Performance
Trailing returns
| 1 day | +0.41% |
| |||
| 1 week | +0.31% |
| |||
| 4 week | +0.00% | ||||
| 3 month | +1.65% |
| |||
| YTD | +2.60% |
| |||
| 1 year |
| -1.40% | |||
| 3 years* | - | ||||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +6.91% | |
| Worst 3 month return | -6.57% |
Morningstar statistics
Morningstar category: Managed Futures
| Return | Risk | Rating | |
| 3 years | Above Average | Average |
 
|
| 5 years | - | - | - |
| 10 years | - | - | - |
| Overall | Above Average | Average |
|
Key statistics
| Total assets | 816.26M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 2.20% | |
| Management fee | - | |
| Fund family | Mutualhedge |
Asset allocation
| Cash | 23.80% | |
| Stocks | 0.00% | |
| Bonds | 51.90% | |
| Preferred | 0.04% | |
| Other | 24.26% |
Purchase information
| Initial | US$1,000,000 |
9.92+0.04(0.40%)
May 17, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks to achieve capital appreciation in both rising and falling (bull and bear) equity markets with an annualized level of volatility that is generally lower than the historic level of volatility experienced by the S&P 500 Index. The fund pursues its investment objective by mainly investing, primarily, directly or indirectly through its wholly-owned subsidiary. It may invest up to approximately 25% of its total assets in the Subsidiary, which has the same investment objective as the fund. The fund is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Richard Bornhoft (Started: Dec 31, 2009)
Ajay Dravid (Started: Oct 31, 2011)
Rufus Rankin (Started: Oct 31, 2011)
Afroz Qadeer (Started: Apr 1, 2013)
Sue Osborne (Started: Apr 1, 2013)
Richard Bornhoft (Started: Dec 31, 2009)
Ajay Dravid (Started: Oct 31, 2011)
Rufus Rankin (Started: Oct 31, 2011)
Afroz Qadeer (Started: Apr 1, 2013)
Sue Osborne (Started: Apr 1, 2013)
Mutualhedge, 450 Wireless Boulevard
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 2.41 | 3.10 | - | - | |
| Beta* | -0.19 | -0.05 | - | - | |
| Mean annual return | -0.05 | 0.21 | - | - | |
| R-squared* | 6.49 | 1.10 | - | - | |
| Standard deviation | 7.60 | 7.75 | - | - | |
| Sharpe ratio | -0.08 | 0.31 | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Mutualhedge Fund Limited Cfc | 24.26% | |
| Vanguard Short-Term Corp Bd Idx ETF | 14.97% | |
| iShares Barclays 1-3 Year Credit Bond | 14.73% | |
| Vanguard Short-Term Bond ETF | 14.54% | |
| iShares Core Total US Bond Market ETF | 8.13% | |
| Sgi 10 Yr Bond Index Deposit | 1.77% |