AMG Systematica Managed Futs Strat N (SMFNX)
| Fund Assets | 6.47M |
| Expense Ratio | 1.50% |
| Min. Investment | $2,000 |
| Turnover | n/a |
| Dividend (ttm) | 0.39 |
| Dividend Yield | 3.93% |
| Dividend Growth | n/a |
| Payout Frequency | n/a |
| Ex-Dividend Date | Dec 16, 2025 |
| Previous Close | 9.78 |
| YTD Return | 4.49% |
| 1-Year Return | 16.43% |
| 5-Year Return | n/a |
| 52-Week Low | 8.30 |
| 52-Week High | 10.01 |
| Beta (5Y) | 0.31 |
| Holdings | 308 |
| Inception Date | May 1, 2024 |
About SMFNX
AMG Systematica Managed Futures Strategy Fund is an actively managed mutual fund designed to deliver absolute returns by employing a systematic, trend-following investment approach. The fund utilizes algorithms to identify and capitalize on price movements driven by momentum or prevailing market trends across a broad array of financial instruments. This quantitative strategy enables the fund to seek profits in both rising and falling markets by responding dynamically to market signals rather than relying on discretionary decisions. Launched by AMG Funds in 2024, the fund plays a significant role in the alternative investment category, offering investors potential diversification benefits and risk-adjusted returns that are less correlated with traditional equity or fixed income markets. Its primary objectives are capital appreciation and income generation, making it a notable option for those seeking exposure to managed futures strategies within their broader investment portfolios.
Performance
SMFNX had a total return of 16.43% in the past year, including dividends. Since the fund's inception, the average annual return has been -1.01%.
Other Share Classes
These are alternative share classes of the same fund, from the same provider.
| Symbol | Share Class | Expense Ratio |
|---|---|---|
| SMFIX | Class I | 1.20% |
| 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% |