AGFZX Performance — 361 Global Managed Futures Strategy Fund, Class I
Data updated: 2021-03-26
AGFZX returned −5.60% over one year to Jan 2021. Over one year the fund trailed its Commodities category average: $100 grew to $94, against $111 for the category. Volatility over the past 12 months was 13.44% a year. In the 12 months to Jan 2021 the fund took in a net $47.7M, and assets reached $12.00M.
AGFZX Growth of $100
What $100 invested in 361 Global Managed Futures Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | AGFZX | Category average |
|---|---|---|
| 1 year (Feb 2020 – Jan 2021) | $94 | $111 |
| Since data start (Aug 2019 – Jan 2021) | $98 | $112 |
AGFZX Trailing Returns
Total returns to Jan 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −5.60% |
AGFZX Annual Returns
Calendar-year total returns of 361 Global Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Jan) | −0.19% |
| 2020 | −6.79% |
| 2019 (Aug–Dec) | +5.51% |
AGFZX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | −0.2% | — | — | — | — | — | — | — | — | — | — | — |
| 2020 | −1.4% | −10.6% | +2.0% | −4.3% | +2.7% | +3.5% | −2.2% | +2.6% | 0.0% | −0.4% | +1.1% | +0.9% |
| 2019 | — | — | — | — | — | — | — | +2.4% | +0.2% | +2.5% | +0.7% | −0.4% |
AGFZX Risk
Risk measures from monthly returns over Feb 2020 – Jan 2021.
- 1-year volatility (annualised): 13.44%
- Best month: +3.48% (Jun 2020)
- Worst month: −10.56% (Feb 2020)
AGFZX Fund Flows
Monthly money in and out of 361 Global Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: $47.7M
- 12-month gross sales (incl. reinvestments): $10.8M
- Sales ÷ redemptions: -0.29×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2021 | $228K | −$381K | $609K |
| Dec 2020 | $470K | −$1.3M | $1.7M |
| Nov 2020 | $114K | −$2.7M | $2.8M |
| Oct 2020 | $149K | −$840K | $989K |
| Sep 2020 | $119K | −$743K | $862K |
| Aug 2020 | $315K | −$3.2M | $3.5M |
| Jul 2020 | $293K | −$9.6M | $9.9M |
| Jun 2020 | $517K | −$1.6M | $2.1M |
| May 2020 | $897K | −$742K | $1.6M |
| Apr 2020 | $1.1M | −$2.1M | $3.2M |
| Mar 2020 | $684K | −$6.9M | $7.6M |
| Feb 2020 | $5.9M | −$6.8M | $12.7M |
AGFZX Assets Under Management
Net assets of 361 Global Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-01-31 | $12.00M |
| 2020-10-31 | $15.33M |
| 2020-07-31 | $19.11M |
| 2020-04-30 | $28.06M |
| 2020-01-31 | $41.59M |
| 2019-10-31 | $44.15M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.