AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX)
The adviser expected that no more than 25% of the fund's total assets would be dedicated to initial and variation margin payments relating to the fund's derivative transactions. The advisor expects that the fund will invest at least 75% of its total assets in the money market and other short-term, high-quality securities under normal market conditions. The fund will concentrate its investments in the financial services industry, which means it will normally invest at least 25% of its total assets in securities and other obligations of issuers.
Fund Info
ISIN | US63872T7292 |
---|---|
CUSIP | 63872T729 |
Issuer | Blackrock |
Inception Date | Jul 30, 2010 |
Category | Systematic Trend |
Min. Investment | $100,000 |
Home Page | www.im.natixis.com |
Asset Class | Alternatives |
Expense Ratio
The AlphaSimplex Managed Futures Strategy Fund Class Y has a high expense ratio of 1.47%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AlphaSimplex Managed Futures Strategy Fund Class Y, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
AlphaSimplex Managed Futures Strategy Fund Class Y had a return of 9.76% year-to-date (YTD) and 6.07% in the last 12 months. Over the past 10 years, AlphaSimplex Managed Futures Strategy Fund Class Y had an annualized return of 6.30%, while the S&P 500 had an annualized return of 10.55%, indicating that AlphaSimplex Managed Futures Strategy Fund Class Y did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 9.76% | 6.30% |
1 month | 2.77% | -3.13% |
6 months | 2.10% | 19.37% |
1 year | 6.07% | 22.56% |
5 years (annualized) | 10.06% | 11.65% |
10 years (annualized) | 6.30% | 10.55% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.00% | 4.61% | 3.56% | |||||||||
2023 | 3.24% | 0.51% | -6.65% | -0.65% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
AlphaSimplex Managed Futures Strategy Fund Class Y(ASFYX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
AlphaSimplex Managed Futures Strategy Fund Class Y granted a 0.90% dividend yield in the last twelve months. The annual payout for that period amounted to $0.09 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.09 | $0.09 | $3.34 | $0.61 | $0.35 | $0.52 | $0.12 | $0.01 | $0.00 | $0.53 | $1.49 |
Dividend yield | 0.90% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.52% |
Monthly Dividends
The table displays the monthly dividend distributions for AlphaSimplex Managed Futures Strategy Fund Class Y. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.00 | |||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 |
2022 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.31 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 |
2019 | $0.00 | $0.02 | $0.01 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 |
2018 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
2015 | $0.00 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 |
2014 | $0.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.40 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the AlphaSimplex Managed Futures Strategy Fund Class Y. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AlphaSimplex Managed Futures Strategy Fund Class Y was 28.00%, occurring on Nov 7, 2018. Recovery took 619 trading sessions.
The current AlphaSimplex Managed Futures Strategy Fund Class Y drawdown is 10.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-28% | Apr 16, 2015 | 900 | Nov 7, 2018 | 619 | Apr 27, 2021 | 1519 |
-20.52% | Oct 17, 2022 | 314 | Jan 17, 2024 | — | — | — |
-19.75% | May 2, 2011 | 393 | Nov 21, 2012 | 435 | Aug 15, 2014 | 828 |
-12.52% | Jun 15, 2022 | 39 | Aug 10, 2022 | 31 | Sep 23, 2022 | 70 |
-8.64% | Jun 3, 2021 | 126 | Nov 30, 2021 | 50 | Feb 10, 2022 | 176 |
Volatility
Volatility Chart
The current AlphaSimplex Managed Futures Strategy Fund Class Y volatility is 2.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.