Below are rankings for six liquid alternative categories based on year-to-date returns. In two cases, alternative global macro and alternative long/short equity, the gap between the top-performing fund and the worst performer reaches almost 50 percentage points and 45 percentage points, respectively, highlighting the importance of the manager behind the strategy.
Absolute Return
| Top 10 |
Portfolio net assets ($M) |
Year-to-date return |
1-year return |
3-year return |
5-year return |
Expense ratio* |
| Columbia Absolute Return Currency & Inc Fund I (RVAIX) |
$47.9 |
17.82% |
16.30% |
4.96% |
3.35% |
1.33% |
| ATAC Inflation Rotation Investor (ATACX) |
$92.2 |
14.15% |
9.60% |
7.28% |
N/A |
2.14% |
| Schooner Hedged Alternative Income Fund Inst (SHAIX) |
$92.6 |
10.81% |
N/A |
N/A |
N/A |
1.49% |
| Parametric Absolute Return Fund Inst (EOAIX) |
$35.6 |
7.07% |
4.42% |
0.69% |
2.53% |
1.20% |
| AQR Style Premia Alternative Fund I (QSPIX) |
$1,283.1 |
4.16% |
10.96% |
N/A |
N/A |
2.61% |
| AllianzGI Structured Return Fund Institutional (AZIIX) |
$77.0 |
3.17% |
7.01% |
N/A |
N/A |
0.99% |
| Pimco Mortgage Opportunities Fund Institutional (PMZIX) |
$1,602.6 |
2.93% |
3.05% |
N/A |
N/A |
0.61% |
| Columbia Mortgage Opportunities Fund A (CLMAX) |
$209.1 |
2.44% |
2.60% |
N/A |
N/A |
1.00% |
| AQR Style Premia Alternative LV Fund I (QSLIX) |
$98.3 |
2.26% |
5.50% |
N/A |
N/A |
1.06% |
| Federated Absolute Return Fund A (FMAAX) |
$262.8 |
1.39% |
5.36% |
3.23% |
1.47% |
1.54% |
| Bottom 5 |
|
|
|
|
|
|
| Newmark Risk-Managed Opportunistic Fund (NEWRX) |
$5.7 |
-15.70% |
-0.97% |
-4.39% |
-7.58% |
2.10% |
| RESQ Dynamic Allocation Fund A (RQEAX) |
$49.7 |
-12.86% |
-8.25% |
N/A |
N/A |
2.75% |
| Federated Managed Volatility Strategy Portfolio (FMVPX) |
$1.9 |
-12.17% |
N/A |
N/A |
N/A |
0.06% |
| WBI Absolute Return Dividend Income Fund Inst (WBDIX) |
$7.5 |
-11.39% |
-10.23% |
N/A |
N/A |
1.52% |
| Superfund Managed Futures Strategy Fund A (SUPRX) |
$4.8 |
-10.81% |
-12.79% |
N/A |
N/A |
3.28% |
| Classification total/average |
$40,808.5 |
-2.49% |
-0.54% |
2.20% |
1.36% |
|
| BofA Merrill Lynch 3 Month T Bills Total Return Index |
|
0.02% |
0.02% |
0.06% |
0.07% |
|
Alternative Event Driven
| Top 10 |
Portfolio net assets ($M) |
Year-to-date return |
1-year return |
3-year return |
5-year return |
Expense ratio* |
| SilverPepper Merger Arbitrage Inst (SPAIX) |
$6.1 |
4.87% |
6.47% |
N/A |
N/A |
2.56% |
| Kellner Merger Fund Institutional (GAKIX) |
$117.7 |
2.94% |
4.29% |
4.33% |
N/A |
2.61% |
| Gabelli ABC Fund AAA (GABCX) |
$1,352.4 |
1.97% |
3.25% |
3.22% |
3.17% |
0.58% |
| Touchstone Arbitrage Fund Y (TMAYX) |
$125.6 |
1.10% |
2.29% |
N/A |
N/A |
2.21% |
| Fidelity Event Driven Opportunities Fund (FARNX) |
$177.8 |
0.81% |
15.79% |
N/A |
N/A |
1.18% |
