PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Future Fund Active ETF (FFND)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS66538F2314
IssuerFuture Fund Advisors
Inception DateAug 24, 2021
RegionNorth America (U.S.)
CategoryActively Managed, Innovation
Index TrackedNo Index (Active)
Home Pagefuturefundetf.com
Asset ClassEquity

Expense Ratio

The Future Fund Active ETF has a high expense ratio of 1.01%, indicating higher-than-average management fees.


Expense ratio chart for FFND: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

Share Price Chart


Loading data...

Compare to other instruments

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


Future Fund Active ETF

Popular comparisons: FFND vs. JOET, FFND vs. FFNOX, FFND vs. VOO, FFND vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Future Fund Active 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%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
19.66%
18.82%
FFND (Future Fund Active ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Future Fund Active ETF had a return of 4.29% year-to-date (YTD) and 28.65% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.29%5.05%
1 month-6.86%-4.27%
6 months19.66%18.82%
1 year28.65%21.22%
5 years (annualized)N/A11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.33%11.05%3.27%
2023-4.68%-8.60%10.44%7.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FFND is 72, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of FFND is 7272
Future Fund Active ETF(FFND)
The Sharpe Ratio Rank of FFND is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of FFND is 7575Sortino Ratio Rank
The Omega Ratio Rank of FFND is 7575Omega Ratio Rank
The Calmar Ratio Rank of FFND is 5656Calmar Ratio Rank
The Martin Ratio Rank of FFND is 7575Martin 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 Future Fund Active ETF (FFND) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FFND
Sharpe ratio
The chart of Sharpe ratio for FFND, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for FFND, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.002.20
Omega ratio
The chart of Omega ratio for FFND, currently valued at 1.27, compared to the broader market1.001.502.001.27
Calmar ratio
The chart of Calmar ratio for FFND, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.000.70
Martin ratio
The chart of Martin ratio for FFND, currently valued at 6.34, compared to the broader market0.0010.0020.0030.0040.0050.006.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.007.21

Sharpe Ratio

The current Future Fund Active ETF Sharpe ratio is 1.58. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.58
1.81
FFND (Future Fund Active ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Future Fund Active ETF granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM202320222021
Dividend$0.00$0.00$0.00$0.01

Dividend yield

0.00%0.00%0.00%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for Future Fund Active ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-22.35%
-4.64%
FFND (Future Fund Active ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Future Fund Active 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 Future Fund Active ETF was 47.84%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Future Fund Active ETF drawdown is 22.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.84%Nov 9, 2021286Dec 28, 2022
-6.86%Sep 8, 202119Oct 4, 202110Oct 18, 202129
-1.78%Oct 22, 20211Oct 22, 20211Oct 25, 20212
-1.36%Aug 26, 20211Aug 26, 20212Aug 30, 20213
-0.77%Nov 2, 20211Nov 2, 20212Nov 4, 20213

Volatility

Volatility Chart

The current Future Fund Active ETF volatility is 4.31%, 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%7.00%8.00%NovemberDecember2024FebruaryMarchApril
4.31%
3.30%
FFND (Future Fund Active ETF)
Benchmark (^GSPC)