<![CDATA[FIT - Redmont Resolute Fund I & II]]>

0001193125-13-288991.txt : 20130712 0001193125-13-288991.hdr.sgml : 20130712 20130712104604 ACCESSION NUMBER: 0001193125-13-288991 CONFORMED SUBMISSION TYPE: 497 PUBLIC DOCUMENT COUNT: 7 FILED AS OF DATE: 20130712 DATE AS OF CHANGE: 20130712 EFFECTIVENESS DATE: 20130712 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FINANCIAL INVESTORS TRUST CENTRAL INDEX KEY: 0000915802 IRS NUMBER: 841255767 STATE OF INCORPORATION: DE FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: 497 SEC ACT: 1933 Act SEC FILE NUMBER: 033-72424 FILM NUMBER: 13965221 BUSINESS ADDRESS: STREET 1: P.O. BOX 328 CITY: DENVER STATE: CO ZIP: 80201-0328 BUSINESS PHONE: 3036232577 MAIL ADDRESS: STREET 1: P.O. BOX 328 CITY: DENVER STATE: CO ZIP: 80201-0328 FORMER COMPANY: FORMER CONFORMED NAME: FGIC PUBLIC TRUST DATE OF NAME CHANGE: 19940325 FORMER COMPANY: FORMER CONFORMED NAME: FEDERAL PUBLIC TRUST DATE OF NAME CHANGE: 19931206

0000915802 S000035430 Redmont Resolute Fund I

C000108819 Class A

C000108820 Class I

0000915802 S000035431 Redmont Resolute Fund II

C000108821 Class I

497 1 d561593d497.htm FIT - REDMONT RESOLUTE FUND I & II <![CDATA[FIT - Redmont Resolute Fund I & II]]>

Financial Investors Trust

1290 Broadway, Suite 1100

Denver, Colorado 80203

July 12, 2013

Via EDGAR

Division of Investment Management

U.S. Securities and Exchange Commission

100 F Street, N.E.

Washington, DC 20549

Re:	Financial Investors Trust (the “Registrant”)

Redmont Resolute Fund I and Redmont Resolute Fund II (the “Funds”)

File Nos. 33-72424, 811-8194

To Whom it may Concern:

On behalf of the Registrant and pursuant to Rule 497(e) under the Securities Act of 1933, as amended, attached for filing are exhibits containing interactive data format risk/return summary information that mirrors the risk/return summary information contained in a supplement dated June 28, 2013, to the prospectus dated March 31, 2013, with respect to the Funds. The purpose of this filing is to submit the 497(e) filing dated June 28, 2013 in XBRL for the Funds.

If you have any questions or further comments, please contact the undersigned at (720) 917-0864.

