FS Managed Futures Fund (FMFFX)
The investment seeks to provide positive absolute returns with low correlation to traditional investments. The fund seeks to achieve its investment objective by allocating its assets across a broad spectrum of Alternative Investment Strategies. It may provide exposure to alternative strategies across the five major asset classes (commodities, currencies, fixed income, equities and credit). The strategy will normally be implemented through rules-based strategies that typically use historical price data to determine whether to take a long, short, or cash position in a given instrument.
Fund Info
US00775Y6115
Dec 30, 2018
$1,000,000
Expense Ratio
FMFFX features an expense ratio of 0.51%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FS Managed Futures Fund, 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
FMFFX
N/A
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^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of FMFFX, 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% | 4.48% | 3.98% | 0.88% | 0.19% | -3.11% | -2.81% | -8.25% | 0.90% | -4.08% | |||
| 2023 | -0.63% | 2.52% | -5.73% | 1.30% | 0.54% | 3.52% | -0.82% | -0.83% | 1.47% | 1.65% | -4.47% | -0.32% | -2.19% |
| 2022 | 0.58% | 2.03% | 4.64% | 2.71% | -1.41% | 2.32% | -2.53% | 1.61% | 6.00% | 1.41% | -3.12% | 1.00% | 15.92% |
| 2021 | 0.39% | 0.68% | 0.96% | 1.14% | 2.53% | -1.01% | 0.37% | -0.46% | -1.94% | 4.43% | -5.78% | 2.26% | 3.25% |
| 2020 | 2.01% | -1.87% | 11.04% | 0.00% | -0.72% | -0.00% | 0.09% | -0.73% | -0.64% | -1.66% | 0.66% | 2.43% | 10.46% |
| 2019 | -1.90% | -1.02% | 3.91% | 0.30% | -0.20% | 1.09% | 0.98% | 2.13% | -3.80% | -0.99% | -0.50% | 0.05% | -0.15% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FMFFX is 0, meaning it’s performing worse than 100% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for FS Managed Futures Fund (FMFFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
FS Managed Futures Fund provided a 3.45% dividend yield over the last twelve months, with an annual payout of $0.30 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|
| Dividend | $0.30 | $0.00 | $0.78 | $0.08 | $0.65 | $0.03 |
Dividend yield | 3.45% | 0.00% | 8.17% | 0.73% | 6.34% | 0.35% |
Monthly Dividends
The table displays the monthly dividend distributions for FS Managed Futures Fund. 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 | $0.30 | $0.30 | ||
| 2023 | $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 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 | $0.78 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.65 |
| 2019 | $0.03 | $0.03 |
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 FS Managed Futures Fund. 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 FS Managed Futures Fund was 18.10%, occurring on Aug 5, 2024. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.1% | May 29, 2024 | 47 | Aug 5, 2024 | — | — | — |
| -12.23% | Mar 9, 2023 | 7 | Mar 17, 2023 | 254 | Mar 21, 2024 | 261 |
| -6.86% | Nov 4, 2022 | 23 | Dec 7, 2022 | 58 | Mar 3, 2023 | 81 |
| -6.33% | Apr 7, 2020 | 153 | Nov 11, 2020 | 61 | Feb 10, 2021 | 214 |
| -6.21% | Nov 2, 2021 | 21 | Dec 1, 2021 | 62 | Mar 2, 2022 | 83 |
Volatility
Volatility Chart
The current FS Managed Futures Fund volatility is 0.28%, 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.