Performance
Trailing returns
| 1 day |
| -0.53% | |||
| 1 week | +1.99% |
| |||
| 4 week | +0.93% |
| |||
| 3 month | +0.83% |
| |||
| YTD | +2.50% |
| |||
| 1 year |
| -16.23% | |||
| 3 years* | - | ||||
| 5 years* | - | ||||
| *annualised | |||||
| Best 3-month return | +2.18% | |
| Worst 3-month return | -13.68% |
Morningstar statistics
Morningstar category: Managed Futures
Key statistics
| Total assets | 112.44M | |
| Front load | - | |
| Deferred load | 1.00% | |
| Expense ratio | 2.31% | |
| Management fee | - | |
| Fund family | Forward Funds |
Asset allocation
| Cash | 6.44% | |
| Stocks | 0.00% | |
| Bonds | 74.62% | |
| Other | 18.95% |
Purchase information
| Initial | $4,000 | |
| Additional | $100 | |
| IRA Initial | $4,000 | |
| AIP Initial | $500 | |
| AIP Additional | $100 |
20.68+0.05(0.24%)
May 22, 4:00pm GMT-4
Description
The investment seeks long term total return. The fund seeks exposure to the commodity markets and returns that correspond to the Credit Suisse Momentum and Volatility Enhanced Return Strategy Index ("Credit Suisse MOVERS Index"). Commodities are assets that have tangible properties, such as oil, metals, and agricultural products. It does not invest directly in physical commodities, but rather employs a strategy that provides synthetic long and synthetic short exposure to the commodity markets that correspond to the long and short commodity market positioning of the Credit Suisse MOVERS Index. The fund is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Nathan Rowader (Started: Dec 31, 2010)
Paul Herber (Started: Dec 31, 2010)
Paul Broughton (Started: May 1, 2012)
David Janec (Started: May 1, 2012)
Jim O'Donnell (Started: Dec 31, 2010)
Nathan Rowader (Started: Dec 31, 2010)
Paul Herber (Started: Dec 31, 2010)
Paul Broughton (Started: May 1, 2012)
David Janec (Started: May 1, 2012)
Jim O'Donnell (Started: Dec 31, 2010)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -27.16 | - | - | - | |
| Beta* | 0.19 | - | - | - | |
| Mean annual return | -2.00 | - | - | - | |
| R-squared* | 3.67 | - | - | - | |
| Standard deviation | 10.18 | - | - | - | |
| Sharpe ratio | -2.37 | - | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Forward Commodity Long/Short Strategy (Cayman) Fund, Ltd. | 23.08% | |
| US Treasury Note 2.375% | 5.48% | |
| US Treasury Note 2.25% | 5.46% | |
| Credit Suisse Cayman Swap | 4.13% | |
| US Treasury Note 0.25% | 3.65% | |
| FNMA 0.375% | 3.20% | |
| US Treasury Note 2.625% | 2.39% | |
| FHLMC 0.45% | 2.29% | |
| FHLBA 5.25% | 2.06% | |
| FNMA 1.375% | 1.88% |