| Fidelity Event Driven Opportunities A (FCHSX) |
$6.6 |
0.78% |
15.66% |
N/A |
N/A |
1.60% |
| Touchstone Merger Arbitrage Fund A (TMGAX) |
$212.4 |
0.66% |
2.36% |
1.40% |
N/A |
2.54% |
| Gabelli Enterprise Mergers & Acquisitions Fund A (EMAAX) |
$190.5 |
0.54% |
5.08% |
5.68% |
4.79% |
1.66% |
| Guggenheim Event Dr/Distrsd Strat Fund I (RYDTX) |
$8.2 |
0.19% |
1.73% |
3.44% |
3.69% |
1.66% |
| Driehaus Event Driven Fund (DEVDX) |
$239.5 |
0.02% |
-1.27% |
N/A |
N/A |
1.80% |
| Bottom 5 |
|
|
|
|
|
|
| AlphaCentric Smart Money Fund A (SMRTX) |
$0.4 |
-18.69% |
-12.73% |
N/A |
N/A |
1.51% |
| Arbitrage Event-Driven Fund I (AEDNX) |
$369.1 |
-6.65% |
-7.54% |
-0.55% |
0.81% |
2.06% |
| Visium Event Driven Fund Institutional (VIDIX) |
$23.1 |
-6.17% |
-3.30% |
N/A |
N/A |
2.63% |
| Ramius Event Driven Equity Fund I (REDIX) |
$16.3 |
-4.26% |
-0.73% |
N/A |
N/A |
2.03% |
| Quaker Event Arbitrage Fund A (QEAAX) |
$102.0 |
-3.70% |
3.38% |
4.09% |
1.66% |
1.99% |
| Classification total/average |
$9,609.2 |
-1.67% |
1.85% |
2.41% |
2.30% |
|
| HFRX Event Driven Index |
|
-4.18% |
-4.91% |
1.88% |
0.92% |
|
Alternative Global Macro
| Top 10 |
Portfolio net assets ($M) |
Year-to-date return |
1-year return |
3-year return |
5-year return |
Expense ratio* |
| Catalyst Macro Strategy Fund C (MCXCX) |
$117.3 |
35.05% |
33.61% |
N/A |
N/A |
3.07% |
| LJM Preservation and Growth I (LJMIX) |
$143.4 |
11.19% |
3.78% |
N/A |
N/A |
2.24% |
| Pioneer Flexible Opportunities Fund Y (PMYRX) |
$768.9 |
2.94% |
7.89% |
6.23% |
6.47% |
0.94% |
| Payden Strategic Income Fund Investor (PYSGX) |
$136.5 |
2.23% |
2.04% |
N/A |
N/A |
0.80% |
| Oppenheimer Fundamental Alternatives Fund A (QVOPX) |
$858.8 |
2.09% |
4.01% |
5.20% |
3.36% |
2.11% |
| Vivaldi Orinda Macro Opportunities Fund A (OMOAX) |
$29.0 |
2.06% |
5.10% |
1.20% |
N/A |
3.28% |
| AQR Global Macro Fund I (QGMIX) |
$86.0 |
1.91% |
4.09% |
N/A |
N/A |
1.51% |
| SEI Inst Inv Dynamic Asset Allocation Fund A (SDLAX) |
$1,798.6 |
1.90% |
14.07% |
15.97% |
13.57% |
0.66% |
| GMO Special Opportunities Fund VI (GSOFX) |
$778.8 |
1.53% |
7.17% |
N/A |
N/A |
1.46% |
| Cornerstone Advisors Public Alternatives Fund Inst (CAALX) |
$477.9 |
1.37% |
4.66% |
4.39% |
N/A |
2.01% |
| Bottom 5 |
|
|
|
|
|
|
| Investment Partners Opportunities Fund A (IPOFX) |
$6.0 |
-14.10% |
-15.97% |
-4.23% |
-3.83% |
3.19% |
| Whitebox Tactical Opportunities Fund Institutional (WBMIX) |
$503.3 |
-13.94% |
-16.13% |
-1.22% |
N/A |
2.52% |
| Morgan Creek Tactical Allocation Fund I (MIGTX) |
$31.4 |
-12.77% |
-10.34% |
N/A |
N/A |
3.34% |
| Toews Hedged Core L Fund (THLGX) |
$73.1 |
-12.26% |
-9.47% |
6.62% |
4.74% |
1.25% |
| AB All Market Real Return Port 1 (AMTOX) |
$523.0 |
-12.22% |
-19.26% |
-8.59% |
-4.36% |
1.14% |
| Classification total/average |
$116,013.1 |
-3.56% |
