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MFTNX: ARROW MANAGED FUTURES STRATEGY FUND ARROW MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS SHARES (MUTUAL FUND)
Basic Info 5.95 0.06(1.00%) January 14
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (14%) |
Start Date: | 03/22/2012 |
Last Dividend Date: | 10/30/2023 |
12-Mo. Yield | 0.00% |
Expenses | 1.52% |
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Performance Analytics (As of 01/10/2025)
Not up-to-date? TryLast 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/22/2012 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.2 | 4.0 | 5.7 | 13.7 | 7.5 | 4.5 | 3.4 | 7.1 | -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 | 61.15 | 0.12 | 0.48 | 0.25 | 0.14 | 0.12 | 0.17 | -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 | 0.0 | 25.0 | 25.0 | 25.0 | 35.5 | 35.5 | 25.0 | 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 | 10.6 | 21.1 | 21.5 | 21.3 | 21.5 | 19.2 | 21.2 | 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 | 82.98 | 0.04 | 3.55 | 0.98 | 0.47 | 0.39 | 0.05 | -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 | 0.94 | -0.02 | 0.05 | 0.03 | 0.02 | 0.01 | -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 | 0.08 | 0.62 | 0.03 | 0.05 | 0.06 | 0.06 | 0.65 | 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 | 0.01 | 0.14 | 0.0 | 0.0 | 0.0 | 0.0 | 0.15 | 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 | 0.0 | 17.6 | 10.5 | 7.1 | N/A | 0.0 | 9.3 | 44.2 | 2.5 | 0.0 | 19.2 | 6.3 | 2.6 | 7.9 | 1.4 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -100.0 | 136.1 | 23.6 | N/A | N/A | -100.0 | -77.4 | 1685.2 | N/A | -100.0 | 132.2 | 174.3 | -71.5 | 447.3 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/22/2012
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