First Trust Managed Futures Strategy Fund (FMF)
- ISIN
- US33739G1031
- CUSIP
- 33739G103
- Issuer
- First Trust
- Inception Date
- Aug 1, 2013
- Region
- North America (U.S.)
- Category
- Hedge Fund
- Expense Ratio
- 0.95%
- Index Tracked
- No Index (Active)
- ETF Home Page
- www.ftportfolios.com
- Asset Class
- Alternatives
FMFPrice Chart
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FMFPerformance
The chart shows the growth of $10,000 invested in First Trust Managed Futures Strategy Fund on Aug 6, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,229 for a total return of roughly 2.29%. All prices are adjusted for splits and dividends.
FMFReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| YTD | 0.44% | -2.17% |
| 1M | 0.98% | 0.62% |
| 6M | -3.00% | 6.95% |
| 1Y | 2.51% | 22.39% |
| 5Y | 0.76% | 14.71% |
| 10Y | 0.30% | 14.15% |
FMFMonthly Returns Heatmap
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FMFDividends
First Trust Managed Futures Strategy Fund granted a 3.27% dividend yield in the last twelve months, as of Jan 15, 2022. The annual payout for that period amounted to $1.49 per share.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.49 | $1.49 | $0.01 | $0.45 | $0.71 | $0.39 | $0.00 | $0.00 | $1.21 | $1.21 |
Dividend yield | 3.27% | 3.29% | 0.02% | 1.08% | 1.63% | 0.87% | 0.00% | 0.00% | 2.60% | 2.61% |
FMFDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
FMFWorst Drawdowns
The table below shows the maximum drawdowns of the First Trust Managed Futures Strategy Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the First Trust Managed Futures Strategy Fund is 20.32%, recorded on Mar 24, 2020. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.32% | Apr 4, 2014 | 1328 | Mar 24, 2020 | — | — | — |
| -3.58% | Dec 31, 2013 | 21 | Feb 5, 2014 | 28 | Mar 27, 2014 | 49 |
| -2.1% | Aug 6, 2013 | 16 | Aug 30, 2013 | 6 | Sep 16, 2013 | 22 |
| -1.47% | Oct 24, 2013 | 9 | Nov 7, 2013 | 4 | Nov 14, 2013 | 13 |
| -1.06% | Sep 23, 2013 | 8 | Oct 9, 2013 | 1 | Oct 10, 2013 | 9 |
| -0.74% | Mar 28, 2014 | 1 | Mar 28, 2014 | 3 | Apr 2, 2014 | 4 |
| -0.62% | Dec 3, 2013 | 7 | Dec 13, 2013 | 3 | Dec 18, 2013 | 10 |
| -0.44% | Dec 19, 2013 | 1 | Dec 19, 2013 | 3 | Dec 26, 2013 | 4 |
| -0.44% | Oct 15, 2013 | 1 | Oct 15, 2013 | 1 | Oct 16, 2013 | 2 |
| -0.37% | Nov 19, 2013 | 2 | Nov 20, 2013 | 1 | Nov 21, 2013 | 3 |
FMFVolatility Chart
Current First Trust Managed Futures Strategy Fund volatility is 6.91%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.
Portfolios with First Trust Managed Futures Strategy Fund
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