-1.97% |
1.69% |
3.08% |
|
| BofA Merrill Lynch 3 Month T Bills Total Return Index |
|
0.02% |
0.02% |
0.06% |
0.07% |
|
Alternative Managed Futures
| Top 10 |
Portfolio Net Assets ($M) |
Year to Date return |
1-year return |
3-year return |
5-year return |
Expense ratio* |
| Goldman Sachs Managed Futures Strategy Fund A (GMSAX) |
$117.0 |
9.20% |
14.53% |
1.62% |
N/A |
1.72% |
| Catalyst Hedged Futures Strategy Fund A (HFXAX) |
$1,753.7 |
7.64% |
2.01% |
N/A |
N/A |
2.35% |
| TFS Hedged Futures Fund (TFSHX) |
$17.1 |
7.55% |
5.93% |
-0.75% |
N/A |
1.95% |
| Longboard Managed Futures Strategy Fund I (WAVIX) |
$452.8 |
5.13% |
18.63% |
7.49% |
N/A |
3.00% |
| LoCorr Market Trend Fund A (LOTAX) |
$720.3 |
4.46% |
20.77% |
N/A |
N/A |
2.26% |
| AQR Managed Futures Strategy HV Fund I (QMHIX) |
$510.3 |
3.65% |
22.03% |
N/A |
N/A |
1.68% |
| Equinox BlueCrest Systematic Macro Fund I (EBCIX) |
$55.8 |
3.43% |
6.67% |
N/A |
N/A |
0.79% |
| Credit Suisse Managed Futures Strategy Fund I (CSAIX) |
$99.5 |
2.74% |
9.86% |
6.85% |
N/A |
1.30% |
| AQR Managed Futures Strategy Fund I (AQMIX) |
$9,715.6 |
2.73% |
14.63% |
8.85% |
3.88% |
1.26% |
| Transamerica Managed Futures Strategy I2 (N/A) |
$327.4 |
2.49% |
14.19% |
8.56% |
3.63% |
1.46% |
| Bottom 5 |
|
|
|
|
|
|
| Direxion Indexed Managed Futures Strategy A (DXMAX) |
$44.0 |
-16.76% |
-6.38% |
-2.69% |
N/A |
1.45% |
| Princeton Futures Strategy Fund I (PFFNX) |
$67.7 |
-9.40% |
-7.20% |
-3.81% |
-3.85% |
1.97% |
| Salient Trend Fund I (SPTIX) |
$62.0 |
-8.73% |
12.73% |
N/A |
N/A |
1.48% |
| Steben Managed Futures Strategy Fund I (SKLIX) |
$81.2 |
-7.80% |
-1.95% |
N/A |
N/A |
1.76% |
| Equinox Campbell Strategy Fund I (EBSIX) |
$1,227.8 |
-7.56% |
2.28% |
N/A |
N/A |
0.90% |
| Classification total/average |
$21,672.9 |
-1.45% |
5.40% |
2.51% |
0.37% |
|
| S&P Diversified Trends Indicator Total Return Index |
|
-5.25% |
-3.47% |
1.14% |
-1.53% |
|
Alternative Multistrategy
| Top 10 |
Portfolio net assets ($M) |
Year-to-date return |
1-year return |
3-year return |
5-year return |
Expense Ratio |
| WHV/Acuity Tactical Credit Long/Short Fund I (WHAIX) |
$42.0 |
6.48% |
N/A |
N/A |
N/A |
1.44% |
| Infinity Q Diversified Alpha Fund A (IQDAX) |
$66.3 |
6.32% |
7.58% |
N/A |
N/A |
2.20% |
| AQR Multi-Strategy Alternative Fund I (ASAIX) |
$2,119.4 |
5.53% |
11.31% |
6.44% |
N/A |
3.67% |
| Blackstone Alternative Multi-Manager Fund I (BXMMX) |
$1,330.5 |
2.91% |
4.10% |
N/A |
N/A |
3.28% |
| Blackstone Alternative Multi-Strategy Fund I (BXMIX) |
$2,936.9 |
2.69% |
4.04% |
N/A |
N/A |
3.20% |
| Abbey Capital Futures Strategy Fund I (ABYIX) |
$253.0 |
1.98% |
12.13% |
N/A |
N/A |
1.99% |
| BMO Alternative Strategies Fund A (BMATX) |
$35.8 |
1.59% |
N/A |
N/A |
N/A |
2.75% |
| Stadion Alternative Income Fund A (TACFX) |
$52.5 |
1.55% |
