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MFTFX: ARROW MANAGED FUTURES STRATEGY FUND ARROW MANAGED FUTURES STRATEGY FUND CLASS A SHARES (MUTUAL FUND)
Basic Info 6.85 0.04(0.59%) April 26
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (27%) |
Start Date: | 06/02/2010 |
Last Dividend Date: | 10/30/2023 |
12-Mo. Yield | 31.34% |
Expenses | 1.52% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/02/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.0 | 30.7 | 21.7 | 18.2 | 12.5 | 6.7 | 3.6 | -13.6 | 55.3 | 3.8 | -4.1 | 15.2 | -19.6 | 19.1 | -6.5 | 0.1 | 4.8 | -0.7 | -12.0 | -6.6 | 5.5 |
Sharpe Ratio | NA | 6.45 | 0.88 | 0.7 | 0.52 | 0.27 | 0.16 | -0.72 | 3.04 | 0.16 | -0.24 | 0.67 | -0.67 | 0.97 | -0.36 | 0.0 | 0.74 | -0.17 | -1.93 | -0.82 | 1.15 |
Draw Down(%) | NA | 5.9 | 21.1 | 21.1 | 27.3 | 35.6 | 35.6 | 21.1 | 14.5 | 16.7 | 21.6 | 19.9 | 35.6 | 14.3 | 22.0 | 7.2 | 6.6 | 4.9 | 14.3 | 13.4 | 6.2 |
Standard Deviation(%) | NA | 19.6 | 20.4 | 22.8 | 21.1 | 20.8 | 18.0 | 24.8 | 17.8 | 24.1 | 17.8 | 20.7 | 31.3 | 19.2 | 18.7 | 14.6 | 6.4 | 4.4 | 6.3 | 8.0 | 8.2 |
Treynor Ratio | NA | 1.77 | 0.42 | 1.63 | 4.52 | 1.34 | 0.98 | -0.81 | -2.84 | 0.04 | 0.76 | -0.5 | -0.43 | 0.1 | 0.16 | 0.0 | 11.04 | -0.05 | 3.16 | 1.05 | 1.64 |
Alpha | NA | 0.27 | 0.04 | 0.06 | 0.05 | 0.03 | 0.02 | -0.08 | 0.16 | -0.08 | -0.01 | 0.09 | -0.06 | -0.07 | 0.0 | 0.01 | 0.02 | -0.02 | -0.05 | -0.02 | 0.03 |
Beta | NA | 0.71 | 0.42 | 0.1 | 0.02 | 0.04 | 0.03 | 0.22 | -0.19 | 1.03 | -0.06 | -0.28 | 0.49 | 1.86 | -0.41 | -0.19 | 0.0 | 0.14 | -0.04 | -0.06 | 0.06 |
RSquared | NA | 0.18 | 0.06 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.07 | 0.33 | 0.01 | 0.03 | 0.07 | 0.42 | 0.08 | 0.04 | 0.0 | 0.13 | 0.01 | 0.03 | 0.01 |
Yield(%) | N/A | 0.0 | 10.0 | 17.5 | 13.1 | 7.5 | N/A | 9.4 | 44.4 | 2.3 | 0.0 | 18.9 | 5.9 | 2.4 | 7.9 | 1.1 | 0.0 | 0.0 | 0.0 | 0.2 | 2.1 |
Dividend Growth(%) | N/A | -100.0 | -77.4 | 98.9 | 216.0 | N/A | N/A | -77.4 | 1857.1 | N/A | -100.0 | 145.1 | 183.3 | -74.3 | 600.0 | N/A | N/A | N/A | -100.0 | -90.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/02/2010
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