SMFZX Performance — AMG Systematica Managed Futures Strategy Fund, Class Z
Data updated: 2026-08-28
SMFZX returned +5.35% year to date and +22.09% over one year to Jun 2026. Over one year the fund trailed its Commodities category average: $100 grew to $122, against $130 for the category. Volatility over the past 12 months was 9.68% a year. In the 12 months to Jun 2026 the fund took in a net $245K, and assets reached $6.47M.
SMFZX Growth of $100
What $100 invested in AMG Systematica 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 | SMFZX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $122 | $130 |
| Since data start (May 2024 – Jun 2026) | $103 | $152 |
SMFZX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +5.35% |
| 1 year | +22.09% |
| 3 years (annualised) | +1.29% |
SMFZX Annual Returns
Calendar-year total returns of AMG Systematica Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +5.35% |
| 2025 | +6.53% |
| 2024 (May–Dec) | −8.40% |
SMFZX 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 | +3.2% | +3.6% | −5.0% | +2.1% | +2.0% | −0.4% | — | — | — | — | — | — |
| 2025 | +0.2% | −2.5% | −0.9% | −5.0% | −1.8% | +1.7% | −0.8% | +3.5% | +5.9% | +2.5% | +1.0% | +3.0% |
| 2024 | — | — | — | — | +0.7% | −2.4% | +0.7% | −4.0% | +0.6% | −5.0% | +0.2% | +0.7% |
SMFZX Risk
Risk measures from monthly returns over Jul 2025 – Jun 2026.
- 1-year volatility (annualised): 9.68%
- Best month: +5.90% (Sep 2025)
- Worst month: −5.01% (Mar 2026)
SMFZX Fund Flows
Monthly money in and out of AMG Systematica Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: $245K
- 12-month gross sales (incl. reinvestments): $245K
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $245K | $0 | $245K |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $0 | $0 |
SMFZX Assets Under Management
Net assets of AMG Systematica Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $6.47M |
| 2026-03-31 | $6.25M |
| 2025-12-31 | $6.14M |
| 2025-09-30 | $5.77M |
| 2025-06-30 | $5.31M |
| 2025-03-31 | $5.60M |
| 2024-12-31 | $5.78M |
| 2024-09-30 | $6.03M |
| 2024-06-30 | $5.90M |
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.