Very truly yours,

/s/ David T. Buhler

David T. Buhler

Secretary of Financial Investors Trust

cc:	Peter H. Schwartz, Esq., Davis Graham & Stubbs LLP

EX-101.INS 2 afit-20130628.xml XBRL INSTANCE DOCUMENT 0000915802 2012-04-01 2013-03-31 0000915802 afit:S000035430Member 2012-04-01 2013-03-31 0000915802 afit:S000035431Member 2012-04-01 2013-03-31 FINANCIAL INVESTORS TRUST 0000915802 2013-06-28 2013-06-28 Other false 2012-04-30 2013-03-31 SUPPLEMENT DATED JUNE 28, 2013 TO THE PROSPECTUSES FOR REDMONT RESOLUTE FUND I AND REDMONT RESOLUTE FUND II (EACH, A FUND) DATED MARCH 31, 2013, AS SUPPLEMENTED APRIL 1, 2013.IMPORTANT NOTICE REGARDING CHANGES IN INVESTMENT STRATEGY EFFECTIVE AUGUST 31, 2013 Recently, the Board of Trustees of Financial Investors Trust approved proposals to change each Funds Principal Investment Strategies as described herein. These changes are expected to be effective on or about August 31, 2013. Highland Associates, Inc. (the Adviser), the investment adviser to each Fund, expects that each Funds portfolio will begin transitioning in accordance with the new strategies shortly thereafter. Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the Sub-Advisers) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the 1940 Act) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as Underlying Funds. Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (Underlying Pools), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the Underlying Investment Strategies of each Fund. The hedging or alternative strategies to which each Funds Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Funds investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets. The Adviser will continue to determine the allocation of each Funds assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as low correlation. The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach. Swap Contracts Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular notional amount of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to swap the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Funds investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above. SUPPLEMENT DATED JUNE 28, 2013 TO THE PROSPECTUSES FOR REDMONT RESOLUTE FUND I AND REDMONT RESOLUTE FUND II (EACH, A FUND) DATED MARCH 31, 2013, AS SUPPLEMENTED APRIL 1, 2013.IMPORTANT NOTICE REGARDING CHANGES IN INVESTMENT STRATEGY EFFECTIVE AUGUST 31, 2013 Recently, the Board of Trustees of Financial Investors Trust approved proposals to change each Funds Principal Investment Strategies as described herein. These changes are expected to be effective on or about August 31, 2013. Highland Associates, Inc. (the Adviser), the investment adviser to each Fund, expects that each Funds portfolio will begin transitioning in accordance with the new strategies shortly thereafter. Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the Sub-Advisers) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the 1940 Act) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as Underlying Funds. Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (Underlying Pools), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the Underlying Investment Strategies of each Fund. The hedging or alternative strategies to which each Funds Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Funds investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets. The Adviser will continue to determine the allocation of each Funds assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as low correlation. The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach. Swap Contracts Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular notional amount of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to swap the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Funds investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above. SUPPLEMENT DATED JUNE 28, 2013 TO THE PROSPECTUSES FOR REDMONT RESOLUTE FUND I AND REDMONT RESOLUTE FUND II (EACH, A FUND) DATED MARCH 31, 2013, AS SUPPLEMENTED APRIL 1, 2013.IMPORTANT NOTICE REGARDING CHANGES IN INVESTMENT STRATEGY EFFECTIVE AUGUST 31, 2013 Recently, the Board of Trustees of Financial Investors Trust approved proposals to change each Funds Principal Investment Strategies as described herein. These changes are expected to be effective on or about August 31, 2013. Highland Associates, Inc. (the Adviser), the investment adviser to each Fund, expects that each Funds portfolio will begin transitioning in accordance with the new strategies shortly thereafter. Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the Sub-Advisers) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the 1940 Act) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as Underlying Funds. Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (Underlying Pools), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the Underlying Investment Strategies of each Fund. The hedging or alternative strategies to which each Funds Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Funds investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets. The Adviser will continue to determine the allocation of each Funds assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as low correlation. The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach. Swap Contracts Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular notional amount of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to swap the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Funds investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above. Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the Sub-Advisers) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the 1940 Act) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as Underlying Funds. Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (Underlying Pools), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the Underlying Investment Strategies of each Fund. The hedging or alternative strategies to which each Funds Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Funds investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets. The Adviser will continue to determine the allocation of each Funds assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as low correlation. The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach. Swap Contracts Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular notional amount of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to swap the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Funds investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above. Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the Sub-Advisers) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the 1940 Act) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as Underlying Funds. Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (Underlying Pools), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the Underlying Investment Strategies of each Fund. The hedging or alternative strategies to which each Funds Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Funds investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets. The Adviser will continue to determine the allocation of each Funds assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as low correlation. The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach. Swap Contracts Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular notional amount of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to swap the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Funds investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above. 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Reimbursement Operating Expenses: Operating Expenses Column [Text] Expense Example: Expense Example, By Year, Column [Text] Column Expense Example, with Redemption, 1 Year 1 Year Expense Example, with Redemption, 3 Years 3 Years Expense Example, with Redemption, 5 Years 5 Years Expense Example, with Redemption, 10 Years 10 Years Expense Example, No Redemption: Expense Example, No Redemption, By Year, Column [Text] Column Expense Example, No Redemption, 1 Year 1 Year Expense Example, No Redemption, 3 Years 3 Years Expense Example, No Redemption, 5 Years 5 Years Expense Example, No Redemption, 10 Years 10 Years Bar Chart Table: Annual Return Caption [Text] Caption Annual Return, Column [Text] Column Annual Return, Inception Date Inception Date Annual Return 1990 Annual Return 1991 Annual Return 1992 Annual Return 1993 Annual Return 1994 Annual Return 1995 Annual Return 1996 Annual Return 1997 Annual Return 1998 Annual Return 1999 Annual Return 2000 Annual Return 2001 Annual Return 2002 Annual Return 2003 Annual Return 2004 Annual Return 2005 Annual Return 2006 Annual Return 2007 Annual Return 2008 Annual Return 2009 Annual Return 2010 Annual Return 2011 Annual Return 2012 Annual Return 2013 Annual Return 2014 Annual Return 2015 Annual Return 2016 Annual Return 2017 Annual Return 2018 Annual Return 2019 Annual Return 2020 Average Annual Return: Label 1 Year 5 Years 10 Years Since Inception Inception Date Risk/Return Detail [Table] Series S000035430 [Member] Redmont Resolute Fund I Redmont Resolute Fund I Member Redmont Resolute Fund II S000035431 [Member] Redmont Resolute Fund II Fee Waiver or Reimbursement over Assets, Date of Termination Portfolio Turnover, Rate Expense Breakpoint Discounts [Text] Expense Breakpoint, Minimum Investment Required [Amount] Expense Exchange Traded Fund Commissions [Text] Expenses Represent Both Master and Feeder [Text] Expenses Explanation of Nonrecurring Account Fee [Text] Other Expenses, New Fund, Based on Estimates [Text] Acquired Fund Fees and Expenses, Based on Estimates [Text] Expenses Other Expenses Had Extraordinary Expenses Been Included [Text] Expenses Restated to Reflect Current [Text] Expenses Not Correlated to Ratio Due to Acquired Fund Fees [Text] Strategy Portfolio Concentration [Text] Risk Lose Money [Text] Risk Nondiversified Status [Text] Risk Money Market Fund [Text] Risk Not Insured Depository Institution [Text] Risk Caption Risk Column [Text] Risk [Text] Performance Information Illustrates Variability of Returns [Text] Performance One Year or Less [Text] Performance Additional Market Index [Text] Performance Availability Phone [Text] Performance Availability Website Address [Text] Performance Past Does Not Indicate Future [Text] EX-101.PRE 7 afit-20130628_pre.xml XBRL TAXONOMY EXTENSION PRESENTATION LINKBASE XML 8 R4.htm IDEA: XBRL DOCUMENT

