Kensington Dynamic Growth Fund
Data updated: 2022-05-24
C000222386 — Kensington Dynamic Growth Fund. United States Growth Equity · $530.94M AUM · 1.83% expense ratio. Holdings, fees, performance and SEC filings.
C000222386 Fund Overview
Kensington Dynamic Growth Fund is a US mutual fund managed by Advisors Preferred Trust, categorised as United States Growth Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Advisors Preferred Trust
- Category: United States Growth Equity
- Assets under management: $530.94M
- 1-year return: 13.4%
- SEC CIK: 0001556505
- SEC series ID: S000069713
- Share class ID: C000222386
C000222386 Investment Objective and Strategy
Kensington Dynamic Growth Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Advisors Preferred Trust.
Investment objective
Kensington Dynamic Growth Seeks capital gains.
Principal investment strategy
The Adviser delegates execution of the Fund?s investment strategy to Kensington Asset Management, LLC (the ?Sub-Adviser?). The Sub-Adviser seeks to achieve the Fund?s investment objective by investing primarily in domestic equity-index exchange traded funds (?ETFs?), domestic equity-index mutual funds, and U.S. Treasury debt. The Fund invests without restriction as to equity issuer capitalization. The Fund invests in U.S. Treasury debt of any maturity. The Fund invests in equity securities indirectly through ETFs and mutual funds. The Sub-Adviser selects ETFs and mutual funds based on performance, relative fees, management experience and underlying portfolio composition and strategy. The Fund is non-diversified, which means it may invest a high percentage of its assets in a limited number of securities.
The Sub-Adviser?s strategy is principally driven by a proprietary ?Dynamic Growth Model? that is designed to tactically alternate between a ?risk-on? state in response to advancing equity markets and a ?risk-off? state during times of market weakness. When switching risk states, the Fund?s entire portfolio is reallocated. The strategy relies upon a proprietary quantitative decision model that generates signals to purchase equity index ETFs and/or mutual funds when in bullish risk-on mode, and U.S. Treasury securities when in bearish risk-off mode. The Sub-Adviser selects holdings for the Fund?s portfolio when in risk-on mode with the aim of diversifying across equity indices. The model is calculated on the last trading day of each week, using only the weekly high, low, close, and open prices of the Nasdaq Composite Index.
The model is built upon a core of trend-following logic that generates signals on a weekly basis. To avoid generating false signals directing a change to-or-from a risk-on or risk-off state, the model also employs noise-filtering. This noise-filtering enhancement is intended to dampen the distorting impact of short-term price aberrations that are characteristic of today?s volatile markets. This noise filter operates by causing the model to disregard relatively large short-term changes in inputs that are not indicative of a longer-term trend. The Sub-Adviser engages in frequent trading to achieve the Fund?s investment objective, which will result in turnover in excess of 100%.
C000222386 Performance
Total returns for C000222386 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 13.4% |
C000222386 Risk Information
Risk metrics for C000222386, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 9.2%
C000222386 Costs and Fees
C000222386 costs about $183 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.83%
- Gross expense ratio: 1.83%
- Portfolio turnover: 786%
- Brokerage commissions: 7.58 bps of average net assets (SEC N-CEN)
C000222386 Cashflows
Over the 12 months to 2022-03, Kensington Dynamic Growth Fund had net inflows of $570.24M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2022-03 | $107.08M |
| 2022-02 | $44.94M |
| 2022-01 | $78.25M |
| 2021-12 | $65.19M |
| 2021-11 | $55.77M |
| 2021-10 | $44.42M |
C000222386 Debt Constituents
No individual debt constituents are reported in Kensington Dynamic Growth Fund's latest SEC N-PORT filing.
C000222386 Prospectus and SEC Filings
Official Kensington Dynamic Growth Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2022-04-27
- Prospectus (485BPOS) — filed 2021-05-11
- Prospectus (485BPOS) — filed 2020-10-26
- Portfolio holdings (N-PORT) — filed 2022-05-24
- Portfolio holdings (N-PORT) — filed 2022-02-09
- Portfolio holdings (N-PORT) — filed 2021-11-12
- Annual census (N-CEN) — filed 2022-03-04
- Annual census (N-CEN) — filed 2021-03-03
Related Funds
Other United States Growth Equity 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.