Performance
Trailing returns
| 1 day |
| -1.00% | |||
| 1 week | +1.02% |
| |||
| 4 week | +1.25% |
| |||
| 3 month |
| -0.11% | |||
| YTD |
| -0.78% | |||
| 1 year |
| -4.29% | |||
| 3 years* | +0.10% |
| |||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +13.89% | |
| Worst 3 month return | -8.79% |
Morningstar statistics
Morningstar category: Multialternative
| Return | Risk | Rating | |
| 3 years | Low | Above Average |
 
|
| 5 years | - | - | - |
| 10 years | - | - | - |
| Overall | Low | Above Average |
|
Key statistics
| Total assets | 96.54M | |
| Front load | 5.75% | |
| Deferred load | - | |
| Expense ratio | 1.74% | |
| Management fee | - | |
| Fund family | Natixis Funds |
Asset allocation
| Cash | -515.09% | |
| Stocks | 60.43% | |
| Bonds | 521.74% | |
| Other | 32.93% |
Purchase information
| Initial | US$2,500 | |
| Additional | US$100 | |
| IRA Initial | US$1,000 | |
| AIP Initial | US$1,000 | |
| AIP Additional | US$100 |
8.88-0.04(-0.45%)
May 22, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks to pursue an absolute return strategy that seeks to provide capital appreciation; the secondary goal of the fund is to achieve these returns while maintaining a low or negative correlation over time with the returns of major equity indices. The fund will invest at least 75% of its total assets in money market and other short-term, high quality securities managed by the Subadviser, although the fund may invest less than this percentage. It is expected that no more than 25% of the fund's total assets will be dedicated to initial and variation margin payments relating to the fund's derivative transactions.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Jeremiah Chafkin (Started: Aug 3, 2009)
Robert Rickard (Started: Aug 3, 2009)
Andrew Lo (Started: Aug 3, 2009)
Philippe L�di (Started: May 1, 2010)
Jeremiah Chafkin (Started: Aug 3, 2009)
Robert Rickard (Started: Aug 3, 2009)
Andrew Lo (Started: Aug 3, 2009)
Philippe L�di (Started: May 1, 2010)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -6.11 | -2.60 | - | - | |
| Beta* | 0.13 | 0.17 | - | - | |
| Mean annual return | -0.33 | -0.03 | - | - | |
| R-squared* | 3.29 | 5.91 | - | - | |
| Standard deviation | 7.26 | 10.32 | - | - | |
| Sharpe ratio | -0.56 | -0.04 | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| 90day Eurodollar Futures Cme Sep13 Xcme | 121.91% | |
| Us 2yr Note (Cbt) Jun13 Xcbt 20130628 | 69.43% | |
| German Euro Schatz Futures Jun13 Xeur | 65.33% | |
| Us 10yr Note (Cbt)jun13 Xcbt 20130619 | 58.87% | |
| German Euro Bobl Futures Jun13 Xeur | 34.35% | |
| 3yr Australian Tbond Futures Jun13 Xsfe | 32.90% | |
| 10yr Australian Tbond Futures Jun13 Xsfe | 32.50% | |
| Us 5yr Note (Cbt) Jun13 Xcbt 20130628 | 27.04% | |
| 3mo Euribor Interest Rate Ftrs Sep13 Xlif | 22.72% | |
| 3mo Sterling Interest Rate Fut Sep13 Xlif | 14.66% |