Label	Element	Value
Risk/Return:	rr_RiskReturnAbstract
Registrant Name	dei_EntityRegistrantName	FINANCIAL INVESTORS TRUST
Prospectus Date	rr_ProspectusDate	Mar. 31, 2013
Document Creation Date	dei_DocumentCreationDate	Jun. 28, 2013

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These changes are expected to be effective on or about August 31, 2013. Highland Associates, Inc. (the Adviser), the investment adviser to each Fund, expects that each Funds portfolio will begin transitioning in accordance with the new strategies shortly thereafter. Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the Sub-Advisers) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the 1940 Act) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as Underlying Funds. Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (Underlying Pools), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the Underlying Investment Strategies of each Fund. The hedging or alternative strategies to which each Funds Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Funds investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets. The Adviser will continue to determine the allocation of each Funds assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as low correlation. The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach. Swap Contracts Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular notional amount of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to swap the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Funds investment objective and principal investment strategies. 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Risk/Return: rr_RiskReturnAbstract

Registrant Name dei_EntityRegistrantName FINANCIAL INVESTORS TRUST

Prospectus Date rr_ProspectusDate Mar. 31, 2013

Supplement [Text Block] afit_SupplementTextBlock
SUPPLEMENT DATED JUNE 28, 2013 TO THE PROSPECTUSES FOR
REDMONT RESOLUTE FUND I AND REDMONT RESOLUTE FUND II
(EACH, A “FUND”) DATED MARCH 31, 2013,
AS SUPPLEMENTED APRIL 1, 2013.
IMPORTANT NOTICE REGARDING CHANGES IN INVESTMENT STRATEGY EFFECTIVE AUGUST 31, 2013

Recently, the Board of Trustees of Financial Investors Trust approved proposals to change each Fund’s Principal Investment Strategies as described herein. These changes are expected to be effective on or about August 31, 2013. Highland Associates, Inc. (the “Adviser”), the investment adviser to each Fund, expects that each Fund’s portfolio will begin transitioning in accordance with the new strategies shortly thereafter.

Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the “Sub-Advisers”) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the “1940 Act”) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as “Underlying Funds.”

Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (“Underlying Pools”), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the “Underlying Investment Strategies” of each Fund.

The hedging or alternative strategies to which each Fund’s Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Fund’s investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets.

The Adviser will continue to determine the allocation of each Fund’s assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as “low correlation.” The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach.

Swap Contracts

Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular “notional amount” of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to “swap” the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Fund’s investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above.

Redmont Resolute Fund I

Risk/Return: rr_RiskReturnAbstract

Supplement [Text Block] afit_SupplementTextBlock
SUPPLEMENT DATED JUNE 28, 2013 TO THE PROSPECTUSES FOR
REDMONT RESOLUTE FUND I AND REDMONT RESOLUTE FUND II
(EACH, A “FUND”) DATED MARCH 31, 2013,
AS SUPPLEMENTED APRIL 1, 2013.
IMPORTANT NOTICE REGARDING CHANGES IN INVESTMENT STRATEGY EFFECTIVE AUGUST 31, 2013

Recently, the Board of Trustees of Financial Investors Trust approved proposals to change each Fund’s Principal Investment Strategies as described herein. These changes are expected to be effective on or about August 31, 2013. Highland Associates, Inc. (the “Adviser”), the investment adviser to each Fund, expects that each Fund’s portfolio will begin transitioning in accordance with the new strategies shortly thereafter.

Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the “Sub-Advisers”) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the “1940 Act”) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as “Underlying Funds.”

Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (“Underlying Pools”), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the “Underlying Investment Strategies” of each Fund.

The hedging or alternative strategies to which each Fund’s Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Fund’s investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets.

The Adviser will continue to determine the allocation of each Fund’s assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as “low correlation.” The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach.

Swap Contracts

Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular “notional amount” of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to “swap” the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Fund’s investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above.

Strategy Narrative [Text Block] rr_StrategyNarrativeTextBlock Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the “Sub-Advisers”) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the “1940 Act”) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as “Underlying Funds.”

Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (“Underlying Pools”), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the “Underlying Investment Strategies” of each Fund.

The hedging or alternative strategies to which each Fund’s Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Fund’s investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets.

The Adviser will continue to determine the allocation of each Fund’s assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as “low correlation.” The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach.

Swap Contracts

Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular “notional amount” of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to “swap” the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Fund’s investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above.

Redmont Resolute Fund II

Risk/Return: rr_RiskReturnAbstract

Supplement [Text Block] afit_SupplementTextBlock
SUPPLEMENT DATED JUNE 28, 2013 TO THE PROSPECTUSES FOR
REDMONT RESOLUTE FUND I AND REDMONT RESOLUTE FUND II
(EACH, A “FUND”) DATED MARCH 31, 2013,
AS SUPPLEMENTED APRIL 1, 2013.
IMPORTANT NOTICE REGARDING CHANGES IN INVESTMENT STRATEGY EFFECTIVE AUGUST 31, 2013

Recently, the Board of Trustees of Financial Investors Trust approved proposals to change each Fund’s Principal Investment Strategies as described herein. These changes are expected to be effective on or about August 31, 2013. Highland Associates, Inc. (the “Adviser”), the investment adviser to each Fund, expects that each Fund’s portfolio will begin transitioning in accordance with the new strategies shortly thereafter.

Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the “Sub-Advisers”) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the “1940 Act”) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as “Underlying Funds.”

Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (“Underlying Pools”), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the “Underlying Investment Strategies” of each Fund.

The hedging or alternative strategies to which each Fund’s Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Fund’s investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets.

The Adviser will continue to determine the allocation of each Fund’s assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as “low correlation.” The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach.

Swap Contracts

Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular “notional amount” of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to “swap” the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Fund’s investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above.

Strategy Narrative [Text Block] rr_StrategyNarrativeTextBlock Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the “Sub-Advisers”) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the “1940 Act”) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as “Underlying Funds.”

Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (“Underlying Pools”), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the “Underlying Investment Strategies” of each Fund.

The hedging or alternative strategies to which each Fund’s Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Fund’s investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets.

The Adviser will continue to determine the allocation of each Fund’s assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as “low correlation.” The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach.

Swap Contracts

Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular “notional amount” of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to “swap” the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Fund’s investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above.

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SUPPLEMENT DATED JUNE 28, 2013 TO THE PROSPECTUSES FOR
REDMONT RESOLUTE FUND I AND REDMONT RESOLUTE FUND II
(EACH, A “FUND”) DATED MARCH 31, 2013,
AS SUPPLEMENTED APRIL 1, 2013.
IMPORTANT NOTICE REGARDING CHANGES IN INVESTMENT STRATEGY EFFECTIVE AUGUST 31, 2013

Recently, the Board of Trustees of Financial Investors Trust approved proposals to change each Fund’s Principal Investment Strategies as described herein. These changes are expected to be effective on or about August 31, 2013. Highland Associates, Inc. (the “Adviser”), the investment adviser to each Fund, expects that each Fund’s portfolio will begin transitioning in accordance with the new strategies shortly thereafter.

Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the “Sub-Advisers”) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the “1940 Act”) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as “Underlying Funds.”

Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (“Underlying Pools”), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the “Underlying Investment Strategies” of each Fund.

The hedging or alternative strategies to which each Fund’s Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Fund’s investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets.

The Adviser will continue to determine the allocation of each Fund’s assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as “low correlation.” The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach.

Swap Contracts

Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular “notional amount” of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to “swap” the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Fund’s investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above.

