First Trust Managed Futures Strategy Fund (FMF)
FMF is an actively managed ETF by First Trust. FMF launched on Aug 1, 2013 and has a 0.95% expense ratio.
ETF Info
| ISIN | US33739G1031 |
|---|---|
| CUSIP | 33739G103 |
| Issuer | First Trust |
| Inception Date | Aug 1, 2013 |
| Region | North America (U.S.) |
| Category | Hedge Fund, Actively Managed |
| Expense Ratio | 0.95% |
| Index Tracked | No Index (Active) |
| ETF Home Page | www.ftportfolios.com |
| Asset Class | Alternatives |
Trading Data
| Previous Close | $49.28 |
|---|---|
| Year Range | $44.48 - $54.17 |
| EMA (50) | $50.25 |
| EMA (200) | $49.01 |
| Average Volume | $53.52K |
FMFShare Price Chart
Click Calculate to get results
FMFPerformance
The chart shows the growth of $10,000 invested in First Trust Managed Futures Strategy Fund in Aug 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,050 for a total return of roughly 10.50%. All prices are adjusted for splits and dividends.
FMFReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| 1M | -3.07% | 12.08% |
| 6M | 6.74% | -4.97% |
| YTD | 8.40% | -10.20% |
| 1Y | 5.84% | -3.40% |
| 5Y | 2.96% | 11.43% |
| 10Y | 1.23% | 11.96% |
FMFMonthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.09% | 1.95% | 5.27% | 4.72% | 0.68% | 0.08% | -4.31% | -0.06% | ||||
| 2021 | 0.95% | 2.59% | 0.95% | 1.83% | 1.75% | -0.58% | -0.98% | -1.48% | -0.08% | 1.01% | -3.29% | 1.11% |
| 2020 | 0.02% | -1.43% | 3.34% | -0.46% | 1.71% | 0.05% | 1.05% | 0.50% | -3.00% | -1.70% | 2.41% | 3.30% |
| 2019 | -1.73% | -0.28% | 0.14% | 0.80% | -3.64% | 0.99% | 1.07% | 1.95% | -1.61% | -0.82% | -0.52% | -1.51% |
| 2018 | 1.91% | -2.76% | 0.76% | 1.29% | -0.95% | 1.73% | -1.27% | 3.90% | 1.32% | -2.84% | -2.23% | -3.22% |
| 2017 | -2.10% | 5.13% | -5.51% | -0.20% | 3.01% | -2.80% | -0.26% | 0.71% | 0.73% | 1.49% | 0.07% | 1.85% |
| 2016 | -0.08% | -1.22% | -3.15% | 1.55% | -2.51% | 2.85% | -0.44% | 0.25% | -1.19% | 1.88% | -3.01% | 1.07% |
| 2015 | 1.83% | 0.22% | 3.38% | -0.73% | 0.30% | -3.49% | 1.09% | -3.50% | 1.04% | -2.10% | 0.99% | 0.49% |
| 2014 | -2.00% | 1.51% | 0.75% | 3.21% | -0.55% | -1.52% | -3.96% | -0.20% | 0.95% | -1.41% | 0.53% | 3.34% |
| 2013 | -2.10% | 1.57% | 0.84% | 2.21% | 1.09% |
FMFDividend History
First Trust Managed Futures Strategy Fund granted a 3.03% dividend yield in the last twelve months. 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 | 3.03% | 3.28% | 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. It took 491 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.32% | Apr 4, 2014 | 1328 | Mar 24, 2020 | 491 | Mar 7, 2022 | 1819 |
| -10.24% | Jun 15, 2022 | 35 | Aug 4, 2022 | — | — | — |
| -7.98% | Mar 15, 2022 | 4 | Mar 18, 2022 | 57 | Jun 9, 2022 | 61 |
| -3.58% | Dec 31, 2013 | 21 | Feb 5, 2014 | 28 | Mar 27, 2014 | 49 |
| -3.08% | Mar 9, 2022 | 2 | Mar 10, 2022 | 2 | Mar 14, 2022 | 4 |
| -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 |
FMFVolatility Chart
Current First Trust Managed Futures Strategy Fund volatility is 5.13%. 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.