AMG Systematica Managed Futs Strat I (SMFIX)
| Fund Assets | 6.47M |
| Expense Ratio | 1.20% |
| Min. Investment | $100,000 |
| Turnover | n/a |
| Dividend (ttm) | 0.41 |
| Dividend Yield | 4.16% |
| Dividend Growth | n/a |
| Payout Frequency | n/a |
| Ex-Dividend Date | Dec 16, 2025 |
| Previous Close | 9.76 |
| YTD Return | 4.50% |
| 1-Year Return | 16.19% |
| 5-Year Return | n/a |
| 52-Week Low | 8.30 |
| 52-Week High | 9.99 |
| Beta (5Y) | n/a |
| Holdings | 308 |
| Inception Date | May 1, 2024 |
About SMFIX
AMG Systematica Managed Futures Strategy Fund is a mutual fund focused on absolute return strategies through systematic, quantitative investment techniques. The fund primarily employs a trend-following approach, using algorithms to identify and capture momentum-driven opportunities across major asset classes, including fixed income, equities, currencies, and commodities. By investing in derivative instruments, it seeks diversified exposure and aims to profit from both rising and falling markets. The fund is designed to achieve income and capital appreciation, with an investment objective centered on delivering returns that are independent of broad market direction. With its data-driven methodology, the AMG Systematica Managed Futures Strategy Fund plays a notable role in diversifying portfolios and managing risk, providing investors with an uncorrelated return stream to traditional asset classes.
Performance
SMFIX had a total return of 16.19% in the past year, including dividends. Since the fund's inception, the average annual return has been -1.11%.
Other Share Classes
These are alternative share classes of the same fund, from the same provider.
| Symbol | Share Class | Expense Ratio |
|---|---|---|
| SMFNX | Class N | 1.50% |
| SMFZX | Class Z | 1.10% |
Top 10 Holdings
66.55% of assets| Name | Symbol | Weight |
|---|---|---|
| FIXED INCOME CLEARING CORPORATION - FICC | n/a | 65.11% |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - Soybean Oil Futures, May-2026,ETH | ZLK6 | 0.52% |
| ASX CLEARING CORPORATION LIMITED - ASX 3 Year Treasury Bond Futures | YTM6 | 0.15% |
| KOREA EXCHANGE, INC. - BMA Future, JUN 2026 | KA6766000 | 0.14% |
| CREDIT AGRICOLE SECURITIES (USA) INC. - INR/USD FORWARD | n/a | 0.14% |
| ASX CLEARING CORPORATION LIMITED - ASX 10 Year Treasury Bond Futures | XTM6 | 0.14% |
| KOREA EXCHANGE, INC. - BM3 Future, JUN 2026 | KA6566000 | 0.14% |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED - NZD/USD FORWARD | n/a | 0.08% |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC - USD/INR FORWARD | n/a | 0.07% |
| UBS AG - USD/KRW FORWARD | n/a | 0.07% |