| Category Average Return | 9.7% | 6.6% | -7.4% | ||||||||||||||||||||||||||||
| Fund Name | Ticker | Summary | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| ABR Dynamic Short Volatility Fund + | ABRSX | 4.6% | 38.8% | -34.1% | |
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The fund seeks to profit from investing in long term volatility trend in the stock market. Volatility as tracked by the S&P VIX index, has been in a long term declining trend between 2006 and 2019. The fund adjusts its long and short exposure using a daily rebalancing based on its model. The model determines the low, medium or high volatility environments and allocates long exposure to U.S. Treasuries and short exposures to VIX Index and ETPs and occasionally to cash. |
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| ABR Dynamic Short Volatility Fund | ABRJX | 4.6% | 38.3% | -34.3% | |
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The fund seeks to profit from investing in long term volatility trend in the stock market. Volatility as tracked by the S&P VIX index, has been in a long term declining trend between 2006 and 2019. The fund adjusts its long and short exposure using a daily rebalancing based on its model. The model determines the low, medium or high volatility environments and allocates long exposure to U.S. Treasuries and short exposures to VIX Index and ETPs and occasionally to cash. |
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| Altegris Futures Evolution Strategy Fund + | EVOAX | -2% | 3.2% | -15.7% | |
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The fund seeks to protect capital by investing in fixed-income securities and generate capital appreciation following trends in commodities and financial futures markets. The multi-manager approach allocates 75% of assets to fixed-income managers with investments in investment grade, high yield and government bonds. The fund invests 25% of its assets with managers investing in financial futures of derivatives and commodities related futures. The multi-manager fund focuses on evaluation investment strategies of other managers and conducting manager due diligence. |
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| Altegris Futures Evolution Strategy Fund | EVOCX | -2.8% | 3.2% | -16.2% | |
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The fund seeks to protect capital by investing in fixed-income securities and generate capital appreciation following trends in commodities and financial futures markets. The multi-manager approach allocates 75% of assets to fixed-income managers with investments in investment grade, high yield and government bonds. The fund invests 25% of its assets with managers investing in financial futures of derivatives and commodities related futures. The multi-manager fund focuses on evaluation investment strategies of other managers and conducting manager due diligence. |
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| Altegris Futures Evolution Strategy Fund | EVOIX | -2% | 3.2% | -15.9% | |
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The fund seeks to protect capital by investing in fixed-income securities and generate capital appreciation following trends in commodities and financial futures markets. The multi-manager approach allocates 75% of assets to fixed-income managers with investments in investment grade, high yield and government bonds. The fund invests 25% of its assets with managers investing in financial futures of derivatives and commodities related futures. The multi-manager fund focuses on evaluation investment strategies of other managers and conducting manager due diligence. |
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| Altegris Futures Evolution Strategy Fund | EVONX | 0% | 3.2% | -15.7% | |
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The fund seeks to protect capital by investing in fixed-income securities and generate capital appreciation following trends in commodities and financial futures markets. The multi-manager approach allocates 75% of assets to fixed-income managers with investments in investment grade, high yield and government bonds. The fund invests 25% of its assets with managers investing in financial futures of derivatives and commodities related futures. The multi-manager fund focuses on evaluation investment strategies of other managers and conducting manager due diligence. |
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| AMG FQ Long-Short Equity Fund + | MEQFX | 23.9% | 18.4% | -11.3% | |
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The fund seeks to appreciate capital in the long-term by investing in large-size U.S. companies and managing downside risks. The fund’s investment process is systematic and driven by computer models in analyzing and selecting equities and allocating capital. The fund attempts to generate capital gains by investing or taking long positions in large-size companies with proven business models and track record of earnings and sustainable business model. The fund attempts to minimize and control downside risks by selling securities that are estimated to fall or by taking short positions. The active management style is prone to high portfolio turnover and may lead to higher tax liabilities. |
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| AMG FQ Long-Short Equity Fund | FQUAX | 23.6% | 18.4% | -11.3% | |
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The fund seeks to appreciate capital in the long-term by investing in large-size U.S. companies and managing downside risks. The fund’s investment process is systematic and driven by computer models in analyzing and selecting equities and allocating capital. The fund attempts to generate capital gains by investing or taking long positions in large-size companies with proven business models and track record of earnings and sustainable business model. The fund attempts to minimize and control downside risks by selling securities that are estimated to fall or by taking short positions. The active management style is prone to high portfolio turnover and may lead to higher tax liabilities. |
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| AQR Equity Market Neutral Fund + | QMNIX | 19.7% | -3.9% | 19.9% | |
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The fund seeks positive absolute returns by investing in companies across any size outside the United States. The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities. The strategy looks to generate returns from the potential gains from its long and short equity positions. Next, the research team invests in instruments of companies located in global developed markets, including the United States.. The team takes long positions in Instruments that are estimated to trade below their fair values and likely to increase in price. Additionally, the team takes short positions in those Instruments that are estimated to be overvalued and likely to decrease in price. The team reviews companies on the basis of value, momentum, quality and other economic indicators. Value indicators identify companies that appear cheap based on fundamental measures. Momentum indicators identify companies showing signs of improvement, whether based on prices or fundamentals. Quality indicators identify stable companies in good business health, including those with superior profitability and stable earnings. Sentiment indicators identify companies with management teams that are aligned with shareholders’ interests. Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level. The fund may invest in any one country without limit. |
