361 Managed Futures Strategy Fund Class IAMFZX

11.39
0.00 / 0.00%
10.91 - 11.50--
NAV in USDNAV change52-week range3-yr sharpe ratio

As of market close Nov 26 2014.

Total returns on $10,000

As of Oct 31 2014.Fund performance

Objective

The investment seeks positive absolute returns that have a low correlation to the returns of broad stock and bond markets. In pursuing its investment objective, the fund will primarily seek to establish both long and short positions in futures contracts on various U.S. and foreign equity indices. It will be required to use a portion of its assets as margin for the fund's futures positions. The fund is non-diversified.

Profile

Fund typeOpen Ended Investment Company
Investment style (bonds)
Credit Quality: High
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
Randall Bauer
01/10/2014

Investment

Pricing frequencyDaily
Total net assets
465.31m USDAs of Oct 31 2014
Net expense ratio1.98%
Front end load--
Deferred load--
Redemption fee--
Min. initial investment100,000 USD
Min. additional investment--
Initial IRA100,000 USD
Additional IRA--
Available for saleUnited States

Diversification

Asset type

Cash
77.54%
US bond
14.04%
Other
6.02%
Non-US bond
2.40%
US stock
0.00%
Non-US stock
0.00%

Top 5 sectors

Cash & Equivalents
77.61%
Government
11.09%
Corporate Bond
3.45%
Asset-Backed
0.54%
Commercial Mortgage-Backed
0.39%

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%75.39%
iShares 1-3 Year Treasury Bond
SHY:PCQ:USD
+0.24%9.07%
PIMCO Enhanced Short Maturity ETF
MINT:PCQ:USD
-0.28%7.66%
iShares 0-5 Year TIPS Bond
STIP:PCQ:USD
-1.12%1.75%
PIMCO 1-5 Year U.S. TIPS ETF
STPZ:PCQ:USD
-1.35%0.80%
Data delayed at least 15 minutes, as of Jul 31 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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