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MFTTX: ARROW MANAGED FUTURES STRATEGY FUND ARROW MANAGED FUTURES STRATEGY FUND CLASS C SHARES (MUTUAL FUND)
Basic Info 6.09 0.05(0.83%) April 24
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (43%) |
Start Date: | 05/06/2010 |
Last Dividend Date: | 10/30/2023 |
12-Mo. Yield | 33.71% |
Expenses | 1.52% |
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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 05/06/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.0 | 28.5 | 18.4 | 17.5 | 12.1 | 5.7 | 2.7 | -14.3 | 54.2 | 3.0 | -4.8 | 14.5 | -20.2 | 18.2 | -7.0 | -0.6 | 3.9 | -1.4 | -12.7 | -7.3 | 5.1 |
Sharpe Ratio | NA | 6.47 | 0.94 | 0.67 | 0.51 | 0.23 | 0.11 | -0.76 | 2.97 | 0.12 | -0.28 | 0.63 | -0.68 | 0.92 | -0.38 | -0.04 | 0.61 | -0.34 | -2.0 | -0.91 | 0.99 |
Draw Down(%) | NA | 5.9 | 21.4 | 21.4 | 27.9 | 36.1 | 36.4 | 21.2 | 14.7 | 17.1 | 21.9 | 20.2 | 36.1 | 13.7 | 22.2 | 7.4 | 7.0 | 5.3 | 14.9 | 13.7 | 6.2 |
Standard Deviation(%) | NA | 19.8 | 20.2 | 23.0 | 21.4 | 20.9 | 18.1 | 24.7 | 17.9 | 24.9 | 17.9 | 20.7 | 31.6 | 19.2 | 18.8 | 14.7 | 6.3 | 4.4 | 6.4 | 8.0 | 7.9 |
Treynor Ratio | NA | 1.6 | 0.45 | 1.57 | 4.24 | 1.16 | 0.73 | -0.84 | -2.73 | 0.03 | 0.95 | -0.47 | -0.46 | 0.1 | 0.18 | 0.03 | 1.85 | -0.11 | 2.59 | 1.21 | 2.13 |
Alpha | NA | 0.29 | 0.05 | 0.06 | 0.05 | 0.02 | 0.01 | -0.08 | 0.16 | -0.08 | -0.01 | 0.09 | -0.07 | -0.07 | 0.0 | 0.0 | 0.01 | -0.02 | -0.05 | -0.03 | 0.03 |
Beta | NA | 0.8 | 0.43 | 0.1 | 0.03 | 0.04 | 0.03 | 0.22 | -0.19 | 1.05 | -0.05 | -0.28 | 0.46 | 1.85 | -0.41 | -0.19 | 0.02 | 0.13 | -0.05 | -0.06 | 0.04 |
RSquared | NA | 0.21 | 0.06 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.07 | 0.32 | 0.01 | 0.03 | 0.06 | 0.42 | 0.08 | 0.04 | 0.0 | 0.11 | 0.01 | 0.03 | 0.01 |
Yield(%) | N/A | 0.0 | 10.3 | 17.9 | 13.2 | 7.3 | N/A | 9.7 | 46.2 | 1.6 | 0.0 | 19.1 | 5.5 | 1.9 | 7.8 | 0.7 | 0.0 | 0.0 | 0.0 | 0.0 | 1.9 |
Dividend Growth(%) | N/A | -100.0 | -78.0 | 101.2 | 243.6 | N/A | N/A | -78.0 | 2877.8 | N/A | -100.0 | 163.0 | 228.6 | -79.1 | 1016.7 | N/A | N/A | N/A | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/06/2010
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