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The Best Multistrategy Mutual Funds

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


Category is Multistrategy
Symbol
Full Name
Category
Inception
Expense Ratio
YTD Return
10Y Return (Annualized)
Dividend Yield

Risk / Return Rank

Max. Drawdown
Sharpe Ratio
Sortino Ratio
Omega Ratio
Martin Ratio
Calmar Ratio
Ulcer Index
Goldman Sachs Absolute Return Tracker FundMultistrategyMay 29, 20080.75%
-0.76%
4.86%
2.08%
50
John Hancock Funds Alternative Asset Allocation Fu...MultistrategyJan 1, 20090.72%
2.52%
4.05%
1.49%
85
Abbey Capital Multi Asset Fund Class IMultistrategyApr 11, 20181.79%
0.71%
11.70%
57
Morningstar Alternatives FundMultistrategyNov 1, 20181.15%
0.75%
3.39%
76
PACE Alternative Strategies InvestmentsMultistrategyApr 9, 20061.88%
-0.10%
3.49%
10.94%
77
Principal Global Multi-Strategy FundMultistrategyOct 23, 20111.63%
1.37%
4.90%
5.45%
95
AQR Diversifying Strategies FundMultistrategyJun 7, 20200.20%
3.78%
2.15%
88
AQR MS Fusion HV Fund Fund Class IMultistrategyJun 25, 20256.69%
-10.57%
0.00%
AQR MS Fusion HV Fund Fund Class NMultistrategyJun 25, 20256.94%
-10.58%
0.00%
AQR MS Fusion HV Fund Class R6MultistrategyJun 25, 20256.59%
-10.56%
0.00%
AQR MS Fusion Fund Class IMultistrategyJun 25, 20253.55%
-6.45%
0.49%
AQR MS Fusion Fund Class NMultistrategyJun 25, 20253.80%
-6.46%
0.40%
AQR MS Fusion Fund Class R6MultistrategyJun 25, 20253.45%
-6.36%
0.51%
AQR Alternative Risk Premia FundMultistrategySep 18, 20171.40%
9.02%
1.33%
81
AQR Alternative Risk Premia Fund Class NMultistrategySep 19, 20175.29%
9.02%
1.04%
79
AQR Alternative Risk Premia R6MultistrategySep 19, 20174.94%
9.06%
1.38%
76
AQR Style Premia Alternative FundMultistrategyOct 29, 20131.49%
11.10%
7.16%
2.31%
62
AQR Style Premia Alternative Fund Class NMultistrategyOct 30, 20136.14%
9.85%
6.77%
2.18%
57
AQR Style Premia Alternative R6MultistrategySep 2, 20145.79%
9.87%
7.14%
2.39%
59
Invesco Fundamental Alternatives FundMultistrategyJan 2, 19891.33%
1.38%
1.49%
0.73%
4

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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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