- ISIN
- US0427658754
- CUSIP
- 042765875
- Issuer
- Arrow Funds
- Inception Date
- Apr 28, 2010
- Category
- Systematic Trend
- Min. Investment
- $5,000
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
Share Price Chart
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Performance
MFTFX Performance Chart
Arrow Managed Futures Stragegy Fund (MFTFX) is up 13.1% since the beginning of the year. MFTFX is currently trading at $7 per share. Investors who bought $1,000 worth of MFTFX shares 5 years ago would now be looking at an investment worth $1,759.
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Returns By Period
Arrow Managed Futures Stragegy Fund (MFTFX) has returned 13.07% so far this year and 46.30% over the past 12 months. Over the last ten years, MFTFX has returned 5.65% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Arrow Managed Futures Stragegy Fund
- 1D
- 0.73%
- 1M
- -2.26%
- YTD
- 13.07%
- 6M
- 13.82%
- 1Y
- 46.30%
- 3Y*
- 2.94%
- 5Y*
- 11.96%
- 10Y*
- 5.65%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
MFTFX Monthly Returns History
Based on dividend-adjusted daily data since Jun 1, 2010, MFTFX's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.
Historically, 52% of months were positive and 48% were negative. The best month was Feb 2024 with a return of +18.2%, while the worst month was Feb 2018 at -19.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.
On a daily basis, MFTFX closed higher 49% of trading days. The best single day was Jun 24, 2016 with a return of +7.2%, while the worst single day was Nov 26, 2021 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.19% | 5.64% | -6.35% | 6.63% | 0.87% | -0.86% | 13.07% | ||||||
| 2025 | 6.61% | -5.03% | -6.70% | -3.21% | -3.52% | -2.43% | 3.11% | 1.81% | 11.07% | 0.89% | 2.65% | 5.15% | 9.29% |
| 2024 | 8.21% | 18.17% | 2.99% | -1.88% | -6.50% | -4.90% | -2.82% | -3.25% | 1.24% | -8.38% | 6.29% | 0.36% | 6.87% |
| 2023 | -8.67% | 11.29% | -14.26% | 8.40% | 4.11% | 7.29% | -0.99% | -2.29% | 2.78% | -6.00% | -11.20% | -1.32% | -13.57% |
| 2022 | 8.96% | 7.31% | 13.62% | 8.24% | -1.38% | 1.75% | -5.63% | 12.53% | 6.79% | 0.75% | -8.17% | 4.29% | 57.88% |
| 2021 | -1.82% | 3.20% | 1.80% | 7.22% | 2.40% | -4.68% | -2.91% | -0.79% | 0.80% | 8.69% | -15.41% | 5.99% | 2.13% |
Benchmark Metrics
Arrow Managed Futures Stragegy Fund has an annualized alpha of 3.85%, beta of 0.07, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 01, 2010.
- This fund participated in 16.24% of S&P 500 Index downside but only 16.23% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.07 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.85%
- Beta
- 0.07
- R²
- 0.00
- Upside Capture
- 16.23%
- Downside Capture
- 16.24%
Expense Ratio
MFTFX has a high expense ratio of 1.54%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MFTFX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Arrow Managed Futures Stragegy Fund (MFTFX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MFTFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.36 | 2.78 | +1.58 |
| Martin ratioReturn relative to average drawdown | 12.29 | 12.44 | -0.14 |
Dividends
Dividend History
Arrow Managed Futures Stragegy Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $0.62 | $2.75 | $0.14 | $0.00 | $1.26 | $0.51 | $0.18 | $0.70 | $0.11 |
Dividend yield | 0.00% | 0.00% | 0.00% | 11.75% | 41.04% | 2.30% | 0.00% | 20.00% | 7.84% | 2.12% | 9.36% | 1.21% |
Monthly Dividends
The table displays the monthly dividend distributions for Arrow Managed Futures Stragegy 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $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 |
| 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 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.00 | $0.00 | $0.62 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.73 | $0.00 | $0.00 | $0.00 | $1.01 | $2.75 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Arrow Managed Futures Stragegy 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 Arrow Managed Futures Stragegy Fund was 35.70%, occurring on Dec 3, 2018. Recovery took 820 trading sessions.
The current Arrow Managed Futures Stragegy Fund drawdown is 3.76%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Rate-hike selloffLate 2018 | -35.70%Dec 2018 | 10mo 8d | 3y 3mo | 4y 1moJan 2018 - Mar 2022 |
2025 selloff2025 | -32.57%May 2025 | 1y 1mo | 9mo 17d | 1y 10moApr 2024 - Feb 2026 |
2017 bear market2017 | -30.21%Aug 2017 | 6y 3mo | 5mo 8d | 6y 8moMay 2011 - Jan 2018 |
2023 bear market2023 | -21.14%Dec 2023 | 3mo 1d | 1mo 29d | 5moSep 2023 - Feb 2024 |
2023 bear market2023 | -20.89%Mar 2023 | 15d | 5mo 25d | 6mo 10dMar 2023 - Sep 2023 |
Drawdown Indicators
| MFTFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -56.78% | +21.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.83% | -9.10% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -32.57% | -18.90% | -13.67% |
Max Drawdown (5Y)Largest decline over 5 years | -32.57% | -25.43% | -7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -35.70% | -33.92% | -1.78% |
Current DrawdownCurrent decline from peak | -3.76% | -1.80% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -16.94% | -10.71% | -6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.03% | +1.46% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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