FMFFirst Trust Managed Futures Strategy Fund
Seeks to provide investors with positive returns.
By First Trust · Launched 2013
Annual Cost
0.98%
#5,220 of 6,040 · expensive
Fund Size
$272M
#2,185 of 6,040 · mid-size
Return (1Y)
+14.0%
Track Record
13 years
#1,092 of 6,040 · established
Performance
Total-return NAV · USDGrowth of $10,000
$11,549+15.5%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundHoldings
By weightConcentration
Top 10 holdings = 104.7% of fundconcentrated
Morgan Stanley Institutional Liquidity Funds
27.6%
Dreyfus Government Cash Management Funds
27.6%
United States Treasury Bills
11.8%
United States Treasury Bills
9.9%
United States Treasury Bills
9.8%
United States Treasury Bills
7.9%
United States Treasury Bills
5.9%
United States Treasury Notes
2.7%
NEW YORK MERCANTILE EXCHANGE, INC.RBK6
1.0%
NEW YORK MERCANTILE EXCHANGE, INC.HOK6
0.5%
Asset allocation
Cash
81.9%
Other
18.1%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
9.6%Low
Year-on-year price swings
Max drawdown
-15.1%Moderate
Worst peak-to-trough loss
Sharpe (3Y)
0.28Below average
Sortino (3Y)
0.39Moderate downside risk
Listing
- Exchange
- NYSE Arca
Full fund details
- Objective
- Seeks to provide investors with positive returns.
- Strategy
- Actively manages a portfolio of exchange-listed futures to achieve positive returns that are not directly correlated to broad market equity or fixed income returns. Provides exposure to U.S. and non-U.S. markets, including emerging markets.
- Inception date
- August 1, 2013
- Fund family
- First Trust
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Data updated on 2026-09-18