Managed Futures

These funds primarily trade liquid global futures, options, swaps, and foreign exchange contracts, both listed and over-the-counter. A majority of these funds follow trend-following, price-momentum strategies. Other strategies included in this category are systematic mean-reversion, discretionary global macro strategies, commodity index tracking, and other futures strategies. More than 60% of the fund's exposure is invested through derivative securities. These funds obtain exposure primarily through derivatives; the holdings are largely cash instruments. Morningstar®

361 Managed Futures Strategy Fund (AMFQX)

Performance (1-yr.): 6.01% Expenses: 2.40%
Performance (1-mo.): 2.96% Total Assets: $212.03M
See all details for AMFQX »

Altegris Futures Evolution Strategy Fund (EVOAX)

Performance (1-yr.): 4.03% Expenses: 2.25%
Performance (1-mo.): 3.49% Total Assets: $319.24M
See all details for EVOAX »

Altegris Macro Strategy Fund (MCRAX)

Performance (1-yr.): 9.88% Expenses: 2.24%
Performance (1-mo.): 1.49% Total Assets: $319.27M
See all details for MCRAX »

Altegris Managed Futures Strategy Fund (MFTAX)

Performance (1-yr.): 0.21% Expenses: 2.17%
Performance (1-mo.): 1.48% Total Assets: $887.69M
See all details for MFTAX »

AQR Managed Futures Strategy Fund (AQMIX)

Performance (1-yr.): 12.10% Expenses: 1.40%
Performance (1-mo.): 4.17% Total Assets: $3.39B
See all details for AQMIX »

Arrow Managed Futures Stragegy Fund (MFTFX)

Performance (1-yr.): 3.67% Expenses: 1.54%
Performance (1-mo.): 0.58% Total Assets: $43.26M
See all details for MFTFX »

Aspen Managed Futures Strategy Fund (MFBPX)

Performance (1-yr.): 3.80% Expenses: 1.82%
Performance (1-mo.): 0.54% Total Assets: $124.05M
See all details for MFBPX »

Compass EMP Commodity Long/Short Strategies Fund (CCNAX)

Performance (1-yr.): Expenses: 1.61%
Performance (1-mo.): 0.64% Total Assets: $22.88M
See all details for CCNAX »

Credit Suisse Managed Futures Strategy Fund (CSAAX)

Performance (1-yr.): Expenses: 1.95%
Performance (1-mo.): 2.13% Total Assets: $25.78M
See all details for CSAAX »

Direxion Indexed Managed Futures Strategy Fund (DXMAX)

Performance (1-yr.): 5.00% Expenses: 1.45%
Performance (1-mo.): 2.08% Total Assets: $82.82M
See all details for DXMAX »
Advertisement
Top Performing Managed Futures Funds as of 05.03.2013

Salient Trend Fund (SPTAX)

Total Return: 10.62%

Natixis ASG Managed Futures Strategy Fund (AMFAX)

Total Return: 7.14%

Equinox Campbell Strategy Fund (EBSAX)

Total Return: 5.65%

Transamerica Managed Futures Strategy Fund

Total Return: 12.13%

AQR Managed Futures Strategy Fund (AQMIX)

Total Return: 12.10%

Equinox Eclipse Strategy Fund (EECIX)

Total Return: 9.04%

AQR Managed Futures Strategy Fund (AQMIX)

Total Return: 2.92%

MutualHedge Frontier Legends Fund (MHFAX)

Total Return: 2.06%

Dunham Alternative Strategy Fund (DNASX)

Total Return: 1.43%

* annualized