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AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX)

Mutual Fund · Currency in USD · Last updated Jan 27, 2023

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

ISINUS63872T7292
CUSIP63872T729
IssuerNatixis Investment Managers
Inception DateJul 30, 2010
CategorySystematic Trend
Expense Ratio1.47%
Minimum Investment$100,000
ETF Home Pagewww.im.natixis.com
Asset ClassAlternatives

Trading Data

Previous Close$10.15
Year Range$7.78 - $11.35
EMA (50)$10.24
EMA (200)$9.96

ASFYXShare Price Chart


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ASFYXPerformance

The chart shows the growth of $10,000 invested in AlphaSimplex Managed Futures Strategy Fund Class Y in Aug 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,943 for a total return of roughly 109.43%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2023
4.41%
-1.41%
ASFYX (AlphaSimplex Managed Futures Strategy Fund Class Y)
Benchmark (^GSPC)

ASFYXCompare to other instruments

Search for stocks, ETFs, and funds to compare with ASFYX

ASFYXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-1.17%5.75%
1M-0.32%5.61%
6M1.11%0.92%
1Y33.81%-6.79%
5Y6.64%7.18%
10Y7.51%10.46%

ASFYXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20222.79%3.10%11.47%10.06%-1.07%6.60%-5.68%5.10%8.60%-0.61%-6.81%-0.76%
2021-0.39%4.20%0.94%2.41%2.09%-2.04%0.54%-0.81%-2.09%4.09%-7.49%2.62%
20200.11%0.64%6.26%-0.10%-2.80%-1.34%5.00%0.89%-3.05%-0.20%3.35%4.54%
2019-2.87%-0.58%5.98%3.88%-0.42%1.26%1.87%6.92%-2.66%-3.03%-0.30%-0.80%
20186.39%-9.50%-1.09%-0.93%-1.64%0.52%-0.21%4.35%-4.57%-6.14%-2.22%2.72%
20170.10%2.24%-1.79%-0.71%0.10%-2.44%2.92%1.52%-0.50%4.32%0.67%0.35%
20165.87%1.82%-1.34%-2.62%-2.23%4.18%1.55%-3.95%-4.02%-4.38%-0.71%0.83%
20157.54%1.44%2.41%-3.50%-1.91%-5.50%2.63%-1.92%1.40%-1.29%2.42%-4.20%
2014-3.02%1.21%-0.40%1.96%3.85%1.33%0.66%5.22%0.80%-0.62%6.99%2.68%
20130.55%-0.11%2.63%6.82%-3.69%-1.97%1.37%-2.40%1.92%4.30%1.21%1.89%
2012-0.48%0.49%-3.87%0.61%-3.42%-3.23%4.52%-1.65%-0.73%-3.69%-0.11%0.39%
20111.60%2.60%-2.26%6.94%-3.29%-4.75%4.42%-0.36%-2.17%-3.79%0.67%1.58%
20105.50%4.45%2.90%-3.17%3.19%

ASFYXSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current AlphaSimplex Managed Futures Strategy Fund Class Y Sharpe ratio is 2.12. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.00SeptemberOctoberNovemberDecember2023
2.12
-0.28
ASFYX (AlphaSimplex Managed Futures Strategy Fund Class Y)
Benchmark (^GSPC)

ASFYXDividend History

AlphaSimplex Managed Futures Strategy Fund Class Y granted a 32.87% dividend yield in the last twelve months. The annual payout for that period amounted to $3.34 per share.


PeriodTTM2022202120202019201820172016201520142013201220112010
Dividend$3.34$3.34$0.61$0.35$0.52$0.12$0.01$0.00$0.53$1.49$0.00$0.11$0.32$0.73

Dividend yield

32.87%32.48%8.05%4.79%8.02%1.99%0.10%0.01%7.86%21.97%0.00%2.32%5.72%13.27%

ASFYXMonthly 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.


JanFebMarAprMayJunJulAugSepOctNovDec
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$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.39
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2012$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05
2011$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32
2010$0.73

ASFYXDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember2023
-10.54%
-15.35%
ASFYX (AlphaSimplex Managed Futures Strategy Fund Class Y)
Benchmark (^GSPC)

ASFYXWorst Drawdowns

The table below shows the maximum drawdowns of the AlphaSimplex Managed Futures Strategy Fund Class Y. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the AlphaSimplex Managed Futures Strategy Fund Class Y is 28.00%, recorded on Nov 7, 2018. It took 619 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28%Apr 16, 2015900Nov 7, 2018619Apr 27, 20211519
-19.75%May 2, 2011393Nov 21, 2012435Aug 15, 2014828
-12.52%Jun 15, 202239Aug 10, 202231Sep 23, 202270
-12.48%Oct 17, 202264Jan 18, 2023
-8.63%Jun 3, 2021126Nov 30, 202150Feb 10, 2022176
-7.18%Nov 5, 201017Nov 30, 201064Mar 3, 201181
-5.72%May 9, 202215May 27, 20228Jun 9, 202223
-5.3%Mar 7, 20118Mar 16, 201125Apr 20, 201133
-4.67%Sep 28, 20225Oct 4, 20228Oct 14, 202213
-3.69%Oct 15, 20109Oct 27, 20106Nov 4, 201015

ASFYXVolatility Chart

Current AlphaSimplex Managed Futures Strategy Fund Class Y volatility is 12.60%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2023
12.60%
16.79%
ASFYX (AlphaSimplex Managed Futures Strategy Fund Class Y)
Benchmark (^GSPC)