PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

The Best Systematic Trend Mutual Funds

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

Category is Systematic Trend
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
ABYAX
Abbey Capital Futures Strategy Fund Class ASystematic TrendAug 29, 20142.04%
4.46%
2.58%
1.22%
46
ABYIX
Abbey Capital Futures Strategy Fund Class ISystematic TrendJul 1, 20141.79%
4.53%
2.83%
1.27%
51
AHLIX
American Beacon AHL Managed Futures Strategy Fund ...Systematic TrendAug 19, 20141.53%
7.97%
4.32%
7.64%
65
AHLPX
American Beacon AHL Managed Futures Strategy FundSystematic TrendAug 18, 20141.83%
7.83%
3.94%
7.49%
68
AMFAX
AlphaSimplex Managed Futures Strategy Fund Class ASystematic TrendJul 30, 20101.72%
6.69%
1.57%
1.72%
8
AQMIX
AQR Managed Futures Strategy FundSystematic TrendJan 5, 20101.25%
9.72%
4.43%
2.06%
93
AQMNX
AQR Managed Futures Strategy Fund Class NSystematic TrendJan 6, 20102.97%
9.49%
4.16%
1.87%
92
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class YSystematic TrendJul 30, 20101.47%
6.72%
1.88%
1.42%
9
CSAAX
Manteio Managed Futures Fund ASystematic TrendSep 28, 20121.58%
2.48%
-0.10%
2.75%
2
CSAIX
Credit Suisse Managed Futures Strategy FundSystematic TrendSep 27, 20121.30%
2.50%
0.13%
2.92%
2
EQCHX
AXS Chesapeake Strategy Fund Class ISystematic TrendSep 10, 20121.91%——0.00%—
EVOIX
Altegris Futures Evolution Strategy FundSystematic TrendOct 30, 20111.34%
4.82%
2.81%
10.11%
56
GFIRX
Goldman Sachs Managed Futures Strategy FundSystematic TrendFeb 28, 20121.33%
0.22%
2.33%
0.00%
34
GMSAX
Goldman Sachs Managed Futures Strategy Fund Class ...Systematic TrendFeb 29, 20121.54%
0.11%
2.07%
0.00%
29
LCSIX
LoCorr Long/Short Commodity Strategies FundSystematic TrendDec 29, 20111.75%
2.78%
2.75%
2.26%
6
LFMAX
LoCorr Macro Strategies FundSystematic TrendMar 21, 20112.13%
8.67%
3.85%
2.71%
91
LOTIX
LoCorr Market Trend FundSystematic TrendJun 29, 20141.75%
13.24%
3.90%
2.31%
79
MFTFX
Arrow Managed Futures Stragegy FundSystematic TrendApr 28, 20101.54%
6.05%
5.22%
0.00%
51
MFTNX
Arrow Managed Futures Strategy Fund Institutional ...Systematic TrendApr 29, 20101.56%
6.39%
5.47%
0.00%
53
PQTAX
PIMCO TRENDS Managed Futures Strategy Fund Class ASystematic TrendDec 31, 20131.81%
3.74%
3.55%
0.00%
50

Rows per page

1–20 of 31

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

Loading graphics...