Nuveen Gresham Managed Futures Strat R6
Name
As of 11/20/2020Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
0.6%
1 yr return
3.1%
3 Yr Avg Return
N/A
5 Yr Avg Return
N/A
Net Assets
$24.6 M
Holdings in Top 10
82.2%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 1.50%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 0.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$1,000,000
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 11/20/2020Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
NGFFX - Profile
Distributions
- YTD Total Return 0.6%
- 3 Yr Annualized Total Return N/A
- 5 Yr Annualized Total Return N/A
- Capital Gain Distribution Frequency N/A
- Net Income Ratio 0.68%
- Dividend Yield 5.7%
- Dividend Distribution Frequency Annually
Fund Details
-
Legal NameNuveen Gresham Managed Futures Strategy Fund
-
Fund Family NameNuveen
-
Inception DateOct 01, 2018
-
Shares OutstandingN/A
-
Share ClassRetirement
-
CurrencyUSD
-
Domiciled CountryUnited States
-
ManagerJonathan Spencer
Fund Description
NGFFX - Performance
Return Ranking - Trailing
Period | NGFFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 0.6% | -20.1% | 18.2% | 38.83% |
1 Yr | 3.1% | -25.9% | 11.7% | 17.48% |
3 Yr | N/A* | -8.9% | 6.7% | N/A |
5 Yr | N/A* | -6.1% | 6.3% | N/A |
10 Yr | N/A* | -2.7% | 2.1% | N/A |
* Annualized
Return Ranking - Calendar
Period | NGFFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | -6.1% | -9.3% | 17.5% | 80.39% |
2022 | N/A | -25.8% | 2.2% | N/A |
2021 | N/A | -5.1% | 16.7% | N/A |
2020 | N/A | -20.3% | 8.1% | N/A |
2019 | N/A | -15.9% | 14.0% | N/A |
Total Return Ranking - Trailing
Period | NGFFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 0.6% | -20.1% | 18.2% | 38.83% |
1 Yr | 3.1% | -29.5% | 11.7% | 14.56% |
3 Yr | N/A* | -10.1% | 6.7% | N/A |
5 Yr | N/A* | -6.1% | 6.3% | N/A |
10 Yr | N/A* | -2.7% | 2.1% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | NGFFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | -6.1% | -9.3% | 17.5% | 80.39% |
2022 | N/A | -20.3% | 2.5% | N/A |
2021 | N/A | -5.1% | 19.4% | N/A |
2020 | N/A | -20.3% | 10.8% | N/A |
2019 | N/A | -15.9% | 22.6% | N/A |
NAV & Total Return History
NGFFX - Holdings
Concentration Analysis
NGFFX | Category Low | Category High | NGFFX % Rank | |
---|---|---|---|---|
Net Assets | 24.6 M | 2.15 M | 3.25 B | 68.93% |
Number of Holdings | 114 | 3 | 738 | 43.69% |
Net Assets in Top 10 | 20 M | 200 K | 8.31 B | 73.79% |
Weighting of Top 10 | 82.15% | 11.0% | 99.4% | 60.00% |
Top 10 Holdings
- US Treasury Bill 0% 61.81%
- United States Treasury Bills 0% 47.01%
- United States Treasury Bills 0% 16.96%
- United States Treasury Bills 0% 14.43%
- United States Treasury Bills 0% 2.02%
- E-mini Nasdaq 100 Future Sept 20 0.63%
- E-mini Nasdaq 100 Future Sept 20 0.63%
- E-mini Nasdaq 100 Future Sept 20 0.63%
- E-mini Nasdaq 100 Future Sept 20 0.63%
- E-mini Nasdaq 100 Future Sept 20 0.63%
Asset Allocation
Weighting | Return Low | Return High | NGFFX % Rank | |
---|---|---|---|---|
Bonds | 65.43% | -1748.87% | 1098.49% | 42.72% |
Cash | 34.40% | -1091.34% | 1796.70% | 47.57% |
Stocks | 0.15% | -1.48% | 233.16% | 59.22% |
Other | 0.02% | -1.76% | 112.46% | 84.47% |
Preferred Stocks | 0.00% | 0.00% | 0.11% | 19.42% |
Convertible Bonds | 0.00% | 0.00% | 2.02% | 36.89% |
Stock Sector Breakdown
Weighting | Return Low | Return High | NGFFX % Rank | |
---|---|---|---|---|
Financial Services | 51.99% | 0.00% | 51.99% | 2.67% |
Technology | 16.21% | 0.00% | 45.08% | 74.67% |
Consumer Cyclical | 7.89% | 0.00% | 18.75% | 88.00% |
Communication Services | 7.43% | 0.00% | 20.13% | 69.33% |
