FMGFX Performance — FS Managed Futures Fund, Class I
Data updated: 2022-05-27
FMGFX returned +8.82% over one year to Mar 2022. Over one year the fund trailed its Commodities category average: $100 grew to $109, against $123 for the category. Volatility over the past 12 months was 9.84% a year. In the 12 months to Mar 2022 the fund took in a net $479, and assets reached $2.22M.
FMGFX 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 | FMGFX | Category average |
|---|---|---|
| 1 year (Apr 2021 – Mar 2022) | $109 | $123 |
| Since data start (Jul 2019 – Mar 2022) | $121 | $143 |
FMGFX Trailing Returns
Total returns to Mar 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +8.82% |
| 3 years (annualised) | +7.02% |
FMGFX 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 |
|---|---|
| 2022 (Jan–Mar) | +7.38% |
| 2021 | +3.50% |
| 2020 | +10.82% |
| 2019 (Jul–Dec) | −2.16% |
FMGFX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | +0.6% | +2.0% | +4.6% | — | — | — | — | — | — | — | — | — |
| 2021 | +0.4% | +0.7% | +1.1% | +1.1% | +2.5% | −0.9% | +0.4% | −0.5% | −1.9% | +4.4% | −5.7% | +2.2% |
| 2020 | +2.1% | −2.0% | +11.1% | 0.0% | −0.7% | +0.1% | 0.0% | −0.6% | −0.6% | −1.7% | +0.7% | +2.6% |
| 2019 | — | — | — | — | — | — | +1.0% | +2.0% | −3.7% | −1.0% | −0.4% | 0.0% |
FMGFX Risk
Risk measures from monthly returns over Apr 2021 – Mar 2022.
- 1-year volatility (annualised): 9.84%
- Best month: +4.64% (Mar 2022)
- Worst month: −5.68% (Nov 2021)
FMGFX Fund Flows
Monthly money in and out of FS Managed Futures Fund, from SEC Form N-PORT.
- 12-month net flow: $479
- 12-month gross sales (incl. reinvestments): $479
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $479 | $0 | $479 |
| Nov 2021 | $0 | $0 | $0 |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $0 | $0 | $0 |
| Aug 2021 | $0 | $0 | $0 |
| Jul 2021 | $0 | $0 | $0 |
| Jun 2021 | $0 | $0 | $0 |
| May 2021 | $0 | $0 | $0 |
| Apr 2021 | $0 | $0 | $0 |
FMGFX Assets Under Management
Net assets of FS Managed Futures Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-03-31 | $2.22M |
| 2021-12-31 | $2.07M |
| 2021-09-30 | $2.14M |
| 2021-06-30 | $2.18M |
| 2021-03-31 | $2.12M |
| 2020-12-31 | $2.08M |
| 2020-09-30 | $2.18M |
| 2020-06-30 | $2.21M |
| 2020-03-31 | $2.23M |
| 2019-12-31 | $2.00M |
| 2019-09-30 | $2.04M |
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.