Arrow Managed Futures Stragegy Fund (MFTFX)
The fund pursues its investment objective by implementing a fixed income strategy and a managed futures strategy. It executes its managed futures strategy primarily by investing up to 25% of its total assets in a wholly-owned and controlled subsidiary. It executes its fixed income strategy primarily by investing directly or indirectly through other funds in U.S. government securities, short-term, high quality fixed-income securities, money market instruments, overnight and fixed-term repurchase agreements, cash, and other cash equivalents with maturities of one year or less.
Fund Info
| ISIN | US0427658754 |
|---|---|
| CUSIP | 042765875 |
| Issuer | Arrow Funds |
| Inception Date | Apr 28, 2010 |
| Category | Systematic Trend |
| Min. Investment | $5,000 |
| Asset Class | Alternatives |
Expense Ratio
MFTFX has a high expense ratio of 1.54%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: MFTFX vs. VIGAX, MFTFX vs. FBALX, MFTFX vs. DBMF, MFTFX vs. SPY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Arrow Managed Futures Stragegy 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
Arrow Managed Futures Stragegy Fund had a return of 4.20% year-to-date (YTD) and -2.33% in the last 12 months. Over the past 10 years, Arrow Managed Futures Stragegy Fund had an annualized return of 4.33%, while the S&P 500 had an annualized return of 11.39%, indicating that Arrow Managed Futures Stragegy Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.20% | 25.48% |
| 1 month | -1.27% | 2.14% |
| 6 months | -14.29% | 12.76% |
| 1 year | -2.33% | 33.14% |
| 5 years (annualized) | 6.97% | 13.96% |
| 10 years (annualized) | 4.33% | 11.39% |
Monthly Returns
The table below presents the monthly returns of MFTFX, 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 | 8.21% | 18.17% | 2.99% | -1.88% | -6.50% | -4.90% | -2.82% | -3.25% | 1.24% | -8.38% | 4.20% | ||
| 2023 | -8.67% | 11.29% | -14.26% | 8.40% | 4.12% | 7.29% | -0.99% | -2.29% | 2.78% | -6.00% | -11.20% | -1.32% | -13.57% |
| 2022 | 8.95% | 7.31% | 13.62% | 8.24% | -1.38% | 1.75% | -5.63% | 12.54% | 6.79% | 0.75% | -8.17% | 4.30% | 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% | 6.00% | 2.13% |
| 2020 | 0.80% | -5.99% | 7.71% | 0.78% | -3.09% | -3.82% | -1.66% | 1.52% | -5.31% | -0.53% | -1.06% | 7.47% | -4.13% |
| 2019 | -3.24% | 1.79% | 10.81% | 1.70% | 1.03% | 4.45% | 4.69% | 10.70% | -11.16% | -6.05% | 2.90% | -1.22% | 15.16% |
| 2018 | 10.56% | -19.63% | -0.26% | 5.83% | -6.49% | 1.44% | -1.68% | 3.67% | 2.66% | -11.84% | -5.94% | 4.01% | -19.70% |
| 2017 | -0.80% | 5.80% | -0.89% | -0.52% | -0.90% | -3.13% | -2.70% | -0.42% | 0.00% | 14.05% | 3.05% | 5.28% | 19.10% |
| 2016 | 3.67% | 2.44% | -4.21% | -3.38% | 0.11% | 12.12% | 0.21% | -3.53% | 1.83% | -12.35% | -3.49% | 1.84% | -6.46% |
| 2015 | 3.97% | -4.14% | 3.98% | -5.14% | 1.73% | -2.61% | 6.17% | 0.22% | 0.98% | -4.77% | 5.92% | -5.22% | 0.05% |
| 2014 | 0.59% | -1.77% | 0.00% | -0.60% | -1.33% | 1.47% | -3.13% | -0.75% | 1.00% | 1.61% | 4.15% | 3.40% | 4.50% |
| 2013 | 1.06% | -1.05% | 1.65% | 0.58% | -1.62% | -0.12% | 0.00% | -1.88% | -0.36% | -0.00% | 0.24% | 1.08% | -0.47% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MFTFX 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 Arrow Managed Futures Stragegy Fund (MFTFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.62 | $2.75 | $0.14 | $0.00 | $1.26 | $0.51 | $0.19 | $0.70 | $0.11 |
Dividend yield | 0.00% | 11.76% | 41.05% | 2.31% | 0.00% | 20.02% | 7.84% | 2.12% | 9.36% | 1.20% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.62 | $0.00 | $0.00 | $0.62 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.74 | $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 |
| 2020 | $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 |
| 2019 | $0.00 | $0.01 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.00 | $0.01 | $1.26 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.00 | $0.51 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 |
| 2015 | $0.11 | $0.11 |
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 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 22.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.7% | Jan 29, 2018 | 215 | Dec 3, 2018 | 820 | Mar 8, 2022 | 1035 |
| -30.21% | May 2, 2011 | 1581 | Aug 11, 2017 | 107 | Jan 16, 2018 | 1688 |
| -25.14% | Apr 12, 2024 | 143 | Nov 4, 2024 | — | — | — |
| -21.58% | Oct 27, 2023 | 46 | Jan 3, 2024 | 30 | Feb 15, 2024 | 76 |
| -20.89% | Mar 9, 2023 | 12 | Mar 24, 2023 | 119 | Sep 14, 2023 | 131 |
Volatility
Volatility Chart
The current Arrow Managed Futures Stragegy Fund volatility is 6.41%, 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.