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XML 17 R3.xml IDEA: Risk/Return Detail Data - FINANCIAL INVESTORS TRUST 2.4.0.8000019 - Disclosure - Risk/Return Detail Data {Elements} - FINANCIAL INVESTORS TRUSTtruetruefalse1false falsefalseDuration_01Apr2012_31Mar2013http://www.sec.gov/CIK0000915802duration2012-04-01T00:00:002013-03-31T00:00:001true 2rr_RiskReturnAbstractrr_falsenadurationfalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalsexbrli:stringItemTypestringfalse0Risk/Return:2false 3dei_EntityRegistrantNamedei_falsenadurationfalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse00FINANCIAL INVESTORS TRUSTfalsefalsefalsexbrli:normalizedStringItemTypenormalizedstringThe exact name of the entity filing the report as specified in its charter, which is required by forms filed with the SEC.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation 12B -Number 240 -Section 12b -Subsection 1 false0Registrant Name3false 3rr_ProspectusDaterr_falsenadurationfalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse002013-03-31falsefalsetruexbrli:dateItemTypedateThe date of the prospectus.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Form -Number N-1A -Chapter A -Section 1 -Subsection a -Paragraph 3 false0Prospectus Date4false 3afit_SupplementTextBlockafit_falsenadurationfalsefalsefalsefalsefalsefalsefalsefalseverboseLabel1falsefalsefalse00SUPPLEMENT DATED JUNE 28, 2013 TO THE PROSPECTUSES FOR REDMONT RESOLUTE FUND I AND REDMONT RESOLUTE FUND II (EACH, A FUND) DATED MARCH 31, 2013, AS SUPPLEMENTED APRIL 1, 2013.IMPORTANT NOTICE REGARDING CHANGES IN INVESTMENT STRATEGY EFFECTIVE AUGUST 31, 2013 Recently, the Board of Trustees of Financial Investors Trust approved proposals to change each Funds Principal Investment Strategies as described herein. These changes are expected to be effective on or about August 31, 2013. Highland Associates, Inc. (the Adviser), the investment adviser to each Fund, expects that each Funds portfolio will begin transitioning in accordance with the new strategies shortly thereafter. Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the Sub-Advisers) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the 1940 Act) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as Underlying Funds. Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (Underlying Pools), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the Underlying Investment Strategies of each Fund. The hedging or alternative strategies to which each Funds Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Funds investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets. The Adviser will continue to determine the allocation of each Funds assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as low correlation. The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach. 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Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (Underlying Pools), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the Underlying Investment Strategies of each Fund. The hedging or alternative strategies to which each Funds Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Funds investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets. The Adviser will continue to determine the allocation of each Funds assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as low correlation. The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach. 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The hedging or alternative strategies to which each Funds Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Funds investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets. The Adviser will continue to determine the allocation of each Funds assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as low correlation. The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach. Swap Contracts Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular notional amount of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to swap the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. 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Summarize how the Fund intends to achieve its investment objectives by identifying the Fund's principal investment strategies (including the type or types of securities in which the Fund invests or will invest principally) and any policy to concentrate in securities of issuers in a particular industry or group of industries.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Form -Number N-1A -Chapter A -Section 4 -Subsection a false0Strategy Narrative [Text Block]9false 0truefalsetruefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalse3false truefalseDuration_01Apr2012_31Mar2013S000035431_Memberhttp://www.sec.gov/CIK0000915802duration2012-04-01T00:00:002013-03-31T00:00:00falsefalseRedmont Resolute Fund IIdei_LegalEntityAxisxbrldihttp://xbrl.org/2006/xbrldiafit_S000035431Memberdei_LegalEntityAxisexplicitMembernanafalse0Redmont Resolute Fund II10true 2rr_RiskReturnAbstractrr_falsenadurationfalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalsexbrli:stringItemTypestringfalse0Risk/Return:11false 3afit_SupplementTextBlockafit_falsenadurationfalsefalsefalsefalsefalsefalsefalsefalseverboseLabel1falsefalsefalse00SUPPLEMENT DATED JUNE 28, 2013 TO THE PROSPECTUSES FOR REDMONT RESOLUTE FUND I AND REDMONT RESOLUTE FUND II (EACH, A FUND) DATED MARCH 31, 2013, AS SUPPLEMENTED APRIL 1, 2013.IMPORTANT NOTICE REGARDING CHANGES IN INVESTMENT STRATEGY EFFECTIVE AUGUST 31, 2013 Recently, the Board of Trustees of Financial Investors Trust approved proposals to change each Funds Principal Investment Strategies as described herein. These changes are expected to be effective on or about August 31, 2013. Highland Associates, Inc. (the Adviser), the investment adviser to each Fund, expects that each Funds portfolio will begin transitioning in accordance with the new strategies shortly thereafter. Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the Sub-Advisers) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the 1940 Act) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as Underlying Funds. Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (Underlying Pools), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the Underlying Investment Strategies of each Fund. The hedging or alternative strategies to which each Funds Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Funds investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets. The Adviser will continue to determine the allocation of each Funds assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as low correlation. The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach. Swap Contracts Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular notional amount of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to swap the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Funds investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above.falsefalsefalsenonnum:textBlockItemTypenaSupplement.No definition available.false0Supplement [Text Block]12false 3rr_StrategyNarrativeTextBlockrr_falsenadurationfalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse00Each Fund currently pursues its objective primarily by allocating its assets among (i) investment sub-advisers (the Sub-Advisers) who manage alternative or hedging investment strategies and (ii) other open-end investment companies, registered under the Investment Company Act of 1940, as amended (the 1940 Act) that use alternative or hedging strategies. Each Fund may also invest in closed-end funds, exchange-traded funds and exchange-traded notes, which also provide exposure to hedging or alternative strategies. Collectively, the open-end funds, closed-end funds exchange-traded funds and exchange-traded notes in which the Fund may invest are referred to as Underlying Funds. Effective on or about August 31, 2013, in addition to allocating its assets among Sub-Advisers and Underlying Funds as described above, it is expected that each Fund will also pursue its investment objective by investing directly in derivatives, principally total return swaps on reference pools of securities which may be managed by unaffiliated parties (Underlying Pools), for the purposes of seeking economic exposure to alternative or hedging strategies. The three primary approaches to achieve exposure to alternative or hedging strategies will be collectively referred to as the Underlying Investment Strategies of each Fund. The hedging or alternative strategies to which each Funds Underlying Investment Strategies will seek to provide exposure may include, among other techniques, the use of short selling, options, futures, derivatives or similar instruments. Alternative investment strategies may include, among others, long/short, market neutral and arbitrage strategies; commodities or commodity-linked investments; leverage; derivatives; distressed securities; and other investment techniques that are expected to achieve the Funds investment objective. These strategies are common hedge fund-type strategies and may attempt to exploit disparities or inefficiencies in the markets, geographical areas, and companies; take advantage of security mispricings or anticipated price movements; and/or benefit from cyclical themes or special situations or events (such as spin-offs or reorganizations). Through its use of the Underlying Investment Strategies, each Fund is expected to generally seek to maintain its current net equity exposure range of between ten percent (10%) to sixty percent (60%) of net assets. The Adviser will continue to determine the allocation of each Funds assets among the various Underlying Investment Strategies. In selecting and weighting investment options, the Adviser will seek to identify Underlying Investment Strategies which, based on the investment styles and historical performance of the associated managers, have the potential, in the opinion of the Adviser, to perform independently of each other and achieve positive risk-adjusted returns in various market cycles. This is referred to as low correlation. The degree of correlation of any an Underlying Investment Strategy will, with other investment strategies and the market as a whole, vary as a result of market conditions and other factors, and some Underlying Investment Strategies will have a greater degree of correlation with each other and with the market than others. By allocating its assets among a number of investment options, each Fund seeks to provide exposure to a broad array of assets with less risk and lower volatility than if the Fund utilized a single Manager or a single strategy approach. Swap Contracts Swap contracts, such as total return swaps, are contracts between a Fund and, typically, a brokerage firm or other financial institution (the swap counterparty) for periods ranging from a few days to multiple years. In a basic swap transaction, a Fund agrees with its counterparty to exchange the returns (or differentials in rates of return) earned or realized on a particular notional amount of underlying instruments. The notional amount is the set amount selected by the parties as the basis on which to calculate the obligations that they have agreed to exchange. The parties typically do not actually exchange the notional amount. Instead, they agree to exchange the returns that would be earned or realized if the notional amount were invested in certain reference assets. In a total return swap, a Fund and the swap counterparty agree to swap the total return (including typically, income and capital gains distributions, principal prepayment, credit losses, etc.) of an underlying reference asset (such as an index, security or underlying pool of securities) in exchange for a regular payment, at a floating rate, at a fixed rate, or the total rate of return on another financial instrument. It is expected that a Fund may, through such a total return swap, seek to access the returns of a single or multiple Underlying Pool(s) that use a single manager or multiple managers to execute strategies which the Adviser deems to be consistent with the Funds investment objective and principal investment strategies. Each Underlying Pool typically invests according to the alternative or hedging investment strategies described above.falsefalsefalsenonnum:textBlockItemTypenaPrincipal investment strategies of the Fund. 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