1.23% |
N/A |
N/A |
1.61% |
| Wells Fargo Advantage Alternative Strategies Inst (WAITX) |
$148.2 |
1.07% |
5.09% |
N/A |
N/A |
2.58% |
| Lazard Master Alternatives Portfolio Institutional (LALTX) |
$90.6 |
1.00% |
N/A |
N/A |
N/A |
2.59% |
| Bottom 3 |
|
|
|
|
|
0.00% |
| Collins Alternative Solutions FundInst (CLLIX) |
$86.7 |
-10.45% |
-5.68% |
-0.45% |
N/A |
3.33% |
| AmericaFirst Quantitative Strategies Fund A (AFIAX) |
$49.7 |
-8.66% |
-6.44% |
3.94% |
5.98% |
1.56% |
| CVR Dynamic Allocation Fund;Institutional (CVRAX) |
$22.7 |
-6.29% |
-0.46% |
N/A |
N/A |
1.65% |
| Classification total/average |
$30,016.9 |
-1.20% |
1.59% |
2.59% |
2.91% |
|
| HFRX Equity Hedge Index |
|
-2.24% |
1.12% |
3.54% |
-0.33% |
|
Alternative Equity Market-Neutral
| Top 10 |
Portfolio net assets ($M) |
Year-to-date return |
1-year return |
3-year return |
5-year return |
Expense ratio* |
| AQR Equity Market Neutral Fund I (QMNIX) |
$108.8 |
11.89% |
19.12% |
N/A |
N/A |
1.67% |
| Invesco All Cap Market Neutral Fund A (CPNAX) |
$26.4 |
5.12% |
5.21% |
N/A |
N/A |
1.62% |
| Cognios Market Neutral Large Cap Fund Inst (COGIX) |
$16.7 |
4.95% |
4.18% |
N/A |
N/A |
3.71% |
| LS Theta Fund Institutional (LQTIX) |
$14.0 |
4.02% |
3.67% |
N/A |
N/A |
1.25% |
| Vanguard Market Neutral Fund Institutional (VMNIX) |
$446.2 |
3.93% |
5.22% |
5.72% |
4.25% |
1.54% |
| American Century Alt Market Neutral Value Fund Inv (ACVVX) |
$115.3 |
3.90% |
4.36% |
2.99% |
N/A |
3.90% |
| LMCG Global Market Neutral Fund Institutional (GMNIX) |
$77.1 |
2.78% |
2.21% |
N/A |
N/A |
2.91% |
| Eaton Vance Hedged Stock Fund A (EROAX) |
$41.4 |
2.72% |
6.94% |
7.30% |
4.72% |
1.15% |
| Zacks Market Neutral Fund A (ZMNAX) |
$9.0 |
2.10% |
5.92% |
-0.44% |
1.09% |
4.26% |
| TFS Market Neutral Fund (TFSMX) |
$765.3 |
1.58% |
3.84% |
2.95% |
3.48% |
8.40% |
| Bottom 5 |
|
|
|
|
|
|
| Navigator Sentry Managed Volatility Fund I (NVXIX) |
$37.7 |
-17.97% |
-27.62% |
N/A |
N/A |
1.50% |
| Gotham Neutral Fund Institutional (GONIX) |
$756.0 |
-8.30% |
-8.76% |
N/A |
N/A |
3.18% |
| Pimco RAE Fundamental Advantage PLUS Fund Inst (PFATX) |
$1,525.4 |
-6.06% |
-5.87% |
-0.23% |
1.02% |
0.90% |
| Pimco RAE Worldwide Fundamental Adv PLUS Fund Inst (PWWIX) |
$1,548.9 |
-5.26% |
-7.08% |
N/A |
N/A |
0.99% |
| JPMorgan Research Market Neutral Fund Inst (JPMNX) |
$674.3 |
-3.35% |
-1.30% |
0.94% |
-0.26% |
3.20% |
| Classification total/average |
$22,578.9 |
-0.21% |
0.66% |
1.77% |
1.90% |
|
| BofA Merrill Lynch 3 Month T Bills Total Return Index |
|
0.02% |
0.02% |
0.06% |
0.07% |
|
Alternative Active Extension
| Top 5 |
Portfolio net assets ($M) |
Year-to-date return |
1-year return |
3-year return |
5-year return |
Expense ratio* |
| MainStay U.S. Equity Opportunities Fund I (MYCIX) |
$733.6 |
2.75% |
16.35% |
18.82% |
16.17% |
