FMF
First Trust Managed Future Strategy ETF
$49.53
-0.17 (-0.34%)
Currency in USD / Last Updated: 4/17/2024
| Category | Trend Following |
|---|---|
| Market Cap | 143.736M |
| 52 Week High | 50.57 |
| 52 Week Low | 45.793 |
Customize MutualFund.com
Log in or sign up to get started.
Key Data
| Symbol | FMF |
|---|---|
| Type | ETF |
| Category | Trend Following |
| Price | 49.53 |
| Price Yesterday | 49.7 |
| Market Cap | 143.74 |
| YTD Return | 8.16% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0095 |
Overview
| 52 Week High | 50.57 |
|---|---|
| 52 Week Low | 45.79 |
| Market Cap | 143.74M |
| Shares Outstanding | 2.90M |
| Income Dividend Yield | 3.01% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 3.01% |
Returns Annualized
| One Day | -57.87% |
|---|---|
| Five Days | -42.13% |
| One Months | -11.75% |
| Three Months | 26.17% |
| Six Months | 8.11% |
| Nine Months | 6.85% |
| One Year | 7.98% |
| Three Years | 3.86% |
| Five Years | 3.74% |
| Ten Years | 0.76% |
| YTD | 30.66% |
| Since Inception | 1.13% |
Returns Total
| One Day | -0.34% |
|---|---|
| Five Days | -1.08% |
| One Month | -1.08% |
| Three Months | 5.98% |
| Six Months | 3.94% |
| Nine Months | 5.11% |
| One Year | 7.97% |
| Three Years | 12.02% |
| Five Years | 20.11% |
| Ten Years | 7.89% |
| YTD | 8.16% |
| Since Inception | 12.75% |
Yearly Returns
| 2024 | 8.16% |
|---|---|
| 2023 | -0.18% |
| 2022 | 5.23% |
| 2021 | 3.58% |
| 2020 | 5.69% |
| 2019 | -5.19% |
| 2018 | -2.62% |
| 2017 | 1.70% |
| 2016 | -4.12% |
| 2015 | -0.70% |
Risk against SP-DA
| Alpha | -1.86% |
|---|---|
| Beta | 0.25 |
| Correlation | 36.99% |
| Downside Deviation | 1.55% |
| Coefficient of determination | 13.68% |
| Standard Deviation | 2.34% |
| Sharpe Ratio | -1.84 |
| Sortino | -9.6 |
| Treynor | 10.23 |
| Ulcer Index | 2.5 |
| Ulcer Performance Index | -5.96 |