Global Managed Futures Strategy Fund
Data updated: 2026-06-01
C000069235 — Global Managed Futures Strategy Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $12.61M AUM · 2.18% expense ratio · 16.1% 1-yr return. From SEC regulatory filings.
C000069235 Fund Overview
Global Managed Futures Strategy Fund is a US mutual fund managed by Rydex Variable Trust, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Rydex Variable Trust
- Category: Commodity
- Assets under management: $12.61M
- 1-year return: 16.1%
- SEC CIK: 0001064046
- SEC series ID: S000023531
- Share class ID: C000069235
C000069235 Holdings
Top 10 holdings of Global Managed Futures Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Guggenheim Strategy Funds Trust | 19.69% |
| Guggenheim Strategy Funds Trust | 17.55% |
| J.p. Morgan Securities LLC | 16.15% |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 14.68% |
| The London Metal Exchange | 1.30% |
| Guggenheim Strategy Funds Trust | 0.89% |
| Guggenheim Funds Trust | 0.58% |
| Chicago Mercantile Exchange Inc. | 0.45% |
| New York Mercantile Exchange, Inc. | 0.43% |
| Chicago Mercantile Exchange Inc. | 0.42% |
C000069235 Portfolio Allocation
Asset-class allocation of Global Managed Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 38.7% |
| Cash & Equivalents | 30.8% |
| Derivatives | 1.5% |
| Real Estate | 0.1% |
C000069235 Performance
Total returns for C000069235 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 6.2% |
| 1 year | 16.1% |
| 3 years (annualised) | 5.1% |
| 5 years (annualised) | 4.6% |
C000069235 Risk Information
Risk metrics for C000069235, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 4.6%
C000069235 Costs and Fees
C000069235 costs about $218 per $10,000 invested per year in fund expenses.
- Net expense ratio: 2.18%
- Gross expense ratio: 2.32%
- Portfolio turnover: 0%
- Brokerage commissions: 62.48 bps of average net assets (SEC N-CEN)
C000069235 Cashflows
Over the 12 months to 2026-03, Global Managed Futures Strategy Fund had net inflows of $355.52K, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$114.30K |
| 2026-02 | −$96.81K |
| 2026-01 | −$259.37K |
| 2025-12 | $71.06K |
| 2025-11 | −$11.84K |
| 2025-10 | −$303.17K |
C000069235 Debt Constituents
No individual debt constituents are reported in Global Managed Futures Strategy Fund's latest SEC N-PORT filing.
C000069235 Prospectus and SEC Filings
Official Global Managed Futures Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.