Arrow Managed Futures Strategy Fund Institutional Class (MFTNX)

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The chart shows the growth of an initial investment of $10,000 in Arrow Managed Futures Strategy Fund Institutional Class, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) has returned 5.59% so far this year and 22.18% over the past 12 months. Over the last ten years, MFTNX has returned 5.39% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Mar 21, 2012, MFTNX's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, your investment would double in approximately 12.3 years.

Historically, 51% of months were positive and 49% were negative. The best month was Feb 2024 with a return of +18.0%, 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, MFTNX closed higher 49% of trading days. The best single day was Jun 24, 2016 with a return of +7.3%, while the worst single day was Nov 26, 2021 at -11.9%.

Arrow Managed Futures Strategy Fund Institutional Class has an annualized alpha of 4.65%, beta of 0.09, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since March 22, 2012.

• This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (18.69%) than losses (14.12%) — typical of diversified or defensive assets.
• Beta of 0.09 may look defensive, but with R² of 0.01 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 0.01 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.

MFTNX has a high expense ratio of 1.56%, indicating above-average management fees.

MFTNX ranks 40 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and compare them to a chosen benchmark (S&P 500 Index).

Arrow Managed Futures Strategy Fund Institutional Class provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.

The table displays the monthly dividend distributions for Arrow Managed Futures Strategy Fund Institutional Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Arrow Managed Futures Strategy Fund Institutional Class. 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 Strategy Fund Institutional Class was 35.58%, occurring on Dec 3, 2018. Recovery took 819 trading sessions.

The current Arrow Managed Futures Strategy Fund Institutional Class drawdown is 8.07%.

The chart below shows the rolling one-month volatility.