361 Managed Futures Strategy Fund Class IAMFZX

11.18
0.00 / 0.00%
10.91 - 11.69--
NAV in USDNAV change52-week range3-yr sharpe ratio

As of market close Jul 10 2014.

Total returns on $10,000

As of Jun 30 2014.Fund performance

Objective

The investment seeks positive absolute returns that have a low correlation to the returns of broad stock and bond markets. The Advisor employs a set of quantitative models to make investment decisions. Using a combination of market inputs, these models systematically identify when to purchase and sell specific investments for the fund. The Advisor uses these models for the purpose of seeking to achieve favorable returns for the Managed Futures Fund from short-term movements in various U.S. and foreign markets. The fund is non-diversified.

Profile

Fund typeOpen Ended Investment Company
Investment style (bonds)
Credit Quality: Mid
Interest-Rate Sensitivity: Ltd
Morningstar categoryManaged Futures
Launch date20/12/2011
Price currencyUSD
DomicileUnited States
SymbolAMFZX
Manager & start date
Blaine Rollins
20/12/2011
Brian Cunningham
20/12/2011
Thomas Florence
20/12/2011
Jeremy Frank
20/12/2011

Investment

Pricing frequencyDaily
Total net assets
416.57m USDAs of Jun 30 2014
Net expense ratio2.09%
Front end load--
Deferred load--
Redemption fee2.00%
Min. initial investment100,000 USD
Min. additional investment--
Initial IRA100,000 USD
Additional IRA--
Available for saleUnited States

Diversification

Asset type

Cash
78.22%
US bond
17.09%
Non-US bond
4.14%
Other
0.55%
US stock
0.00%
Non-US stock
0.00%

Top 5 sectors

Cash & Equivalents
78.77%
Government
10.99%
Corporate Bond
5.91%
Agency Mortgage-Backed
1.73%
Government Related
1.19%

Top 5 Regions

Regional weighting data is unavailable.

Sector and region weightings are calculated using only long position holdings of the portfolio.

Sector & regional holdings

Top 5 holdings

Company1 year
change
Portfolio
weight
Long
allocation
Fidelity® Instl MM Fds Money Mkt I0.00%75.67%
iShares 1-3 Year Treasury Bond
SHY:PCQ:USD
+0.30%8.95%
PIMCO Enhanced Short Maturity ETF
MINT:PCQ:USD
+0.15%7.54%
iShares 1-3 Year Credit Bond
CSJ:PCQ:USD
+0.81%3.41%
iShares MBS
MBB:PCQ:USD
+3.78%1.89%
Data delayed at least 15 minutes, as of Apr 30 2014.Top 10 holdings

The performance data shown in tables and graphs on this page is calculated in USD of the fund / index / average (as applicable), on a Bid To Bid / Nav to Nav basis, with gross dividends re-invested on ex-dividend date. Past performance is not necessarily a guide to future performance; unit prices may fall as well as rise.

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