MFTNX Performance — Arrow Managed Futures Strategy Fund, Institutional Class
Data updated: 2026-10-13
MFTNX returned +9.25% year to date and +34.36% over one year to Jul 2026. Annualised returns are +1.97% over 3 years and +11.28% 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 $106, against $164 for the category, and to $134 over one year, against $134. Volatility over the past three years was 20.83% a year. In the 12 months to Jul 2026 the fund lost a net $52.4M, and assets reached $214.00M.
MFTNX 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 | MFTNX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $134 | $134 |
| 3 years (Aug 2023 – Jul 2026) | $106 | $164 |
| 5 years (Aug 2021 – Jul 2026) | $171 | $174 |
| Since data start (Feb 2020 – Jul 2026) | $171 | $214 |
MFTNX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.25% |
| 1 year | +34.36% |
| 3 years (annualised) | +1.97% |
| 5 years (annualised) | +11.28% |
MFTNX 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) | +9.25% |
| 2025 | +9.44% |
| 2024 | +7.11% |
| 2023 | −13.58% |
| 2022 | +58.12% |
| 2021 | +2.30% |
| 2020 (Feb–Dec) | −4.67% |
MFTNX 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 | +7.3% | +5.7% | −6.2% | +6.6% | +0.7% | −3.6% | −0.7% | — | — | — | — | — |
| 2025 | +6.6% | −5.1% | −6.6% | −3.1% | −3.4% | −2.6% | +3.2% | +1.8% | +11.0% | +0.9% | +2.8% | +5.0% |
| 2024 | +8.4% | +18.0% | +3.1% | −1.8% | −6.5% | −5.0% | −2.8% | −3.2% | +1.2% | −8.4% | +6.3% | +0.4% |
| 2023 | −8.8% | +11.4% | −14.4% | +8.4% | +4.2% | +7.2% | −0.8% | −2.4% | +2.9% | −5.8% | −11.2% | −1.5% |
| 2022 | +8.8% | +7.5% | +13.6% | +8.2% | −1.4% | +1.8% | −5.7% | +12.5% | +6.8% | +0.7% | −8.2% | +4.3% |
| 2021 | −1.8% | +3.2% | +1.8% | +7.3% | +2.5% | −4.8% | −2.9% | −0.8% | +0.9% | +8.6% | −15.3% | +5.9% |
| 2020 | — | −6.1% | +7.8% | +0.8% | −3.0% | −3.8% | −1.6% | +1.5% | −5.2% | −0.5% | −1.0% | +7.6% |
MFTNX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 20.83%
- 3-year Sharpe ratio: -0.12 (vs 4.5% risk-free rate)
- Best month: +17.96% (Feb 2024)
- Worst month: −11.15% (Nov 2023)
MFTNX 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 |
MFTNX 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.