FMF
First Trust Managed Future Strategy ETF
$49.54
0.23 (0.47%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 141.288M |
| 52 Week High | 50.166 |
| 52 Week Low | 45.427 |
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Key Data
| Symbol | FMF |
|---|---|
| Type | ETF |
| Category | Trend Following |
| Price | 49.54 |
| Price Yesterday | 49.31 |
| Market Cap | 141.29 |
| YTD Return | 9.05% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0095 |
Overview
| 52 Week High | 50.17 |
|---|---|
| 52 Week Low | 45.43 |
| Market Cap | 141.29M |
| Shares Outstanding | 2.85M |
| Income Dividend Yield | 3.09% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 3.09% |
Returns Annualized
| One Day | 223.44% |
|---|---|
| Five Days | 122.70% |
| One Months | 46.10% |
| Three Months | -2.65% |
| Six Months | 18.34% |
| Nine Months | 8.30% |
| One Year | 6.76% |
| Three Years | 3.32% |
| Five Years | 4.18% |
| Ten Years | 1.07% |
| YTD | 18.32% |
| Since Inception | 1.18% |
Returns Total
| One Day | 0.47% |
|---|---|
| Five Days | 1.60% |
| One Month | 3.05% |
| Three Months | -0.66% |
| Six Months | 8.63% |
| Nine Months | 6.09% |
| One Year | 6.76% |
| Three Years | 10.25% |
| Five Years | 22.63% |
| Ten Years | 11.19% |
| YTD | 9.05% |
| Since Inception | 13.68% |
Yearly Returns
| 2024 | 9.05% |
|---|---|
| 2023 | -0.18% |
| 2022 | 5.23% |
| 2021 | 3.58% |
| 2020 | 5.69% |
| 2019 | -5.18% |
| 2018 | -2.62% |
| 2017 | 1.70% |
| 2016 | -4.12% |
| 2015 | -0.71% |
Risk against SP-DA
| Alpha | -6.61% |
|---|---|
| Beta | 0.34 |
| Correlation | 54.13% |
| Downside Deviation | 1.82% |
| Coefficient of determination | 29.31% |
| Standard Deviation | 2.03% |
| Sharpe Ratio | -3.11 |
| Sortino | -12.09 |
| Treynor | 4.04 |
| Ulcer Index | 2.98 |
| Ulcer Performance Index | -7.37 |