FMF
First Trust Managed Future Strategy ETF
NAV as of
4 Week: 48.88 - 50.02
52 Week: 45.87 - 52.55
Latest Closing Price
48.98
Premium / Discount
0.01
Expense Ratio
0.95%
Investment Objective
The investment seeks to provide investors with positive returns. The fund is an actively managed exchange-traded fund that seeks to achieve positive returns that are not directly correlated to broad market equity or fixed income returns. Under normal market conditions, the fund and a wholly-owned subsidiary of the fund organized under the laws of the Cayman Islands, invest significantly in a portfolio of exchange-listed futures.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | 2.91 | 0.63 | 4.58 |
1 Day | 0.11 | 0.00 | 0.00 |
1 Week | -0.20 | 1.31 | -0.15 |
1 Month | -0.27 | 2.75 | -0.10 |
3 Months | 3.32 | 4.42 | 0.75 |
6 Months | 5.02 | 6.71 | 0.75 |
1 Year | -4.72 | 11.18 | -0.42 |
2 Years | 3.64 | 19.14 | 0.19 |
3 Years | 12.41 | 21.00 | 0.59 |
5 Years | -2.83 | 25.72 | -0.11 |
10 Years | -1.82 | 41.77 | -0.04 |
Price History
Annual Performance Return
2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
Price (%) | 0.0000 | -2.4892 | -0.5048 | -4.2913 | 1.8360 | -3.1565 | -4.5461 | 4.8752 | 3.8939 | 5.4214 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 0.0000 | 91.0000 | 42.0000 | 66.0000 | 53.0000 | 32.0000 | 92.0000 | 37.0000 | 55.0000 | 80.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
17/12/2013 | 30/12/2013 | 1.2058 |
Portfolio Data
Total Number of Holdings: 12
Number of Bond Holdings: 4
Number of Equity Holdings: 0
Total Market Value: 165,461,897
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Ft Cayman Morningstar Futures Cayman Entity | 21.4379 | 804,108 | 0 | 35,471,509 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
N.A |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
0.0000
Price/Book*
0.0000
Price/Sales*
0.0000
Price/Cash Flow*
0.0000
Dividend Yield*
0.0000
Growth Measures
Long-Term Earnings
0.0000
Historical Earnings
0.0000
Sales Growth
0.0000
Cash-Flow Growth
0.0000
Book-Value Growth
0.0000
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
4
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 0.53 |
Average Weighted Price* | 94.94 |
Bond Style Box Breakdown
0 | 0 | 0 | High | Quality |
0 | 0 | 0 | Med | |
0 | 0 | 0 | Low | |
Ltd | Mod | Ext | ||
Interest-Rate Sensitivity |
Credit Quality
Type | % Bonds |
---|---|
N.A |
Bond Sector
Bond Maturity
% Bonds | |
---|---|
1 to 3 Years | 12.51 |
3 to 5 Years | 0.00 |
5 to 7 Years | 0.00 |
7 to 10 Years | 0.00 |
10 to 15 Years | 0.00 |
15 to 20 Years | 0.00 |
20 to 30 Years | 0.00 |
Over 30 Years | 0.00 |
1 to 7 Days | 0.00 |
8 to 30 Days | 0.00 |
31 to 90 Days | 0.00 |
91 to 182 Days | 0.00 |
183 to 364 Days | 12.74 |
Data Source: Morningstar
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