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| AQR Equity Market Neutral Fund | QMNNX | 19.4% | -4.3% | 20% | |
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The fund seeks positive absolute returns by investing in companies across any size outside the United States. The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities. The strategy looks to generate returns from the potential gains from its long and short equity positions. Next, the research team invests in instruments of companies located in global developed markets, including the United States.. The team takes long positions in Instruments that are estimated to trade below their fair values and likely to increase in price. Additionally, the team takes short positions in those Instruments that are estimated to be overvalued and likely to decrease in price. The team reviews companies on the basis of value, momentum, quality and other economic indicators. Value indicators identify companies that appear cheap based on fundamental measures. Momentum indicators identify companies showing signs of improvement, whether based on prices or fundamentals. Quality indicators identify stable companies in good business health, including those with superior profitability and stable earnings. Sentiment indicators identify companies with management teams that are aligned with shareholders’ interests. Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level. The fund may invest in any one country without limit. |
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| AQR Equity Market Neutral Fund | QMNRX | 19.8% | -3.7% | 20% | |
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The fund seeks positive absolute returns by investing in companies across any size outside the United States. The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities. The strategy looks to generate returns from the potential gains from its long and short equity positions. Next, the research team invests in instruments of companies located in global developed markets, including the United States.. The team takes long positions in Instruments that are estimated to trade below their fair values and likely to increase in price. Additionally, the team takes short positions in those Instruments that are estimated to be overvalued and likely to decrease in price. The team reviews companies on the basis of value, momentum, quality and other economic indicators. Value indicators identify companies that appear cheap based on fundamental measures. Momentum indicators identify companies showing signs of improvement, whether based on prices or fundamentals. Quality indicators identify stable companies in good business health, including those with superior profitability and stable earnings. Sentiment indicators identify companies with management teams that are aligned with shareholders’ interests. Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level. The fund may invest in any one country without limit. |
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| Catalyst Hedged Commodity Strategy Fund + | CFHAX | 5.9% | -7.4% | -2.7% | |
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The fund seeks capital appreciation in the long term by investing in companies outside the United States. The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities. The strategy is intended to produce returns that are not highly positively correlated with global equity or commodity market returns. Next, the research team invests in call and put options on physical commodity futures contracts, or cash and cash equivalents, including money market funds, and directly or indirectly, through other investment funds, in other liquid investments. In addition, the team invests up to 25% of the fund’s net assets in a wholly-owned and controlled subsidiary (the Subsidiary). The Subsidiary invests the majority of its assets in options on commodities futures contracts and short-term treasuries. Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level. The fund’s sector allocations are based on option volatility pricing, seasonal dynamics and technical indicators. Also, the fund may take long or short positions in the options. |
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| Catalyst Hedged Commodity Strategy Fund | CFHCX | 5.6% | -8.1% | -3.6% | |
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The fund seeks capital appreciation in the long term by investing in companies outside the United States. The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities. The strategy is intended to produce returns that are not highly positively correlated with global equity or commodity market returns. Next, the research team invests in call and put options on physical commodity futures contracts, or cash and cash equivalents, including money market funds, and directly or indirectly, through other investment funds, in other liquid investments. In addition, the team invests up to 25% of the fund’s net assets in a wholly-owned and controlled subsidiary (the Subsidiary). The Subsidiary invests the majority of its assets in options on commodities futures contracts and short-term treasuries. Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level. The fund’s sector allocations are based on option volatility pricing, seasonal dynamics and technical indicators. Also, the fund may take long or short positions in the options. |
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| Catalyst Hedged Commodity Strategy Fund | CFHIX | 6% | -7.2% | -2.7% | |
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The fund seeks capital appreciation in the long term by investing in companies outside the United States. The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities. The strategy is intended to produce returns that are not highly positively correlated with global equity or commodity market returns. Next, the research team invests in call and put options on physical commodity futures contracts, or cash and cash equivalents, including money market funds, and directly or indirectly, through other investment funds, in other liquid investments. In addition, the team invests up to 25% of the fund’s net assets in a wholly-owned and controlled subsidiary (the Subsidiary). The Subsidiary invests the majority of its assets in options on commodities futures contracts and short-term treasuries. Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level. The fund’s sector allocations are based on option volatility pricing, seasonal dynamics and technical indicators. Also, the fund may take long or short positions in the options. |
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