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The Best Systematic Trend Mutual Funds

The table below compares the performance and other essential indicators like dividend yield and expense ratio of 24 Systematic Trend 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
ABYIXAbbey Capital Futures Strategy Fund Class ISystematic TrendJul 1, 20141.79%-3.1%N/A15.7%-17.1%-0.2
AHLPXAmerican Beacon AHL Managed Futures Strategy FundSystematic TrendAug 18, 20141.83%-5.7%N/A18.7%-14.5%-0.7
AMFAXAlphaSimplex Managed Futures Strategy Fund Class ASystematic TrendJul 30, 20101.72%-11.0%5.3%36.4%-28.6%-0.8
AQMIXAQR Managed Futures Strategy FundSystematic TrendJan 5, 20101.25%2.4%2.9%12.5%-26.5%0.2
ASFYXAlphaSimplex Managed Futures Strategy Fund Class YSystematic TrendJul 30, 20101.47%-10.7%5.5%36.0%-28.0%-0.8
CSAAXCredit Suisse Managed Futures Strategy Fund Class ASystematic TrendSep 28, 20121.55%-7.9%3.0%20.4%-23.4%-0.3
CSAIXCredit Suisse Managed Futures Strategy FundSystematic TrendSep 27, 20121.30%-7.7%3.3%20.4%-23.3%-0.3
EQCHXAXS Chesapeake Strategy Fund Class ISystematic TrendSep 10, 20121.91%-4.1%5.5%1.6%-33.2%-0.3
EVOIXAltegris Futures Evolution Strategy FundSystematic TrendOct 30, 20111.34%4.4%4.6%15.6%-29.6%0.5
FMFFXFS Managed Futures FundSystematic TrendDec 30, 20180.51%-2.2%N/A24.3%-23.4%-0.1
GFIRXGoldman Sachs Managed Futures Strategy FundSystematic TrendFeb 28, 20121.33%-4.2%4.0%21.0%-17.6%-0.1
GIFMXGuidePath Managed Futures Strategy FundSystematic TrendJan 18, 20161.21%-10.0%N/A28.2%-25.3%-0.8
LCSIXLoCorr Long/Short Commodity Strategies FundSystematic TrendDec 29, 20111.75%-3.6%8.1%11.2%-25.1%-0.2
LFMAXLoCorr Macro Strategies FundSystematic TrendMar 21, 20112.13%-4.2%5.0%15.0%-20.0%-0.2
LOTIXLoCorr Market Trend FundSystematic TrendJun 29, 20141.75%-6.7%N/A18.8%-28.3%-0.3
MFTFXArrow Managed Futures Stragegy FundSystematic TrendApr 28, 20101.54%-13.1%3.9%30.9%-35.7%-0.3
MFTNXArrow Managed Futures Strategy Fund Institutional ClassSystematic TrendApr 29, 20101.56%-13.2%4.1%30.6%-35.6%-0.3
PQTPXPIMCO TRENDS Managed Futures Strategy FundSystematic TrendDec 30, 20131.51%-7.5%N/A11.5%-19.5%-0.5
QMHIXAQR Managed Futures Strategy HV FundSystematic TrendJul 15, 20131.65%0.6%3.0%9.3%-39.4%0.1
RWSIXRedwood Systematic Macro Trend ("SMarT") FundSystematic TrendNov 1, 20171.30%4.3%N/A0.6%-13.1%-0.0

1–20 of 24

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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