Performance
Trailing returns
| 1 day | +0.36% |
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| 1 week | +1.09% |
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| 4 week | +5.28% |
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| 3 month | +9.11% |
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| YTD | +10.49% |
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| 1 year | +15.88% |
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| 3 years* | +5.97% |
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| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +7.13% | |
| Worst 3 month return | -7.60% |
Morningstar statistics
Morningstar category: Multialternative
| Return | Risk | Rating | |
| 3 years | Average | Above Average |
 
|
| 5 years | - | - | - |
| 10 years | - | - | - |
| Overall | Average | Above Average |
|
Key statistics
| Total assets | 1.18B | |
| Front load | - | |
| Deferred load | 1.00% | |
| Expense ratio | 2.36% | |
| Management fee | - | |
| Fund family | Natixis Funds |
Asset allocation
| Cash | -480.77% | |
| Stocks | 62.93% | |
| Bonds | 501.54% | |
| Other | 16.30% |
Purchase information
| Initial | US$2,500 | |
| Additional | US$100 | |
| IRA Initial | US$1,000 | |
| AIP Initial | US$1,000 | |
| AIP Additional | US$50 |
11.23+0.07(0.63%)
May 17, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks to pursue an absolute return strategy that seeks to provide capital appreciation consistent with the risk-return characteristics of a diversified portfolio of hedge funds; the secondary goal of the fund is to achieve these returns with less volatility than major equity indices. 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.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Jeremiah Chafkin (Started: Sep 30, 2008)
Robert Rickard (Started: Sep 30, 2008)
Andrew Lo (Started: Sep 30, 2008)
Peter Lee (Started: May 1, 2010)
Jeremiah Chafkin (Started: Sep 30, 2008)
Robert Rickard (Started: Sep 30, 2008)
Andrew Lo (Started: Sep 30, 2008)
Peter Lee (Started: May 1, 2010)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -3.49 | -1.96 | - | - | |
| Beta* | 0.66 | 0.44 | - | - | |
| Mean annual return | 0.60 | 0.33 | - | - | |
| R-squared* | 62.09 | 57.66 | - | - | |
| Standard deviation | 8.58 | 8.79 | - | - | |
| Sharpe ratio | 0.83 | 0.44 | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| 90day Eurodollar Futures Cme Sep13 Xcme | 423.09% | |
| Dax Index Future Jun13 Xeur 20130621 | 26.93% | |
| Us 10yr Note (Cbt)jun13 Xcbt 20130619 | 20.04% | |
| 10yr Japan Govt Bond Ftrs Tse Jun13 Xtks | 19.17% | |
| Uk Long Gilt Bond Futures Jun13 Xlif | 16.09% | |
| German Euro Bund Futures Jun13 Xeur | 15.34% | |
| S+p500 Emini Fut Jun13 Xcme 20130621 | 10.81% | |
| Topix Indx Futr Jun13 Xtks 20130613 | 10.32% | |
| Ftse 100 Idx Fut Jun13 Xlif 20130621 | 8.38% | |
| Asg Global Alt Cayman Fund Ltd | 6.49% |