2.27% |
| American Century Disciplined Growth Plus Fund A (ACDQX) |
$48.2 |
1.18% |
14.08% |
16.30% |
N/A |
2.06% |
| Glenmede Total Market Portfolio (GTTMX) |
$96.2 |
-1.10% |
11.50% |
16.96% |
13.47% |
1.85% |
| Convergence Core Plus Fund Institutional (MARNX) |
$221.8 |
-1.72% |
9.85% |
13.31% |
14.56% |
2.24% |
| BlackRock Event Driven Equity Fund Institutional (BILPX) |
$24.4 |
-2.12% |
10.41% |
12.57% |
12.82% |
1.51% |
| Bottom 5 |
|
|
|
|
|
|
| Philadelphia Investment Partners New Generation Fund (PIPGX) |
$8.4 |
-11.38% |
-12.75% |
-2.69% |
N/A |
3.40% |
| JPMorgan U.S. Research Equity Plus Fund A (JEPAX) |
$3.1 |
-7.15% |
4.79% |
12.99% |
11.93% |
2.23% |
| Nuveen Large Cap Core Plus Fund I (NLPIX) |
$103.0 |
-4.95% |
6.63% |
N/A |
N/A |
2.15% |
| UBS U.S. Defensive Equity Fund A (BEAAX) |
$15.3 |
-4.41% |
5.27% |
11.64% |
9.82% |
2.15% |
| American Century Core Equity Plus Fund A (ACPQX) |
$156.2 |
-4.13% |
6.05% |
14.24% |
N/A |
2.02% |
| Classification total/average |
$12,936.4 |
-3.35% |
7.41% |
13.20% |
13.07% |
|
| S&P 500 Total Return Index |
|
-1.09% |
9.12% |
14.32% |
13.58% |
|
Alternative Long/Short Equity
| Top 10 |
Portfolio net assets ($M) |
Year-to-date return |
1-year return |
3-year return |
5-year return |
Expense ratio* |
| Turner Medical Sciences Long/Short Fund Inst (TMSEX) |
$137.0 |
18.52% |
14.64% |
14.34% |
N/A |
3.35% |
| AQR Long-Short Equity Fund I (QLEIX) |
$266.1 |
10.95% |
20.97% |
N/A |
N/A |
1.36% |
| Burnham Financial Long/Short Fund A (BURFX) |
$171.7 |
10.12% |
20.56% |
16.26% |
11.20% |
2.30% |
| JPMorgan Opportunistic Equity Long/Short Fund Sel (JOEQX) |
$79.7 |
9.24% |
19.85% |
N/A |
N/A |
2.08% |
| Turner Titan II Fund Institutional (TSPEX) |
$61.6 |
8.20% |
8.35% |
4.41% |
3.36% |
2.76% |
| Barrow Long/Short Opportunity Fund Institutional (BFSLX) |
$12.2 |
7.98% |
8.26% |
N/A |
N/A |
1.74% |
| 361 Global Long/Short Equity Fund I (AGAZX) |
$104.1 |
6.14% |
N/A |
N/A |
N/A |
2.08% |
| Caldwell & Orkin Market Opportunity Fund (COAGX) |
$146.5 |
5.95% |
11.83% |
5.53% |
5.41% |
2.66% |
| Otter Creek Long/Short Opportunity Fund Inst (OTTRX) |
$128.5 |
5.83% |
4.29% |
N/A |
N/A |
2.53% |
| Prudential Long-Short Equity Fund Z (PLHZX) |
$60.0 |
5.57% |
10.00% |
N/A |
N/A |
2.12% |
| Bottom 5 |
|
|
|
|
|
|
| CMG Tactical Futures Strategy Fund I (SCOIX) |
$8.2 |
-26.05% |
-29.47% |
-11.47% |
N/A |
2.23% |
| Catalyst Hedged Insider Buying Fund A (STVAX) |
$8.2 |
-17.01% |
-17.68% |
-3.14% |
N/A |
1.87% |
| Biondo Focus Fund Investor (BFONX) |
$24.8 |
-15.82% |
-7.79% |
17.71% |
7.63% |
2.66% |
| Wasatch Long/Short Fund Investor (FMLSX) |
$1,037.0 |
-12.42% |
-10.19% |
1.28% |
3.48% |
1.53% |
| Catalyst Insider Long/Short Fund A (CIAAX) |
$10.4 |
-12.01% |
-15.83% |
-1.71% |
N/A |
4.12% |
| Classification total/average |
$37,125.2 |
