First Trust Managed Futures Strategy FundFirst Trust Managed Futures Strategy FundFirst Trust Managed Futures Strategy Fund

First Trust Managed Futures Strategy Fund

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Key stats


Assets under management (AUM)
‪153.14 M‬USD
Fund flows (1Y)
‪16.63 M‬USD
Dividend yield (indicated)
4.81%
Discount/Premium to NAV
0.2%
Shares outstanding
‪3.20 M‬
Expense ratio
0.95%

About First Trust Managed Futures Strategy Fund


Issuer
AJM Ventures LLC
Brand
First Trust
Inception date
Aug 1, 2013
Structure
Open-Ended Fund
Index tracked
No Underlying Index
Management style
Active
Distributes
Capital Gains
Max ST capital gains rate
39.60%
Max LT capital gains rate
20.00%
Tax on distributions
Ordinary income
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.

Classification


Asset Class
Alternatives
Category
Hedge fund strategies
Focus
Global macro
Niche
Managed futures
Strategy
Active
Geography
Global
Weighting scheme
Proprietary
Selection criteria
Proprietary
What's in the fund
Exposure type
Bonds, Cash & Other
Government
Bonds, Cash & Other100.00%
Government81.70%
Agency9.15%
Mutual fund9.15%
Summarizing what the indicators are suggesting.
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Displays a symbol's price movements over previous years to identify recurring trends.