Healthcare | 5.76% | 0.00% | 20.05% | 88.00% |
Consumer Defense | 4.10% | 0.00% | 11.92% | 82.67% |
Industrials | 3.28% | 0.00% | 15.55% | 80.00% |
Basic Materials | 1.23% | 0.00% | 11.08% | 80.00% |
Energy | 0.96% | 0.00% | 9.45% | 74.67% |
Utilities | 0.78% | 0.00% | 8.17% | 80.00% |
Real Estate | 0.37% | 0.00% | 100.00% | 84.00% |
Stock Geographic Breakdown
Weighting | Return Low | Return High | NGFFX % Rank | |
---|---|---|---|---|
US | 0.12% | -41.23% | 233.16% | 52.43% |
Non US | 0.03% | -6.88% | 44.83% | 46.60% |
Bond Sector Breakdown
Weighting | Return Low | Return High | NGFFX % Rank | |
---|---|---|---|---|
Cash & Equivalents | 96.44% | 1.02% | 100.00% | 12.62% |
Government | 3.56% | 0.00% | 76.56% | 69.90% |
Derivative | 0.00% | 0.00% | 61.99% | 73.79% |
Securitized | 0.00% | 0.00% | 69.19% | 33.98% |
Corporate | 0.00% | 0.00% | 27.67% | 41.75% |
Municipal | 0.00% | 0.00% | 3.51% | 21.36% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | NGFFX % Rank | |
---|---|---|---|---|
US | 64.61% | -1748.87% | 135.30% | 26.21% |
Non US | 0.82% | 0.00% | 1014.17% | 53.40% |
NGFFX - Expenses
Operational Fees
NGFFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 1.50% | 0.75% | 9.89% | 78.64% |
Management Fee | 0.96% | 0.25% | 2.99% | 12.62% |
12b-1 Fee | 0.00% | 0.00% | 1.00% | 4.48% |
Administrative Fee | N/A | 0.05% | 0.45% | N/A |
Sales Fees
NGFFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 4.75% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
NGFFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 1.00% | 1.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
NGFFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 0.00% | 0.00% | 184.00% | 4.05% |
NGFFX - Distributions
Dividend Yield Analysis
NGFFX | Category Low | Category High | NGFFX % Rank | |
---|---|---|---|---|
Dividend Yield | 5.72% | 0.00% | 10.99% | 17.48% |
Dividend Distribution Analysis
NGFFX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Annually | Annually | Quarterly | Annually |
Net Income Ratio Analysis
NGFFX | Category Low | Category High | NGFFX % Rank | |
---|---|---|---|---|
Net Income Ratio | 0.68% | -2.10% | 2.13% | 30.10% |
Capital Gain Distribution Analysis
NGFFX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually |
NGFFX - Fund Manager Analysis
Managers
Jonathan Spencer
Start Date
Tenure
Tenure Rank
Jun 06, 2018
2.41
2.4%
Jonathan S. Spencer is the President of Gresham Investment Management LLC. Mr. Spencer is responsible for the day-to-day investment and operational activities of Gresham. In addition, he has been the Portfolio Manager for Gresham’s Tangible Asset Program® since its inception in 1987. Mr. Spencer joined The Falconwood Corporation in 1986 after receiving a B.S. degree in M.I.S. from the State University of New York at Buffalo. He is a member of the Family Office Exchange and the New York Society of Security Analysts.
Xiong Lin
Start Date
Tenure
Tenure Rank
Jun 06, 2018
2.41
2.4%
Xiong Lin is an Associate Portfolio Manager and Quantitative Researcher on the investment team in the firm’s Term Structure Monetization (TSM) division. He joined Gresham in 2010 and focuses on developing and applying systematic trading models to commodity and futures markets.
Hiroshi Hamazaki
Start Date
Tenure
Tenure Rank
Nov 25, 2019
0.93
0.9%
Hiroshi Hamazaki is a Trader in the Term Structure Monetization (TSM) division of Gresham Investment Management LLC (“Gresham”) and the Head Trader for Gresham’s Managed Futures Strategy. He joined Gresham in 2013 and previously served as the Director of Performance Analytics.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.21 | 13.68 | 5.19 | 4.64 |