Find A Portfolio/Ticker
Comparison Box
MFTNX: ARROW MANAGED FUTURES STRATEGY FUND ARROW MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS SHARES (MUTUAL FUND)
Basic Info 6.83 0.08(1.16%) April 22
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (17%) |
Start Date: | 03/22/2012 |
Last Dividend Date: | 10/30/2023 |
12-Mo. Yield | 31.06% |
Expenses | 1.52% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/22/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -3.7 | 27.9 | 20.3 | 18.8 | 13.2 | 6.7 | 4.8 | -13.7 | 55.8 | 4.0 | -3.9 | 15.8 | -19.4 | 19.4 | -6.3 | 0.4 | 4.8 | -0.2 | -6.5 |
Sharpe Ratio | NA | 6.58 | 0.99 | 0.73 | 0.56 | 0.28 | 0.21 | -0.73 | 3.06 | 0.16 | -0.23 | 0.69 | -0.67 | 0.98 | -0.35 | 0.03 | 0.75 | -0.06 | -1.28 |
Draw Down(%) | NA | 5.9 | 21.1 | 21.1 | 27.0 | 35.5 | 35.5 | 20.9 | 14.6 | 16.6 | 21.3 | 19.9 | 35.5 | 14.0 | 22.0 | 7.1 | 6.5 | 4.8 | 9.7 |
Standard Deviation(%) | NA | 20.0 | 20.3 | 22.7 | 21.2 | 20.8 | 19.1 | 24.7 | 17.9 | 24.1 | 18.0 | 20.7 | 31.2 | 19.1 | 18.9 | 14.6 | 6.5 | 4.3 | 6.6 |
Treynor Ratio | NA | 1.64 | 0.48 | 1.85 | 5.98 | 1.44 | 1.04 | -0.82 | -2.81 | 0.04 | 0.73 | -0.51 | -0.43 | 0.1 | 0.16 | -0.02 | 2.04 | -0.02 | 2.05 |
Alpha | NA | 0.3 | 0.05 | 0.07 | 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 | -0.01 | -0.03 |
Beta | NA | 0.8 | 0.42 | 0.09 | 0.02 | 0.04 | 0.04 | 0.22 | -0.19 | 1.0 | -0.06 | -0.28 | 0.49 | 1.86 | -0.4 | -0.19 | 0.02 | 0.12 | -0.04 |
RSquared | NA | 0.21 | 0.06 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.07 | 0.31 | 0.01 | 0.03 | 0.07 | 0.42 | 0.08 | 0.04 | 0.0 | 0.1 | 0.01 |
Yield(%) | N/A | 0.0 | 9.8 | 17.8 | 13.8 | 7.6 | N/A | 9.2 | 44.2 | 2.4 | 0.0 | 19.3 | 6.3 | 2.6 | 8.0 | 1.5 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -77.5 | 91.8 | 198.1 | N/A | N/A | -77.5 | 1740.0 | N/A | -100.0 | 134.5 | 175.0 | -71.8 | 446.2 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/22/2012
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Managed Futures Asset Class Trend Rankings |
Top Rated Funds in Managed Futures
Best Mutual Funds
- RYMTX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS A) 0.23% (100%)
- GMSCX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS C) 0.0% (93%)
- AQMIX (AQR MANAGED FUTURES STRATEGY FUND CLASS I) 0.32% (90%)
- AMFAX (ASG MANAGED FUTURES STRATEGY FUND CLASS A) 0.30% (83%)
- EVOAX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS) 0.75% (77%)
- EVOCX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS) 0.75% (73%)
- EVOIX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS I FUNDS) 0.76% (70%)
- LCSAX (LOCORR LONG/SHORT COMMODITIES STRATEGY FUND CLASS A) 0.0% (63%)
- LFMAX (LOCORR MACRO STRATEGIES FUND CLASS A) 0.12% (53%)
- MFTTX (ARROW MANAGED FUTURES STRATEGY FUND ARROW MANAGED FUTURES STRATEGY FUND CLASS C SHARES) 1.31% (43%)