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First Trust Managed Futures Strategy Fund (FMF)

ETF · Currency in USD
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.


FMF (First Trust Managed Futures Strategy Fund)
Benchmark (S&P 500)

FMFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD0.44%-2.17%
1M0.98%0.62%
6M-3.00%6.95%
1Y2.51%22.39%
5Y0.76%14.71%
10Y0.30%14.15%

FMFMonthly Returns Heatmap


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FMFSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current First Trust Managed Futures Strategy Fund Sharpe ratio is 0.31. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


FMF (First Trust Managed Futures Strategy Fund)
Benchmark (S&P 500)

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.


PeriodTTM202120202019201820172016201520142013
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.


FMF (First Trust Managed Futures Strategy Fund)
Benchmark (S&P 500)

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, 20141328Mar 24, 2020
-3.58%Dec 31, 201321Feb 5, 201428Mar 27, 201449
-2.1%Aug 6, 201316Aug 30, 20136Sep 16, 201322
-1.47%Oct 24, 20139Nov 7, 20134Nov 14, 201313
-1.06%Sep 23, 20138Oct 9, 20131Oct 10, 20139
-0.74%Mar 28, 20141Mar 28, 20143Apr 2, 20144
-0.62%Dec 3, 20137Dec 13, 20133Dec 18, 201310
-0.44%Dec 19, 20131Dec 19, 20133Dec 26, 20134
-0.44%Oct 15, 20131Oct 15, 20131Oct 16, 20132
-0.37%Nov 19, 20132Nov 20, 20131Nov 21, 20133

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.


FMF (First Trust Managed Futures Strategy Fund)
Benchmark (S&P 500)

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