C000234730 Performance — FS Managed Futures Fund, Class I
Data updated: 2024-11-29
C000234730 returned −7.11% over one year to Sep 2024. Over one year the fund trailed its Commodities category average: $100 grew to $93, against $115 for the category. Volatility over the past 12 months was 12.49% a year. In the 12 months to Sep 2024 the fund lost a net $56K, and assets reached $1.80M.
C000234730 Growth of $100
What $100 invested in FS Managed Futures Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000234730 | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $93 | $115 |
| Since data start (Apr 2022 – Sep 2024) | $102 | $103 |
C000234730 Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −7.11% |
| 3 years (annualised) | +0.70% |
C000234730 Annual Returns
Calendar-year total returns of FS Managed Futures Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | −4.04% |
| 2023 | −1.98% |
| 2022 (Apr–Dec) | +8.19% |
C000234730 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +4.1% | +4.6% | 0.0% | −3.1% | +0.2% | +0.9% | +0.9% | −8.2% | −2.8% | — | — | — |
| 2023 | −5.7% | +2.5% | −0.5% | +3.5% | +0.5% | +1.3% | +1.5% | −0.8% | −0.7% | −0.3% | −4.5% | +1.6% |
| 2022 | — | — | — | +2.4% | −1.4% | +2.8% | +6.0% | +1.7% | −2.6% | +1.0% | −3.0% | +1.4% |
C000234730 Risk
Risk measures from monthly returns over Oct 2023 – Sep 2024.
- 1-year volatility (annualised): 12.49%
- Best month: +4.57% (Feb 2024)
- Worst month: −8.21% (Aug 2024)
C000234730 Fund Flows
Monthly money in and out of FS Managed Futures Fund, from SEC Form N-PORT.
- 12-month net flow: −$56K
- 12-month gross sales (incl. reinvestments): −$56K
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $0 | $0 | $0 |
| Aug 2024 | $0 | $0 | $0 |
| Jul 2024 | −$56K | $0 | −$56K |
| Jun 2024 | $0 | $0 | $0 |
| May 2024 | $0 | $0 | $0 |
| Apr 2024 | $0 | $0 | $0 |
| Mar 2024 | $0 | $0 | $0 |
| Feb 2024 | $0 | $0 | $0 |
| Jan 2024 | $0 | $0 | $0 |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $0 | $0 | $0 |
| Oct 2023 | $0 | $0 | $0 |
C000234730 Assets Under Management
Net assets of FS Managed Futures Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $1.80M |
| 2024-06-30 | $2.00M |
| 2024-03-31 | $2.04M |
| 2023-12-31 | $1.88M |
| 2023-09-30 | $1.94M |
| 2023-06-30 | $1.94M |
| 2023-03-31 | $1.84M |
| 2022-12-31 | $1.92M |
| 2022-09-30 | $2.41M |
| 2022-06-30 | $2.29M |
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.