First Trust Morningstar Managed Futures Strategy Fund (FMF)
Description
The FMF ETF contains 30 constituents. It is focused on holdings in the region.
Price $51.79 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 2.89% |
| Expense ratio | 0.95% |
| Average spread | 1.178% |
| 1Y roundtrip cost | 2.128% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.2% | 2.0% | 5.3% | 4.7% | 0.7% | 0.1% | -4.3% | 1.4% | 3.0% | 0.6% | 13.5% | ||
| 2021 | 0.9% | 2.6% | 1.0% | 1.8% | 1.8% | -0.6% | -1.0% | -1.5% | -0.1% | 1.0% | -3.3% | 1.0% | 3.7% |
| 2020 | 0.0% | -1.4% | 3.3% | -0.5% | 1.7% | 0.0% | 1.1% | 0.5% | -3.0% | -1.7% | 2.4% | 3.3% | 5.8% |
| 2019 | -1.7% | -0.3% | 0.1% | 0.8% | -3.6% | 1.0% | 1.1% | 1.9% | -1.6% | -0.8% | -0.5% | -1.5% | -5.2% |
| 2018 | 1.9% | -2.8% | 0.8% | 1.3% | -1.0% | 1.7% | -1.3% | 3.9% | 1.3% | -2.8% | -2.2% | -3.2% | -2.4% |
| 2017 | -2.1% | 5.1% | -5.5% | -0.2% | 3.0% | -2.8% | -0.3% | 0.7% | 0.7% | 1.5% | 0.1% | 1.9% | 2.1% |
| 2016 | -0.1% | -1.2% | -3.1% | 1.6% | -2.5% | 2.9% | -0.4% | 0.3% | -1.2% | 1.9% | -3.0% | 1.1% | -4.0% |
| 2015 | 1.8% | 0.2% | 3.4% | -0.7% | 0.3% | -3.5% | 1.1% | -3.5% | 1.0% | -2.1% | 1.0% | 0.5% | -0.5% |
| 2014 | -2.0% | 1.5% | 0.8% | 3.2% | -0.6% | -1.5% | -4.0% | -0.2% | 1.0% | -1.4% | 0.5% | 0.9% | -1.8% |
| 2013 | 1.6% | 0.8% | 2.2% | 1.1% | 5.7% | ||||||||
| -1.0% | 5.7% | 6.0% | 12.0% | -0.2% | -2.7% | -8.0% | 3.5% | 2.7% | -3.0% | -2.8% | 5.0% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.00 | 0.00 | |||||||||||
| 2021 | 1.49 | 1.49 | |||||||||||
| 2020 | 0.01 | 0.01 | |||||||||||
| 2019 | 0.45 | 0.45 | |||||||||||
| 2018 | 0.02 | 0.69 | 0.71 | ||||||||||
| 2017 | 0.39 | 0.39 | |||||||||||
| 2013 | 1.21 | 1.21 | |||||||||||
| 0.00 | 0.00 | 0.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.23 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| FMF | FMIL | HSMV | NVQ | TEQI | VNMC | |
|---|---|---|---|---|---|---|
| Product name | First Trust Morningstar Managed Futures Strategy Fund | Fidelity New Millennium ETF | First Trust Horizon Managed Volatility Small/Mid ETF | QRAFT AI-Enhanced US Next Value ETF | T. Rowe Price Equity Income ETF | Natixis Vaughan Nelson Mid Cap ETF |
| Issuer | First Trust | Fidelity | First Trust | QRAFT | T. Rowe Price | Natixis |
| Price | $51.79 | $27.48 | $28.7342 | $29.537 | $31.679 | $26.194 |
| Expense Ratio | 0.95% |  0.59% | 0.8% | 0.75% | 0.54% | 0.85% |
| Average Spread | 1.178% | 0.218% | 0.139% | 0.237% | 0.126% | 0.191% |
| AUM | $68,918,000 | $55,854,400 | $12,935,000 | $5,789,750 | $45,734,100 | $6,776,200 |
| Shares | 1,330,720 | 2,032,547 | 450,161 | 196,017 | 1,443,672 | 258,693 |
| Average Daily Volume | 54,179 | 38,697 | 879 | 200 | 18,280 | 37 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2013-08-01 | 2020-06-03 | 2020-04-06 | 2020-12-02 | 2020-08-04 | 2020-09-17 |
| Index Tracked | No Underlying Index | No Underlying Index | No Underlying Index | No Underlying Index | No Underlying Index | No Underlying Index |
| Category | Hedge Fund | Large Cap Blend Equities | Small Cap Blend Equities | All Cap Equities | Large Cap Value Equities | Mid Cap Blend Equities |
| Asset Class | Alternatives | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Mid Caps | Large/Mid Caps | Large/Mid Caps | |||
| Value or Growth | Blend | Blend | Value | Blend | Blend | |
| Region | North America | North America | North America | North America | ||
| Countries | U.S. | Broad | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $1.495 | $0.569 | $0.37 | $0.576 | $0.988 | $4.138 |
| Annual Dividend Yield | 0.029% | 0.021% | 0.013% | 0.020% | 0.031% | 0.158% |
| Number of Holdings | 30 | 121 | 200 | 100 | 108 | 0 |
| YTD Return | 14.03% | -6.15% | -16.59% | -8.10% | -11.44% | -18.14% |
| Beta | -0.18 | 0.93 | 0.90 | 0.69 | 0.80 | 0.89 |
| Upside Beta | -0.11 | 0.70 | 0.63 | 0.39 | 0.68 | 0.18 |
| Downside Beta | 0.25 | 0.12 | 0.00 | -0.23 | -0.03 | -0.60 |
| Volatility 1Y | 15.53% | 21.04% | 18.99% | 22.27% | 18.67% | 20.54% |
| Sharpe Ratio 3Y | 0.84 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Treynor Ratio 3Y | -0.04 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |