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The Best Macro Trading Mutual Funds

The table below compares the performance and other essential indicators like dividend yield and expense ratio of 23 Macro Trading mutual funds.

Click on any fund in the list to see complete information, including risk and performance analysis.

Year-to-Date Return

< 0.0%
—
> 10.0%

10-Year Annualized Return

< 0.0%
—
> 10.0%

Sharpe Ratio

< 0.0
—
> 0.1

Omega ratio

< 0.0
—
> 0.1

Sortino ratio

< 0.0
—
> 0.1

Calmar ratio

< 0.0
—
> 0.1

Ulcer Index

< 0.0%
—
> 10.0%

10Y Volatility

< 0.0%
—
> 10.0%

Maximum Drawdown

< 0.0%
—
> 10.0%

Dividend Yield

< 0.0%
—
> 10.0%
SymbolFull nameCategoryInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
ACXAXCatalyst Income and Multi-Strategy FundMacro TradingAug 12, 20152.25%N/AN/AN/AN/AN/A
AVGRXBNY Mellon Dynamic Total Return FundMacro TradingMay 1, 20061.15%3.3%3.0%1.5%-48.3%0.5
BNAYXUBS Dynamic Alpha FundMacro TradingJan 26, 20051.10%N/AN/AN/AN/AN/A
CGFIXabrdn Global Absolute Return Strategies FundMacro TradingOct 31, 19900.78%0.9%0.7%7.4%-20.4%0.4
DNAVXDunham Dynamic Macro FundMacro TradingApr 28, 20101.88%15.5%2.3%0.0%-17.7%1.7
DVRIXMFS Global Alternative Strategy FundMacro TradingDec 19, 20071.05%8.2%2.8%0.6%-39.6%1.6
EBSAXCampbell Systematic Macro Fund Class A SharesMacro TradingMar 4, 20132.00%1.3%4.9%1.4%-30.8%-0.2
EBSIXCampbell Systematic Macro Fund Class I SharesMacro TradingMar 4, 20131.75%1.7%5.2%1.8%-30.1%-0.1
FARYXFulcrum Diversified Absolute Return FundMacro TradingJul 30, 20151.04%-1.8%N/A0.0%-13.6%-0.5
GBLMXAstor Macro Alternative FundMacro TradingJun 21, 20151.75%-0.2%N/A2.0%-13.3%0.6
GMSHXInvesco Macro Allocation Strategy FundMacro TradingSep 25, 20121.16%0.7%1.4%0.0%-17.2%0.2
GPAIXGrant Park Multi Alternative Strategies FundMacro TradingDec 30, 20131.43%0.1%N/A2.7%-17.2%-0.3
GSMFXGMO SGM Major Markets FundMacro TradingOct 2, 20111.01%N/AN/AN/AN/AN/A
JDJIXJHancock Diversified Macro FundMacro TradingJul 28, 20191.39%5.6%N/A10.7%-14.9%0.2
MBXAXCatalyst/Millburn Hedge Strategy FundMacro TradingDec 27, 20152.18%1.7%N/A7.4%-31.8%0.3
OTRFXOnTrack Core FundMacro TradingJan 14, 20132.58%1.8%4.0%0.2%-9.7%0.2
PCBAXBlackRock Tactical Opportunities FundMacro TradingDec 28, 19881.08%4.2%3.2%8.2%-40.9%0.9
PDMYXPutnam Multi-Asset Absolute Return FundMacro TradingDec 22, 20080.68%N/AN/AN/AN/AN/A
QALTXQuantified Alternative Investment FundMacro TradingAug 8, 20131.33%-0.5%22.9%1.7%-22.9%-0.1
QGMIXAQR Macro Opportunities FundMacro TradingApr 7, 20141.20%-3.9%N/A7.8%-12.0%-0.2

1–20 of 23

Risk vs. Return Scatterplot

The Risk vs. Return Scatterplot allows you to quickly compare funds, stocks, and ETFs in one view. It displays the yearly return of an instrument on one axis and the risk (volatility) on the other.
0%Annualized Volatility0%Annualized Return

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