Performance
Trailing returns
| 1 day | +0.42% |
| |||
| 1 week | +0.63% |
| |||
| 4 week |
| -7.72% | |||
| 3 month | +2.03% |
| |||
| YTD | +5.05% |
| |||
| 1 year | +2.22% |
| |||
| 3 years* | - | ||||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +13.40% | |
| Worst 3 month return | -6.58% |
Morningstar statistics
Morningstar category: Managed Futures
Key statistics
| Total assets | 752.74M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 1.48% | |
| Management fee | - | |
| Fund family | Natixis Funds |
Asset allocation
| Cash | -1797.67% | |
| Stocks | 96.17% | |
| Bonds | 1719.36% | |
| Other | 82.14% |
Purchase information
| Initial | US$100,000 | |
| Additional | US$100 |
9.53-0.03(-0.31%)
Jun 19, 4:00PM EDT
Description
The investment seeks to provide capital appreciation. The fund is expected that no more than 25% of its total assets will be dedicated to initial and variation margin payments relating to the fund's derivative transactions. It expects that under normal market conditions it will invest at least 75% of its total assets in money market and other short-term, high quality securities. The fund will concentrate its investments in the financial services industry, which means it will normally invest at least 25% of its total assets in securities and other obligations of issuers in such industry.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Jeremiah Chafkin (Started: Jul 30, 2010)
Robert Rickard (Started: Jul 30, 2010)
Andrew Lo (Started: Jul 30, 2010)
Robert Sinnott (Started: Sep 30, 2012)
Jeremiah Chafkin (Started: Jul 30, 2010)
Robert Rickard (Started: Jul 30, 2010)
Andrew Lo (Started: Jul 30, 2010)
Robert Sinnott (Started: Sep 30, 2012)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -3.73 | - | - | - | |
| Beta* | 0.22 | - | - | - | |
| Mean annual return | 0.14 | - | - | - | |
| R-squared* | 1.53 | - | - | - | |
| Standard deviation | 11.20 | - | - | - | |
| Sharpe ratio | 0.14 | - | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| 3mo Euribor Interest Rate Ftrs Dec13 Xlif | 384.90% | |
| 90day Eurodollar Futures Cme Dec13 Xcme | 379.19% | |
| 3mo Sterling Interest Rate Fut Dec13 Xlif | 196.10% | |
| Us 2yr Note (Cbt) Jun13 Xcbt 20130628 | 178.56% | |
| German Euro Schatz Futures Jun13 Xeur | 159.82% | |
| German Euro Bobl Futures Jun13 Xeur | 74.43% | |
| Us 5yr Note (Cbt) Jun13 Xcbt 20130628 | 61.19% | |
| 10yr Japan Govt Bond Ftrs Tse Jun13 Xtks | 47.27% | |
| 3yr Australian Tbond Futures Jun13 Xsfe | 44.70% | |
| German Euro Bund Futures Jun13 Xeur | 40.48% |