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
US63872T7292
63872T729
Jul 30, 2010
$100,000
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 -3.62% year-to-date (YTD) and -5.17% in the last 12 months. Over the past 10 years, AlphaSimplex Managed Futures Strategy Fund Class Y had an annualized return of 3.37%, while the S&P 500 had an annualized return of 11.13%, indicating that AlphaSimplex Managed Futures Strategy Fund Class Y did not perform as well as the benchmark.
ASFYX
-3.62%
-0.23%
-13.57%
-5.17%
6.61%
3.37%
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Monthly Returns
The table below presents the monthly returns of ASFYX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.00% | 4.61% | 3.56% | 2.63% | -0.99% | -3.78% | -1.76% | -6.11% | 1.46% | -4.76% | -3.62% | ||
| 2023 | -0.88% | 1.77% | -9.56% | 1.71% | 1.05% | 2.08% | -0.71% | -1.95% | 3.24% | 0.51% | -6.65% | -0.65% | -10.33% |
| 2022 | 2.79% | 3.10% | 11.47% | 10.06% | -1.08% | 6.60% | -5.68% | 5.10% | 8.60% | -0.61% | -6.81% | -0.69% | 35.76% |
| 2021 | -0.39% | 4.20% | 0.94% | 2.41% | 2.09% | -2.04% | 0.54% | -0.81% | -2.09% | 4.09% | -7.49% | 2.64% | 3.54% |
| 2020 | 0.11% | 0.64% | 6.26% | -0.10% | -2.80% | -1.34% | 5.00% | 0.89% | -3.05% | -0.20% | 3.35% | 4.55% | 13.60% |
| 2019 | -2.87% | -0.58% | 5.98% | 3.88% | -0.42% | 1.26% | 1.87% | 6.92% | -2.66% | -3.03% | -0.30% | -0.79% | 9.00% |
| 2018 | 6.39% | -9.50% | -1.09% | -0.92% | -1.64% | 0.52% | -0.21% | 4.35% | -4.57% | -6.14% | -2.22% | 2.72% | -12.59% |
| 2017 | 0.10% | 2.24% | -1.79% | -0.71% | 0.10% | -2.44% | 2.92% | 1.52% | -0.50% | 4.32% | 0.67% | 0.35% | 6.78% |
| 2016 | 5.87% | 1.82% | -1.34% | -2.62% | -2.23% | 4.18% | 1.55% | -3.95% | -4.02% | -4.38% | -0.71% | 0.83% | -5.47% |
| 2015 | 7.54% | 1.44% | 2.41% | -3.49% | -1.91% | -5.50% | 2.63% | -1.92% | 1.40% | -1.29% | 2.42% | -4.20% | -1.20% |
| 2014 | -3.02% | 1.21% | -0.40% | 1.96% | 3.85% | 1.33% | 0.66% | 5.22% | 0.80% | -0.61% | 6.98% | 2.71% | 22.28% |
| 2013 | 0.55% | -0.11% | 2.63% | 6.82% | -3.69% | -1.97% | 1.37% | -2.40% | 1.92% | 4.30% | 1.21% | 1.89% | 12.75% |
Expense Ratio
ASFYX has a high expense ratio of 1.47%, indicating higher-than-average management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ASFYX is 1, indicating that it is in the bottom 1% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 provided a 1.02% dividend yield over the last twelve months, with an annual payout of $0.09 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.09 | $0.09 | $3.34 | $0.61 | $0.35 | $0.52 | $0.12 | $0.01 | $0.00 | $0.53 | $1.50 | $0.00 |
Dividend yield | 1.02% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.64% | 0.00% |
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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $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 | $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 | $3.34 |
| 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 | $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 | $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 | $0.52 |
| 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 | $0.12 |
| 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 | $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 | $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 | $0.53 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.41 | $1.50 |
| 2013 | $0.00 | $0.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 27.99%, occurring on Nov 7, 2018. Recovery took 619 trading sessions.
The current AlphaSimplex Managed Futures Strategy Fund Class Y drawdown is 21.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.99% | Apr 16, 2015 | 900 | Nov 7, 2018 | 619 | Apr 27, 2021 | 1519 |
| -23.32% | Oct 17, 2022 | 514 | Oct 31, 2024 | — | — | — |
| -19.74% | 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 |
| -8.63% | 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 2.92%, 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.