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The table below compares the performance and other essential indicators like dividend yield and expense ratio of 26 Systematic Trend mutual funds.

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


Category: Systematic Trend
SymbolFull NameCategoryInceptionExpense RatioYTD Return10Y Return (Annualized)Dividend YieldMax. DrawdownSharpe RatioSortino RatioOmega RatioMartin RatioCalmar RatioUlcer Index
ABYAX
Abbey Capital Futures Strategy Fund Class ASystematic TrendAug 29, 20142.04%
8.05%
0.91%
Abbey Capital Futures Strategy Fund Class ISystematic TrendJul 1, 20141.79%
8.18%
1.87%
American Beacon AHL Managed Futures Strategy FundSystematic TrendAug 18, 20141.83%
10.29%
0.57%
AlphaSimplex Managed Futures Strategy Fund Class ASystematic TrendJul 30, 20101.72%
9.08%
6.12%
0.28%
AQR Managed Futures Strategy FundSystematic TrendJan 5, 20101.25%
13.05%
4.51%
7.42%
AlphaSimplex Managed Futures Strategy Fund Class YSystematic TrendJul 30, 20101.47%
9.21%
6.31%
0.90%
Credit Suisse Managed Futures Strategy Fund Class ...Systematic TrendSep 28, 20121.55%
1.31%
3.75%
0.27%
Credit Suisse Managed Futures Strategy FundSystematic TrendSep 27, 20121.30%
1.51%
4.01%
0.51%
AXS Chesapeake Strategy Fund Class ISystematic TrendSep 10, 20121.91%
6.37%
5.48%
1.71%
Altegris Futures Evolution Strategy FundSystematic TrendOct 30, 20111.34%
13.41%
5.75%
2.03%
FS Managed Futures FundSystematic TrendDec 30, 20180.51%
6.79%
0.00%
Goldman Sachs Managed Futures Strategy FundSystematic TrendFeb 28, 20121.33%
4.85%
4.64%
0.00%
GuidePath Managed Futures Strategy FundSystematic TrendJan 18, 20161.21%
9.59%
0.36%
Goldman Sachs Managed Futures Strategy Fund Class ...Systematic TrendFeb 29, 20121.54%
4.88%
4.38%
0.00%
LoCorr Long/Short Commodity Strategies FundSystematic TrendDec 29, 20111.75%
1.23%
7.27%
1.86%
LoCorr Macro Strategies FundSystematic TrendMar 21, 20112.13%
9.35%
5.13%
2.71%
LoCorr Market Trend FundSystematic TrendJun 29, 20141.75%
17.70%
2.32%
Arrow Managed Futures Stragegy FundSystematic TrendApr 28, 20101.54%
29.01%
6.53%
9.11%
Arrow Managed Futures Strategy Fund Institutional ...Systematic TrendApr 29, 20101.56%
29.03%
6.76%
9.06%
PIMCO TRENDS Managed Futures Strategy Fund Class ASystematic TrendDec 31, 20131.81%
5.30%
5.17%
0.00%

1–20 of 26

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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