Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMF (First Trust Managed Futures Strategy Fund) | 10.32% | 21.19% | 6.57% | 4.49% | 2.85% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 08/02/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMF (First Trust Managed Futures Strategy Fund) | 08/02/2013 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.70 | 21.19 | 6.57 | 4.49 | 2.85 | NA | NA | … | … | 10.32 | 4.54 | 8.17 | -0.19 | 5.22 | 3.58 | 5.71 | -5.21 | -2.62 | 0.87 | -4.12 | -0.71 | 0.41 | 3.46 |
| Sharpe Ratio | NA | 1.92 | 0.38 | 0.19 | 0.11 | NA | NA | … | … | 2.22 | 0.18 | 0.62 | -0.42 | 0.24 | 0.40 | 0.43 | -1.34 | -0.36 | 0.02 | -0.20 | -0.06 | 0.02 | 1.53 |
| Standard Deviation(%) | NA | 9.65 | 8.48 | 10.71 | 11.69 | NA | NA | … | … | 10.69 | 8.96 | 7.29 | 9.19 | 16.03 | 8.94 | 12.70 | 4.98 | 11.26 | 10.24 | 21.52 | 13.29 | 16.44 | 5.60 |
| Draw Down(%) | NA | 3.42 | 7.25 | 14.98 | 16.92 | NA | NA | … | … | 3.42 | 6.89 | 6.60 | 6.28 | 13.72 | 7.86 | 6.40 | 5.49 | 8.64 | 7.57 | 8.25 | 9.20 | 11.67 | 2.22 |
| Yield(%) | 0.00 | 5.72 | 4.29 | 3.34 | 1.98 | 1.57 | 1.18 | … | … | 0.39 | 5.52 | 4.98 | 2.99 | 0.42 | 3.29 | 0.02 | 0.98 | 1.50 | 0.00 | 0.00 | 0.00 | 2.40 | 2.41 |
Data as of 06/04/2026, Common starting date is 08/02/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMF (First Trust Managed Futures Strategy Fund) |
-3.74%
Feb 2017 – Feb 2020 |
-3.06%
Mar 2015 – Mar 2020 |
-0.04%
May 2015 – May 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMF (First Trust Managed Futures Strategy Fund) |
7.28%
May 2019 – May 2022 |
5.17%
Oct 2020 – Oct 2025 |
3.04%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart