C000201011 Performance — Nuveen Gresham Managed Futures Strategy Fund, Class A
Data updated: 2020-12-14
C000201011 returned −1.36% over one year to Sep 2020. Over one year the fund trailed its Commodities category average: $100 grew to $99, against $105 for the category. Volatility over the past 12 months was 5.83% a year. In the 12 months to Sep 2020 the fund took in a net $395K, and assets reached $24.30M.
C000201011 Growth of $100
What $100 invested in Nuveen Gresham 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 | C000201011 | Category average |
|---|---|---|
| 1 year (Oct 2019 – Sep 2020) | $99 | $105 |
| Since data start (Jul 2019 – Sep 2020) | $101 | $106 |
C000201011 Trailing Returns
Total returns to Sep 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −1.36% |
3- and 5-year figures withheld: not verified.
C000201011 Annual Returns
Calendar-year total returns of Nuveen Gresham Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Sep) | +1.11% |
| 2019 (Jul–Dec) | −0.41% |
C000201011 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | +1.3% | +1.6% | +0.9% | −0.2% | −2.3% | −1.2% | +2.3% | −0.4% | −0.8% | — | — | — |
| 2019 | — | — | — | — | — | — | +1.9% | +6.0% | −5.5% | −3.4% | −0.4% | +1.3% |
C000201011 Risk
Risk measures from monthly returns over Oct 2019 – Sep 2020.
- 1-year volatility (annualised): 5.83%
- Best month: +2.33% (Jul 2020)
- Worst month: −3.37% (Oct 2019)
C000201011 Fund Flows
Monthly money in and out of Nuveen Gresham Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: $395K
- 12-month gross sales (incl. reinvestments): $1.3M
- Sales ÷ redemptions: 1.42×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2020 | $0 | $56K | −$56K |
| Aug 2020 | $5K | $8K | −$3K |
| Jul 2020 | $48K | $1K | $47K |
| Jun 2020 | $155K | $100K | $55K |
| May 2020 | $111K | $188K | −$77K |
| Apr 2020 | $310K | $401K | −$91K |
| Mar 2020 | $646K | $192K | $455K |
| Feb 2020 | $10K | $0 | $10K |
| Jan 2020 | $153 | $0 | $153 |
| Dec 2019 | $13K | $0 | $13K |
| Nov 2019 | $43K | $0 | $43K |
| Oct 2019 | $0 | $0 | $0 |
C000201011 Assets Under Management
Net assets of Nuveen Gresham Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-09-30 | $24.30M |
| 2020-06-30 | $24.02M |
| 2020-03-31 | $25.02M |
| 2019-12-31 | $23.65M |
| 2019-09-30 | $28.25M |
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.