evenfolioETF Details
First Trust·Systematic Trend·FMF · NYSE Arca
First Trust Managed Futures Strategy Fund (FMF)
- Price
- $52.18
- —30 Oct 2026
- Assets
- $287.7M
- Total net assets
- Expense ratio
- 0.98%
- Category 1.78%
- Yield
- 4.70%
- Trailing distributions
- 1Y return
- 13.1%-3.0%
- Category 16.1%
- 3Y CAGR
- 7.0%-0.9%
- Category 7.9%
- 5Y CAGR
- 5.4%-1.0%
- Category 6.5%
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First Trust Managed Futures Strategy Fund
Calendar-year returns
Fund only: no comparison series covers this fund's history.
Risk statistics
Five years of daily closes. Risk-free rate 4% a year.
- Standard deviation
- —
- Maximum drawdown
- —
- Sharpe ratio
- —
- Sortino ratio
- —
- Beta
- —
- Alpha
- —
- R²
- —
- Information ratio
- —
- Upside capture
- —
- Downside capture
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- Tracking error
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| Period | 1M | 3M | 6M | YTD | 1Y | 3YCAGR | 5YCAGR | 10YCAGR | LaunchCAGR |
|---|---|---|---|---|---|---|---|---|---|
| ETF | -0.2% | +4.4% | +2.3% | +12.3% | +13.1% | +7.0% | +5.4% | +2.9% | +2.2% |
| Systematic Trend average | -0.3% | 5.1% | 2.6% | 14.3% | 16.1% | 7.9% | 6.5% | 3.4% | 8.6% |
| Difference | +0.2% | -0.7% | -0.4% | -2.0% | -3.0% | -0.9% | -1.0% | -0.5% | -6.4% |
Holdings
The 1 largest positions make up 15.3% of the fund.
Top holdings
| Ticker | Holding | Weight |
|---|---|---|
| MISXX | Morgan Stanley Instl Lqudty Trs Instl | 15.32% |
Credit quality
Share of the bonds by rating.
- US government48.4%
Asset mix
- Cash79.1%
- Other21.0%
ETF details
- Issuer
- First Trust
- Category
- Alternatives · Systematic Trend
- Ticker
- FMF
- Exchange
- NYSE Arca
- Inception
- 1 Aug 2013 (13.2 years)
- Structure
- Exchange Traded Fund
- Expense ratio
- 0.98% (category 1.78%)
- Holdings turnover
- 10% (category 108%)
- Distribution yield
- 4.70%
- Beta, 3 years
- 0.10
- Total net assets
- $287.7M
Prices and returns as of 30 Oct 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.
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