.84 2.18 1.91 0.54 2.51
361 Managed Futures Strategy I AMFZX 1.33 3.08 2.24 2.15 0.80 2.76
AQR Managed Futures Strategy I AQMIX 1.02 -4.08 0.90 -9.13 -0.07 2.23
AQR Managed Futures Strategy N AQMNX 1.03 -4.23 0.80 -9.43 -0.31 1.95
AQR Managed Futures Strategy R6 AQMRX 1.02 -3.97 0.90 -9.12 0.01 ---
Natixis ASG Managed Futures Strategy C ASFCX 2.10 3.18 4.40 2.32 1.34 4.57
Natixis ASG Managed Futures Strategy Y ASFYX 2.20 3.97 4.71 3.34 2.37 5.61
Campbell Multi-Asset Carry Institutional CCRYX 3.13 -0.46 -1.15 -4.42 --- ---
Campbell Dynamic Trend Institutional CDRTX 1.45 2.13 2.48 1.45 --- ---
Credit Suisse Managed Futs Strat A CSAAX -1.14 -3.61 2.06 -1.88 4.80 4.89
Credit Suisse Managed Futs Strat C CSACX -1.08 -4.18 2.02 -2.51 4.03 4.10
Credit Suisse Managed Futs Strat I CSAIX -1.04 -3.40 2.24 -1.50 5.09 5.16
Direxion Idxd Mgd Futures Strat A DXMAX 1.11 -19.24 -0.73 -17.30 -5.47 -3.19
Direxion Idxd Mgd Futures Strat C DXMCX 1.06 -19.72 -0.91 -17.91 -6.18 -3.91
Direxion Idxd Mgd Futures Strat Instl DXMIX 1.14 -19.06 -0.68 -17.08 -5.24 -2.93
Equinox Systematica Macro I EBCIX 1.91 -2.32 0.75 -2.94 -1.03 ---
Equinox BH-DG Strategy I EBHIX -0.17 0.88 2.05 3.33 4.83 ---
Equinox Campbell Strategy A EBSAX 2.65 0.21 4.98 -1.52 -1.72 ---
Equinox Campbell Strategy C EBSCX 2.60 -0.32 4.87 -2.17 -2.44 ---
Equinox Campbell Strategy I EBSIX 2.73 0.41 5.16 -1.21 -1.46 ---
Equinox Campbell Strategy P EBSPX 2.73 0.51 5.16 -1.21 -1.46 ---
Equinox Chesapeake Strategy A ECHAX 1.68 9.48 1.42 4.48 --- ---
Equinox Chesapeake Strategy C ECHCX 1.62 8.83 1.19 3.73 --- ---
SFG Futures Strategy A EFSAX 1.01 -1.20 1.12 -2.59 -0.63 0.21
SFG Futures Strategy C EFSCX 0.93 -1.70 0.93 -3.17 -1.37 -0.55
SFG Futures Strategy I EFSIX 1.02 -0.89 1.14 -2.20 -0.41 0.44
SFG Futures Strategy N EFSNX 1.01 -1.20 1.12 -2.59 -0.63 -0.09
Equinox Aspect Core Diversified Strat A EQAAX 2.14 -0.83 3.14 -1.59 --- ---
Equinox Aspect Core Diversified Strat C EQACX 2.07 -1.48 2.86 -2.47 --- ---
Equinox Aspect Core Diversified Strat I EQAIX 2.15 -0.63 3.15 -1.55 --- ---
Equinox Chesapeake Strategy I EQCHX 1.67 9.71 1.41 4.72 8.27 10.11
Equinox Crabel Strategy I EQCRX 1.10 -7.92 -0.48 -7.64 -1.91 ---
Equinox IPM Systematic Macro I EQIPX -0.29 3.13 0.00 0.32 --- ---
Altegris Futures Evolution Strategy A EVOAX 1.57 2.18 3.20 0.73 5.15 5.81
Altegris Futures Evolution Strategy C EVOCX 1.42 1.50 2.95 -0.06 4.37 5.01
Altegris Futures Evolution Strategy I EVOIX 1.49 2.37 3.27 0.97 5.41 6.07
Altegris Futures Evolution Strategy N EVONX 1.47 2.08 3.20 0.74 5.15 5.80
Goldman Sachs Managed Futs Strat R GFFRX 0.20 1.80 0.59 2.11 5.39 1.05
Goldman Sachs Managed Futs Strat Inv GFIRX 0.19 2.05 0.68 2.55 5.90 1.55
GuidePath® Managed Futures Strat Instl GIFMX 2.79 3.03 3.88 1.45 --- ---
Goldman Sachs Managed Futs Strat A GMSAX 0.19 1.88 0.59 2.28 5.62 1.30
Goldman Sachs Managed Futs Strat C GMSCX 0.10 1.23 0.41 1.54 4.82 0.52
Goldman Sachs Managed Futs Strat Instl GMSSX 0.19 2.24 0.67 2.75 6.04 1.70
GuidePath® Managed Futures Strat Svc GPMFX 2.58 2.46 3.55 0.77 --- ---
Insignia Macro A IGMFX 0.74 -2.84 -0.93 -3.34 0.07 ---
Insignia Macro I IGMLX 0.74 -2.84 -0.93 -3.28 0.13 ---
LoCorr Long/Short Commodity Strats A LCSAX 0.11 2.62 8.29 -3.81 6.58 5.44
LoCorr Long/Short Commodity Strats C LCSCX 0.11 1.90 8.18 -4.49 5.75 4.62
LoCorr Long/Short Commodity Strats I LCSIX 0.21 2.81 8.45 -3.48 6.83 5.70
LoCorr Macro Strategies A LFMAX 1.70 0.67 3.10 -0.68 4.51 3.92
