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The Future Fund Long/Short ETF (FFLS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

The Future Fund

Inception Date

Jun 20, 2023

Category

Long-Short

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

FFLS has a high expense ratio of 1.75%, indicating higher-than-average management fees.


Expense ratio chart for FFLS: current value at 1.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.75%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in The Future Fund Long/Short ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
19.79%
34.51%
FFLS (The Future Fund Long/Short ETF)
Benchmark (^GSPC)

Returns By Period

The Future Fund Long/Short ETF had a return of 17.41% year-to-date (YTD) and 17.58% in the last 12 months.


FFLS

YTD

17.41%

1M

1.57%

6M

2.18%

1Y

17.58%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of FFLS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.43%7.76%3.65%-0.66%3.11%0.87%-1.97%-0.32%0.57%1.55%2.78%17.41%
2023-0.03%-0.84%1.08%-2.24%-4.75%6.48%2.70%2.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FFLS is 62, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FFLS is 6262
Overall Rank
The Sharpe Ratio Rank of FFLS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FFLS is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FFLS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FFLS is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FFLS is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for The Future Fund Long/Short ETF (FFLS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FFLS, currently valued at 1.56, compared to the broader market0.002.004.001.561.90
The chart of Sortino ratio for FFLS, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.002.172.54
The chart of Omega ratio for FFLS, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.35
The chart of Calmar ratio for FFLS, currently valued at 1.75, compared to the broader market0.005.0010.0015.001.752.81
The chart of Martin ratio for FFLS, currently valued at 6.01, compared to the broader market0.0020.0040.0060.0080.00100.006.0112.39
FFLS
^GSPC

The current The Future Fund Long/Short ETF Sharpe ratio is 1.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of The Future Fund Long/Short ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.56
1.90
FFLS (The Future Fund Long/Short ETF)
Benchmark (^GSPC)

Dividends

Dividend History


The Future Fund Long/Short ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.28%
-3.58%
FFLS (The Future Fund Long/Short ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the The Future Fund Long/Short ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the The Future Fund Long/Short ETF was 10.36%, occurring on Aug 7, 2024. Recovery took 65 trading sessions.

The current The Future Fund Long/Short ETF drawdown is 2.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.36%Jul 11, 202420Aug 7, 202465Nov 7, 202485
-9.39%Sep 12, 202334Oct 27, 202340Dec 26, 202374
-8.6%Jul 19, 202323Aug 18, 202315Sep 11, 202338
-3.02%Apr 12, 20246Apr 19, 202411May 6, 202417
-2.41%Nov 8, 20247Nov 18, 202411Dec 4, 202418

Volatility

Volatility Chart

The current The Future Fund Long/Short ETF volatility is 2.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.93%
3.64%
FFLS (The Future Fund Long/Short ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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