Performance
Trailing returns
| 1 day |
| -0.43% | |||
| 1 week |
| -0.53% | |||
| 4 week |
| -0.85% | |||
| 3 month |
| -0.75% | |||
| YTD | +1.31% |
| |||
| 1 year | +2.42% |
| |||
| 3 years* | +0.59% |
| |||
| 5 years* | +0.00% | ||||
| *annualized | |||||
| Best 3 month return | +4.76% | |
| Worst 3 month return | -4.89% |
Morningstar statistics
Morningstar category: Multialternative
| Return | Risk | Rating | |
| 3 years | Below Average | Below Average |
 
|
| 5 years | - | - | - |
| 10 years | - | - | - |
| Overall | Below Average | Below Average |
|
Key statistics
| Total assets | 59.62M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 3.91% | |
| Management fee | - | |
| Fund family | CMG |
Asset allocation
| Cash | 44.03% | |
| Stocks | 0.00% | |
| Bonds | 54.97% | |
| Other | 1.00% |
Purchase information
| Initial | US$25,000 | |
| Additional | US$1,000 | |
| IRA Initial | US$5,000 | |
| AIP Initial | US$25,000 | |
| AIP Additional | US$250 |
9.31-0.04(-0.43%)
Aug 31, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks to generate absolute return. The fund invests primarily in a combination of (i) equity securities, (ii) fixed income securities, (iii) other investment companies, (iv) cash equivalents and (v) derivatives on equity securities, fixed income securities and foreign currencies. It invests primarily in equity and fixed income securities of U.S. companies, both directly and indirectly through mutual funds, including open-end funds (mutual funds), closed-end funds and exchange-traded funds (collectively, �underlying funds�). The fund is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Stephen Blumenthal (Started: May 8, 2009)
Clifford Montgomery (Started: May 8, 2009)
Heydon D. Traub (Started: May 8, 2009)
Stephen Blumenthal (Started: May 8, 2009)
Clifford Montgomery (Started: May 8, 2009)
Heydon D. Traub (Started: May 8, 2009)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 7.33 | 1.22 | - | - | |
| Beta* | -0.23 | -0.07 | - | - | |
| Mean annual return | 0.42 | 0.03 | - | - | |
| R-squared* | 32.81 | 3.80 | - | - | |
| Standard deviation | 7.22 | 5.56 | - | - | |
| Sharpe ratio | 0.69 | 0.04 | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| US Treasury Bill | 30.16% | |
| Rydex Govt Long Bond 1.2x Strategy Inv | 29.04% | |
| Rydex Inverse High Yield Strategy H | 2.01% | |
| Direxion Dynamic High Yield Bond Inv | 1.91% | |
| Access Flex Bear High Yield Inv | 1.87% |