Grant Park Multi Alternative Strategies Fund

Grant Park Multi Alternative Strategies Fund

Grant Park Multi Alternative Strategies Fund

Performance as of June 30, 2018

 

Q2

2018

1 Year

3 Year

Since Inception

Standard Deviation

Sharpe Ratio

Correlation

Without Max Sales Charge

Class I (GPAIX)

-2.92%

-3.69%

5.24%

1.57%

3.99%

8.69

0.43

0.32

US OE Multialternative

-0.05%

-1.15%

2.04%

0.62%

0.86%

3.05

0.13

0.88

S&P 500 TR

3.43%

2.65%

14.37%

11.93%

11.23%

9.72

1.09

1.00

Barclays Agg Bond

-0.16%

-1.62%

-0.40%

1.72%

2.43%

2.76

0.69

-0.10

With Max Sales Charge

Class A (GPAAX)

-8.57%

-9.41%

-1.11%

-0.65%

2.35%

NA

NA

NA

The maximum sales charge (load) for Class A is 5.75%. The performance data quoted here represents past performance. For performance data current to the most recent month end, please call toll-free 855.501.4758. Current performance may be lower or higher than the performance data quoted above. Past performance is no guarantee of future results. The investment return and principal value of an investment in the Fund will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost.  The Fund’s total annual operating expenses are 2.02%, 2.77%, 1.77%, and 2.02% for Class A, C, I and N respectively. Please review the Fund’s prospectus for more information regarding the Fund’s fees and expenses, including other share classes.

Current Fund performance available at www.morningstar.com

Performance Summary

Jan 1, 2014 - June 30, 2018

Grant Park Multi Alternative Strategies v.
Multialternative Indices

Performance Summary

Monthly Performance (GPAIX)

 

 

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

YTD

2018

7.20%

-6.14%

-1.40%

-0.35%

-1.78%

-0.81%

0.27%

 

 

 

 

 

-3.42%

2017

0.97%

2.98%

-1.40%

1.14%

1.78%

-2.57%

2.64%

2.48%

-3.77%

4.19%

1.79%

1.78%

12.35%

2016

2.58%

3.63%

-0.09%

-1.17%

-1.09%

4.05%

2.30%

-2.59%

0.18%

-3.90%

-3.87%

0.74%

0.36%

2015

4.58%

-0.79%

0.27%

0.00%

0.44%

-3.42%

0.18%

-2.81%

1.12%

1.29%

-0.18%

-3.05%

-2.61%

2014

-1.40%

2.43%

-1.29%

0.50%

0.90%

1.19%

0.59%

2.72%

0.38%

0.66%

3.09%

2.41%

12.75%

7341-NLD-08/03/2018

Fund Objective

The Fund seeks absolute returns by investing in a broad variety of highly regulated global markets.

Fund Strategies

The Fund's primary investment program consists of four independent, actively managed strategies.

Fund Strategies

Investment Growth

Jan 1, 2014 - June 30, 2018
Investment Growth

The indices shown are for informational purposes only and are not reflective of any investment.   As it is not possible to invest in the indices, the data shown does not reflect or compare features of an actual investment, such as its objectives, costs and expenses, liquidity, safety, guarantees or insurance, fluctuation of principal or return, or tax features.  Past performance is no guarantee of future results.

  • The Fund invests in a broad variety of highly-regulated global markets.
  • The investment program consists of four systematic, diversified trading strategies.
  • The performance profile seeks to maintain low correlation to traditional investments.
  • There is no guarantee that any investment will achieve its objectives, generate positive  returns, or avoid losses.

 

Fund Overview

Allocations by Strategy¹

Strategies Q2 1 Year 3 Year
Upside Capture 32% 27% 31%
Short-Term Interest Rates 7% 7% 7%
Commodities 26% 21% 21%
Global Financials 35% 45% 41%
Total 100% 100% 100%
¹Portfolio allocations may change and should not be considered a recommendation to buy or sell securities.

Top Positions by Strategy (VaR%)

As of June 30, 2018

Top Positions by Strategy

The Fund’s allocations to specific sectors and markets are presented to illustrate examples of the diversity of strategies and sub-strategies accessed by the Fund.  Portfolio holdings are subject to change and should not be considered a recommendation or investment advice

Performance by Strategy

Jan 1, 2014 -  June 30, 2018
Performance by Strategy

Risk Reward

  • Strong risk management and disciplined execution has the potential to generate strong risk-return characteristics over multiple time periods.
  • Seeks to provide downside protection which the adviser believes can reduce a portfolio’s volatility and enhance overall performance.

Risk-Reward 1 Year

July 1, 2017 - June 30, 2018
Risk Reward 1 Year

Risk-Reward 3 Year

July 1, 2015 - June 30, 2018
Risk Reward 3 Year

Past performance is no guarantee of future results.

Sub-Adviser

  • Since 1988, continuously traded global futures markets.
  • Utilize a disciplined and systematic investment methodology.
  • Research process systematically adapts to trading and risk management systems to the current market environment.
  • Proven expertise in managing a diversified portfolio of 80 financial and commodity markets integral to the global economy.
  • Each of the Firm's principals have over 25 years experience managing client assets through various market cycles and periods of acute economic and geopolitical distress.

 

All charts and graphs prepared by Dearborn Capital Management, LLC.