FMF First Trust Managed Futures Strategy Fund

*Unless otherwise stated, data provided by FactSet.

FMF Fund Description

FMF seeks positive returns uncorrelated with major asset classes. The actively managed fund uses futures in commodity (50%), currency (25%) and equity (25%) indexes.

FMF Factset Analytics Insight

FMF aims for true absolute-return performance using a managed futures approach. The fund takes direct long and short positions in futures across commodities currency and equity indexes. The ability to offset exposures within asset classes could produce low correlations, an area where direct-competitor WDTI excels.

PERFORMANCE [as of 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FMF 1.40% -1.04% 13.20% 12.34% 6.33% 3.42% --
FMF (NAV) 1.50% -0.87% 13.43% 12.66% 6.19% 3.47% --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FMF Summary Data

First Trust
08/01/13
Open-Ended Fund
0.96%
$181.87M
$2.22M
0.60%

FMF Portfolio Data

Long/Short Broad-based
2.92%
N/A
30

FMF Index Data

No Underlying Index
Proprietary
Proprietary
N/A

FMF Portfolio Management

0.96%
--
--
--

FMF Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

FMF Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

FMF Factset Analytics Block Liquidity

As of 09/30/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of FMF. FMF is rated a N/A out of 5.

FMF Tradability

44,530
$2.22M
21,907
$1.10M
0.60%
$0.30
0.36%
9.36% / -1.37%
None
100.00%
50,000
0.44
0.02%
--
0
$51.27
N/A

FMF Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

FMF Top 5 Holdings Long

19.05%
9.60%
9.39%
8.23%
8.23%

FMF Top 5 Holdings Short

--

FMF Performance Statistics

12.66%
5.34%
-3.63%
0.08
0.12
0.03
6.41

FMF Correlations (Daily Returns 12 Mo)

-0.20
-0.42
0.69