LoCorr Macro Strategies C LFMCX 1.53 0.12 2.86 -1.39 3.76 3.14
LoCorr Macro Strategies I LFMIX 1.68 0.89 3.06 -0.45 4.79 4.19
LoCorr Market Trend A LOTAX 1.06 -10.39 0.58 -7.00 2.78 ---
LoCorr Market Trend C LOTCX 1.08 -2.47 0.39 -7.63 2.04 ---
LoCorr Market Trend I LOTIX 1.16 -1.69 0.67 -6.67 3.06 ---
Aspen Managed Futures Strategy A MFBPX -0.50 -7.80 -1.23 -4.98 -1.90 0.38
Aspen Managed Futures Strategy I MFBTX -0.49 -7.78 -1.21 -5.05 -1.84 0.62
Altegris Managed Futures Strategy A MFTAX 1.58 -0.71 3.08 -1.15 2.29 0.74
Altegris Managed Futures Strategy C MFTCX 1.52 -1.35 2.81 -1.95 1.50 -0.02
Arrow Managed Futures Strategy A MFTFX 9.79 3.61 2.93 -3.74 1.50 0.10
Altegris Managed Futures Strategy I MFTIX 1.56 -0.59 3.04 -1.00 2.51 0.98
Arrow Managed Futures Strategy Instl MFTNX 9.80 3.84 2.89 -3.48 1.73 0.39
Altegris Managed Futures Strategy O MFTOX 1.58 -0.71 3.08 -1.13 2.29 ---
Arrow Managed Futures Strategy C MFTTX 8.82 2.92 1.79 -4.48 0.78 -0.63
Equinox MutualHedge Futures Strategy A MHFAX 1.98 -2.25 -0.48 -1.07 3.31 1.80
Equinox MutualHedge Futures Strategy C MHFCX 2.05 -2.81 -0.62 -1.68 2.59 1.07
Equinox MutualHedge Futures Strategy I MHFIX 2.08 -2.00 -0.36 -0.80 3.62 2.09
PIMCO TRENDS Managed Futures Strat A PQTAX -0.11 -0.26 2.01 0.38 -0.36 ---
PIMCO TRENDS Managed Futures Strat C PQTCX -0.22 -0.86 1.77 -0.54 -1.10 ---
PIMCO TRENDS Managed Futures Strat D PQTDX -0.11 -0.32 1.95 0.32 -0.35 ---
PIMCO TRENDS Managed Futures Strat Instl PQTIX -0.11 0.15 2.20 0.79 0.05 ---
PIMCO TRENDS Managed Futures Strat P PQTPX -0.11 0.00 2.15 0.63 -0.11 ---
AQR Managed Futures Strategy HV I QMHIX 1.40 -6.24 1.16 -13.39 -0.65 ---
AQR Managed Futures Strategy HV N QMHNX 1.41 -6.39 1.05 -13.57 -0.92 ---
AQR Managed Futures Strategy HV R6 QMHRX 1.51 -6.02 1.16 -13.28 -0.54 ---
Rational Dynamic Momentum A RDMAX 0.75 -0.78 1.35 -3.25 --- ---
Rational Dynamic Momentum C RDMCX 0.71 -1.36 1.14 -3.85 --- ---
Rational Dynamic Momentum I RDMIX 0.79 -0.58 1.43 -2.97 --- ---
Guggenheim Managed Futures Strategy I RYIFX 0.65 5.30 5.08 2.92 -0.34 0.30
Guggenheim Managed Futures Strategy P RYMFX 0.61 5.34 4.95 2.93 -0.50 0.10
Guggenheim Managed Futures Strategy A RYMTX 0.67 5.13 5.02 2.67 -0.57 0.06
Guggenheim Managed Futures Strategy C RYMZX 0.56 4.52 4.76 1.93 -1.31 -0.69
Steben Managed Futures Strategy A SKLAX 2.17 0.41 3.66 1.13 1.90 ---
Steben Managed Futures Strategy C SKLCX 2.12 -0.10 3.54 0.41 1.17 ---
Steben Managed Futures Strategy I SKLIX 2.25 0.71 3.74 1.32 2.17 ---
Steben Managed Futures Strategy N SKLNX 2.17 0.51 3.77 1.12 1.94 ---
Salient Trend A SPTAX 7.68 0.85 -2.13 -10.63 -1.19 ---
Salient Trend C SPTCX 7.55 0.12 -2.40 -11.25 -1.93 ---
Salient Trend I SPTIX 7.52 0.85 -2.13 -10.41 -0.98 ---
Superfund Managed Futures Strategy I SUPIX 4.75 16.01 7.41 10.46 -0.14 ---
Superfund Managed Futures Strategy A SUPRX 4.66 15.69 7.33 10.09 -0.41 ---
TFS Hedged Futures TFSHX -0.19 1.35 -2.14 0.96 1.61 -0.43
Altegris GSA Trend Strategy A TRNAX 2.64 -6.70 3.21 --- --- ---
Altegris GSA Trend Strategy I TRNIX 2.75 -6.50 3.43 --- --- ---
Altegris GSA Trend Strategy N TRNNX 2.64 -6.70 3.32 --- --- ---
Catalyst Time Value Trading A TVTAX 0.59 7.45 1.67 7.45 --- ---
Catalyst Time Value Trading C TVTCX 0.61 6.82 1.47 6.68 --- ---
Catalyst Time Value Trading I TVTIX 0.71 7.66 1.78 7.80 --- ---
Longboard Managed Futures Strategy A WAVEX 2.12 8.62 3.07 6.12 7.46 ---
Longboard Managed Futures Strategy I WAVIX 2.18 8.81 3.21 6.44 7.72 5.34