-1.98% |
3.03% |
5.28% |
5.20% |
|
| S&P 500 Total Return Index |
|
-1.09% |
9.12% |
14.32% |
13.58% |
|
Alternative Credit Focus
| Top 10 |
Portfolio net assets ($M) |
Year-to-date return |
1-year return |
3-year return |
5-year return |
Expense ratio* |
| Arrow Alternative Solutions A (ASFFX) |
$89.9 |
4.83% |
4.47% |
0.97% |
0.53% |
1.81% |
| Virtus Strategic Income Fund I (VISBX) |
$28.1 |
3.14% |
2.69% |
N/A |
N/A |
1.16% |
| Calvert Unconstrained Bond Fund I (CUBIX) |
$23.0 |
2.19% |
2.47% |
N/A |
N/A |
0.70% |
| Babson Global Credit Income Opportunities Fund Y (BXIYX) |
$86.4 |
2.06% |
-0.22% |
N/A |
N/A |
0.95% |
| Forward Credit Analysis Long/Short Fund Inv (FLSRX) |
$99.2 |
1.98% |
2.96% |
-1.19% |
1.42% |
1.84% |
| Scout Unconstrained Bond Fund Institutional (SUBFX) |
$1,565.5 |
1.79% |
0.64% |
1.06% |
N/A |
0.50% |
| Western Asset Macro Opportunities Fund I (LAOIX) |
$721.0 |
1.79% |
0.98% |
N/A |
N/A |
1.35% |
| Navigator Tactical Fixed Income Fund I (NTBIX) |
$306.8 |
1.50% |
-0.13% |
N/A |
N/A |
1.80% |
| Pioneer Dynamic Credit Fund Y (RCRYX) |
$439.5 |
1.33% |
-1.33% |
2.23% |
N/A |
0.85% |
| Payden Absolute Return Bond Fund Investor (PYARX) |
$57.3 |
1.08% |
N/A |
N/A |
N/A |
0.70% |
| Bottom 5 |
|
|
|
|
|
|
| Highland Opportunistic Credit Fund Z (HNRZX) |
$72.9 |
-17.98% |
-20.11% |
N/A |
N/A |
0.90% |
| Virtus Alternative Income Solution Fund A (VAIAX) |
$37.8 |
-5.39% |
-6.08% |
N/A |
N/A |
2.71% |
| Palmer Square Long/Short Credit Fund A (PCHAX) |
$21.3 |
-5.24% |
N/A |
N/A |
N/A |
1.86% |
| Fortress Long/Short Credit Fund I (LPLIX) |
$5.5 |
-4.27% |
-5.07% |
-2.87% |
N/A |
1.45% |
| Hatteras Long/Short Debt Fund Institutional (HFINX) |
$267.1 |
-4.09% |
-6.36% |
-0.42% |
N/A |
2.96% |
| Classification total/average |
$115,991.3 |
-0.83% |
-1.67% |
1.16% |
2.46% |
|
| BofA Merrill Lynch 3 Months T Bills Total Return Index |
|
0.02% |
0.02% |
0.06% |
0.07% |
|
Alternative Currency Strategies
| Top 5 |
Portfolio net assets ($M) |
Year-to-date return |
1-year return |
3-year return |
5-year return |
Expense ratio* |
| Leland Currency Strategy FundI (GHCIX) |
$4.2 |
6.20% |
17.28% |
N/A |
N/A |
1.54% |
| ProFunds Rising US Dollar ProFund Investor (RDPIX) |
$54.6 |
2.99% |
8.33% |
3.52% |
1.54% |
1.78% |
| FX Strategy Fund I (FXFIX) |
$33.4 |
2.63% |
14.33% |
5.49% |
N/A |
3.25% |
| Merk Asian Currency Fund Investor (MEAFX) |
$20.2 |
-2.88% |
-4.61% |
-1.73% |
-0.97% |
1.30% |
| PF Currency Strategies P |
$131.8 |
-2.92% |
-3.08% |
N/A |
N/A |
0.90% |
| Bottom 5 |
|
|
|
|
|
|
| Templeton Hard Currency Fund A (ICPHX) |
$107.4 |
-7.88% |
-11.96% |
-5.83% |
-3.11% |
1.15% |
| Eaton Vance Currency Income Advantage Fund I (ECIIX) |
$1.1 |
-7.84% |
-10.35% |
N/A |
N/A |
1.10% |
| Merk Hard Currency Fund Investor (MERKX) |
$134.7 |
-7.48% |
-10.81% |
