FMFFirst Trust Managed Futures Strategy Fund
Seeks to provide investors with positive returns.
By First Trust · Launched 2013
Annual Cost
0.98%
#4,853 of 5,562 · expensive
Fund Size
$260M
#2,089 of 5,562 · mid-size
Return (1Y)Goal
+18.2%
Track Record
12 years
#1,100 of 5,562 · established
Performance
Total-return NAV · USDGrowth of $10,000
$11,667+16.7%
Total-return NAV, USD. Net of fund fees, before tax.
Classification
How Beacon categorizes this fundWhat it actually holds
By weightConcentration
Top 10 holdings = 93.4% of fundconcentrated
MSILF Treasury Portfolio
22.9%
Dreyfus Government Cash Management
22.9%
US TREASURY N/B
14.9%
TREASURY BILL
9.7%
TREASURY BILL
9.7%
TREASURY BILL
5.3%
TREASURY BILL
3.9%
US TREASURY N/B
3.3%
COMMODITY EXCHANGE, INC.SIH6
0.5%
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.W H6
0.3%
Asset allocation
Cash
79.0%
Other
21.0%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
9.6%Low
Year-on-year price swings
Max drawdown
-16.9%Moderate
Worst peak-to-trough loss
Sharpe (3Y)
0.32Below average
Sortino (3Y)
0.45Moderate downside risk
Where to buy
Listing
- Exchange
- NYSE Arca
Full fund details
- Objective
- Seeks to provide investors with positive returns.
- Strategy
- Actively managed fund investing primarily in exchange-listed futures to achieve positive returns uncorrelated to equity or fixed income markets. Utilizes a variety of qualitative and quantitative approaches to capture price movements across global futures markets.
- Inception date
- August 1, 2013
- Fund family
- First Trust
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Data updated on 2026-06-19