AMFZX Performance — 361 Managed Futures Strategy Fund, Class I
Data updated: 2021-03-26
AMFZX returned −12.77% over one year to Jan 2021. Over one year the fund trailed its Commodities category average: $100 grew to $87, against $111 for the category. Volatility over the past 12 months was 12.41% a year. In the 12 months to Jan 2021 the fund took in a net $92.2M, and assets reached $24.80M.
AMFZX Growth of $100
What $100 invested in 361 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 | AMFZX | Category average |
|---|---|---|
| 1 year (Feb 2020 – Jan 2021) | $87 | $111 |
| Since data start (Aug 2019 – Jan 2021) | $93 | $112 |
AMFZX Trailing Returns
Total returns to Jan 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −12.77% |
AMFZX Annual Returns
Calendar-year total returns of 361 Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Jan) | +0.29% |
| 2020 | −13.75% |
| 2019 (Aug–Dec) | +7.12% |
AMFZX 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 | +0.3% | — | — | — | — | — | — | — | — | — | — | — |
| 2020 | −0.8% | −9.2% | −5.3% | −5.2% | +0.5% | +3.5% | +0.6% | +0.8% | +0.9% | −0.5% | +0.4% | +0.4% |
| 2019 | — | — | — | — | — | — | — | +2.7% | +0.2% | +3.0% | +1.6% | −0.5% |
AMFZX Risk
Risk measures from monthly returns over Feb 2020 – Jan 2021.
- 1-year volatility (annualised): 12.41%
- Best month: +3.49% (Jun 2020)
- Worst month: −9.24% (Feb 2020)
AMFZX Fund Flows
Monthly money in and out of 361 Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: $92.2M
- 12-month gross sales (incl. reinvestments): $6.9M
- Sales ÷ redemptions: -0.08×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2021 | $356K | −$1.9M | $2.2M |
| Dec 2020 | $127K | −$5.6M | $5.7M |
| Nov 2020 | $192K | −$3.0M | $3.2M |
| Oct 2020 | $239K | −$3.4M | $3.7M |
| Sep 2020 | $291K | −$3.0M | $3.3M |
| Aug 2020 | $254K | −$4.6M | $4.9M |
| Jul 2020 | $242K | −$10.2M | $10.4M |
| Jun 2020 | $616K | −$7.1M | $7.8M |
| May 2020 | $704K | −$3.7M | $4.4M |
| Apr 2020 | $490K | −$6.7M | $7.2M |
| Mar 2020 | $1.4M | −$29.1M | $30.5M |
| Feb 2020 | $2.1M | −$7.0M | $9.0M |
AMFZX Assets Under Management
Net assets of 361 Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-01-31 | $24.80M |
| 2020-10-31 | $34.31M |
| 2020-07-31 | $44.11M |
| 2020-04-30 | $61.23M |
| 2020-01-31 | $120.23M |
| 2019-10-31 | $131.39M |
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.