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First Trust Managed Futures Strategy Fund (FMF)

NYSEArca - NYSEArca Delayed price. Currency in USD
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48.48+0.17 (+0.35%)
At close: 03:59PM EDT

Risk statistics

3 yearsFMFCategory average
5 yearsFMFCategory average
10 yearsFMFCategory average
Alpha
1.055.59
1.776.26
-0.534.06
BETA
-0.12-0.25
-0.02-0.12
0.01-0.07
Mean annual return
0.320.67
0.320.62
0.090.42
R-squared
6.418.41
0.188.09
0.114.59
Standard deviation
8.0111.8
7.1811.09
6.210.75
Sharpe ratio
0.090.34
0.220.45
-0.070.32
Treynor ratio
-3.65-15.16
-81.64-32.19
-44.7-7