AMG Systematica Trend-Enhanced Markets I (STMIX)
| Fund Assets | 7.50M |
| Expense Ratio | 1.20% |
| Min. Investment | $5,000,000 |
| Turnover | n/a |
| Dividend (ttm) | n/a |
| Dividend Yield | n/a |
| Dividend Growth | n/a |
| Payout Frequency | n/a |
| Ex-Dividend Date | Dec 16, 2025 |
| Previous Close | 10.87 |
| YTD Return | 3.13% |
| 1-Year Return | n/a |
| 5-Year Return | n/a |
| 52-Week Low | 7.62 |
| 52-Week High | 11.15 |
| Beta (5Y) | n/a |
| Holdings | 333 |
| Inception Date | n/a |
About STMIX
The AMG Systematica Trend-Enhanced Markets Fund Class I is an alternative mutual fund designed to pursue long-term capital appreciation by blending trend-following strategies with a strategic allocation to U.S. equities. The fund uniquely allocates assets between two components: a trend-following component, which uses systematic approaches to capture momentum across various markets, and a strategic long U.S. equity component, providing direct exposure to domestic stocks. To achieve diversification and broad market engagement, the fund invests in derivative instruments linked to major asset classes such as fixed income, equities, currencies, and commodities. Managed by Systematica and distributed through AMG Funds, this non-diversified fund caters to investors seeking a sophisticated, quantitative approach that blends traditional equity exposure with global trend-seeking techniques. Its dual-component structure positions it as a distinctive player in the alternative investment space, aiming to enhance risk-adjusted returns beyond what is typical for standard long-only equity funds.
Top 10 Holdings
68.95% of assets| Name | Symbol | Weight |
|---|---|---|
| FIXED INCOME CLEARING CORPORATION | n/a | 65.06% |
| CHICAGO MERCANTILE EXCHANGE INC. - S&P500 EMINI | ESZ5 | 0.95% |
| COMMODITY EXCHANGE, INC. - GOLD 100 OZ | GCZ5 | 0.67% |
| THE LONDON METAL EXCHANGE - LME COPPER | LPV25 | 0.61% |
| COMMODITY EXCHANGE, INC. - SILVER | SIZ5 | 0.33% |
| THE LONDON METAL EXCHANGE - LME COPPER | LPX25 | 0.33% |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - SOYBEAN MEAL | SMZ5 | 0.30% |
| NEW YORK MERCANTILE EXCHANGE, INC. - PLATINUM | PLF6 | 0.30% |
| OSAKA EXCHANGE,INC - JAPAN 10Y BOND(OSE) | JBZ5 | 0.24% |
| MONTREAL EXCHANGE INC. - S&P/TSX 60 IX | PTZ5 | 0.17% |