MFTFX Performance — Arrow Managed Futures Strategy Fund, Class A
Data updated: 2026-10-13
MFTFX returned +9.00% year to date and +34.23% over one year to Jul 2026. Annualised returns are +1.78% over 3 years and +11.09% over 5 years. Against its Commodities category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $105, against $164 for the category, and to $134 over one year, against $134. Volatility over the past three years was 20.89% a year. In the 12 months to Jul 2026 the fund lost a net $52.4M, and assets reached $214.00M.
MFTFX Growth of $100
What $100 invested in Arrow 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 | MFTFX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $134 | $134 |
| 3 years (Aug 2023 – Jul 2026) | $105 | $164 |
| 5 years (Aug 2021 – Jul 2026) | $169 | $174 |
| Since data start (Feb 2020 – Jul 2026) | $169 | $214 |
MFTFX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.00% |
| 1 year | +34.23% |
| 3 years (annualised) | +1.78% |
| 5 years (annualised) | +11.09% |
MFTFX Annual Returns
Calendar-year total returns of Arrow Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +9.00% |
| 2025 | +9.28% |
| 2024 | +6.89% |
| 2023 | −13.49% |
| 2022 | +57.67% |
| 2021 | +2.10% |
| 2020 (Feb–Dec) | −4.89% |
MFTFX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.2% | +5.6% | −6.3% | +6.6% | +0.9% | −3.7% | −0.7% | — | — | — | — | — |
| 2025 | +6.6% | −5.0% | −6.7% | −3.2% | −3.5% | −2.4% | +3.1% | +1.8% | +11.1% | +0.9% | +2.6% | +5.1% |
| 2024 | +8.2% | +18.2% | +3.0% | −1.9% | −6.5% | −4.9% | −2.8% | −3.2% | +1.2% | −8.4% | +6.3% | +0.4% |
| 2023 | −8.7% | +11.3% | −14.3% | +8.4% | +4.1% | +7.3% | −1.0% | −2.3% | +2.8% | −5.9% | −11.2% | −1.3% |
| 2022 | +9.0% | +7.3% | +13.6% | +8.2% | −1.4% | +1.8% | −5.6% | +12.6% | +6.8% | +0.8% | −8.2% | +4.1% |
| 2021 | −1.8% | +3.2% | +1.8% | +7.2% | +2.4% | −4.7% | −2.9% | −0.8% | +0.8% | +8.7% | −15.4% | +5.9% |
| 2020 | — | −6.0% | +7.7% | +0.8% | −3.1% | −3.8% | −1.7% | +1.5% | −5.3% | −0.5% | −1.1% | +7.5% |
MFTFX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 20.89%
- 3-year Sharpe ratio: -0.13 (vs 4.5% risk-free rate)
- Best month: +18.17% (Feb 2024)
- Worst month: −11.20% (Nov 2023)
MFTFX Fund Flows
Monthly money in and out of Arrow Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$52.4M
- 12-month gross sales (incl. reinvestments): $67.9M
- Sales ÷ redemptions: 0.56×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $3.3M | $969K | $2.3M |
| Jun 2026 | $7.1M | $17.9M | −$10.9M |
| May 2026 | $7.1M | $36.8M | −$29.8M |
| Apr 2026 | $13.5M | $3.1M | $10.4M |
| Mar 2026 | $11.7M | $2.9M | $8.8M |
| Feb 2026 | $3.9M | $8.3M | −$4.4M |
| Jan 2026 | $6.6M | $13.8M | −$7.2M |
| Dec 2025 | $3.3M | $3.5M | −$214K |
| Nov 2025 | $3.1M | $2.4M | $680K |
| Oct 2025 | $2.1M | $9.7M | −$7.6M |
| Sep 2025 | $3.4M | $3.0M | $324K |
| Aug 2025 | $3.0M | $17.9M | −$14.9M |
MFTFX Assets Under Management
Net assets of Arrow Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $214.00M |
| 2026-04-30 | $261.39M |
| 2026-01-31 | $233.11M |
| 2025-10-31 | $206.74M |
| 2025-07-31 | $202.53M |
| 2025-04-30 | $208.30M |
| 2025-01-31 | $228.96M |
| 2024-10-31 | $195.06M |
| 2024-07-31 | $209.08M |
| 2024-04-30 | $223.03M |
| 2024-01-31 | $177.62M |
| 2023-10-31 | $177.79M |
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.