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 |
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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 |