-5.98% |
-3.17% |
1.30% |
| Lord Abbett Emerging Markets Currency Fund A (LDMAX) |
$510.9 |
-7.01% |
-11.79% |
-4.83% |
-2.71% |
0.98% |
| Pimco Emerging Markets Currency Fund Institutional (PLMIX) |
$4,946.6 |
-4.69% |
-10.77% |
-4.27% |
-2.45% |
0.85% |
| Classification total/average |
$6,259.5 |
-3.08% |
-2.93% |
-2.37% |
-1.53% |
|
| Barclays Global Aggregate ex G4 Currency Total Return Index |
|
-5.48% |
-8.47% |
-3.47% |
0.26% |
|
Dedicated Short Bias
| Top 10 |
Portfolio net assets ($M) |
Year-to-date return |
1-year return |
3-year return |
5-year return |
Expense ratio* |
| ProFunds UltraShort Latin America;Investor (UFPIX) |
$14.8 |
55.16% |
110.91% |
26.42% |
10.55% |
1.78% |
| ProFunds UltraShort Emerging Markets ProFund Inv (UVPIX) |
$18.8 |
22.49% |
41.13% |
0.42% |
-3.05% |
1.78% |
| Rydex Inverse Emerging Markets 2x Strategy Fund H (RYWYX) |
$67.8 |
21.04% |
38.23% |
0.28% |
N/A |
1.73% |
| ProFunds Short Precious Metals ProFund Service (SPPSX) |
$22.0 |
8.94% |
24.10% |
21.48% |
10.61% |
2.78% |
| ProFunds Short Oil & Gas ProFund Investor (SNPIX) |
$9.4 |
8.59% |
8.93% |
-4.41% |
-10.28% |
1.78% |
| Leuthold Grizzly Short Fund (GRZZX) |
$244.2 |
3.95% |
-6.71% |
-13.12% |
-14.44% |
3.36% |
| RiverPark Structural Alpha Fund Instl (RSAIX) |
$17.9 |
1.19% |
3.73% |
N/A |
N/A |
1.75% |
| Direxion Monthly Small Cap Bear 2x Fund Inv (DXRSX) |
$9.2 |
0.55% |
-25.38% |
-28.84% |
-28.49% |
1.35% |
| Rydex Inverse Russell 2000 Strategy Fund H (RYSHX) |
$28.0 |
0.49% |
-13.65% |
-15.38% |
-15.74% |
1.71% |
| ProFunds Short Small-Cap ProFund Investor (SHPIX) |
$29.3 |
-0.14% |
-14.26% |
-16.03% |
-16.54% |
1.78% |
| Bottom 5 |
|
|
|
|
|
|
| ProFunds UltraShort Japan ProFund Investor (UKPIX) |
$2.2 |
-20.86% |
-44.05% |
-49.12% |
-35.16% |
1.78% |
| ProFunds UltraShort NASDAQ-100 ProFund Investor (USPIX) |
$10.2 |
-14.73% |
-32.67% |
-34.35% |
-34.75% |
1.78% |
| Rydex Inverse NASDAQ-100 2x Strategy Fund H (RYVNX) |
$24.1 |
-14.09% |
-31.93% |
-33.91% |
-34.52% |
1.83% |
| ProFunds UltraShort International ProFund Investor (UXPIX) |
$47.8 |
-10.04% |
-15.24% |
-20.91% |
-20.04% |
1.78% |
| ProFunds UltraShort China ProFund Investor (UHPIX) |
$4.8 |
-9.77% |
-14.50% |
-30.09% |
-20.15% |
1.78% |
| Classification total/average |
$3,882.0 |
-0.35% |
-8.83% |
-17.42% |
-19.11% |
|
| S&P 500 Total Return Index |
|
-1.09% |
9.12% |
14.32% |
13.58% |
|
Assets as of Sept. 30, returns as of Oct. 13. Funds closed to new investors have been omitted for the top 10 grouping. Rankings are based on unrounded figures. Three- and five-year returns are annualized. In case of multiple share classes, the oldest share class is listed. N/A = not available (fund has been in operating for less than the year indicated). *Net prospectus
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