Alternatives
Expense Ratio
- 1.29%
Dividend Yield
- 26.72%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MFTNX Arrow Managed Futures Strategy Fund Institutional Class | Systematic Trend | 40% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | Systematic Trend | 20% |
FFGCX Fidelity Global Commodity Stock Fund | Commodities | 20% |
BTC-USD Bitcoin | 5% | |
VMNIX Vanguard Market Neutral Fund Institutional Shares | Long-Short | 15% |
Performance
The chart shows the growth of $10,000 invested in Alternatives in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $39,140 for a total return of roughly 291.40%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Mar 21, 2023, the Alternatives returned -7.00% Year-To-Date and 8.43% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -3.13% | 2.92% | 2.02% | -11.46% | 5.31% | 6.69% |
| Alternatives | -8.12% | -7.00% | -5.43% | 3.48% | 7.43% | 8.43% |
| Portfolio components: | ||||||
VMNIX Vanguard Market Neutral Fund Institutional Shares | -0.49% | -0.89% | 5.71% | 6.90% | 1.29% | 1.65% |
FFGCX Fidelity Global Commodity Stock Fund | -8.41% | -9.51% | -3.97% | -12.02% | 6.02% | 3.04% |
BTC-USD Bitcoin | 13.03% | 67.80% | 42.99% | -34.08% | 16.98% | 51.99% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -10.14% | -9.44% | -11.81% | 7.82% | 5.14% | 4.34% |
MFTNX Arrow Managed Futures Strategy Fund Institutional Class | -12.50% | -14.81% | -13.95% | 5.77% | 4.45% | 2.56% |
| Returns over 1 year are annualized | ||||||
Dividends
Alternatives granted a 26.73% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 26.73% | 23.19% | 3.77% | 1.43% | 14.43% | 6.87% | 2.22% | 7.59% | 3.48% | 5.13% | 0.68% | 0.88% |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Alternatives. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Alternatives is 26.28%, recorded on Dec 13, 2018. It took 748 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.28% | Jan 29, 2018 | 319 | Dec 13, 2018 | 748 | Dec 30, 2020 | 1067 |
| -16.13% | Dec 5, 2013 | 14 | Dec 18, 2013 | 911 | Jun 16, 2016 | 925 |
| -12.76% | Mar 7, 2023 | 9 | Mar 15, 2023 | — | — | — |
| -11.48% | May 9, 2021 | 72 | Jul 19, 2021 | 92 | Oct 19, 2021 | 164 |
| -10.06% | Apr 11, 2013 | 84 | Jul 3, 2013 | 126 | Nov 6, 2013 | 210 |
| -9.62% | Jul 9, 2016 | 128 | Nov 13, 2016 | 94 | Feb 15, 2017 | 222 |
| -9.46% | Oct 21, 2021 | 61 | Dec 20, 2021 | 43 | Feb 1, 2022 | 104 |
| -8.93% | Jun 15, 2022 | 51 | Aug 4, 2022 | 54 | Sep 27, 2022 | 105 |
| -7.55% | Nov 4, 2022 | 34 | Dec 7, 2022 | 85 | Mar 2, 2023 | 119 |
| -6% | Mar 2, 2017 | 49 | Apr 19, 2017 | 22 | May 11, 2017 | 71 |
Volatility Chart
Current Alternatives volatility is 50.97%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.