FMF
·ARCA
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Key Stats
Assets Under Management
205.47MUSD
Fund Flows (1Y)
54.43MUSD
Dividend Yield
5.62%
Discount/Premium to NAV
0.05%
Shares Outstanding
4.40M
Expense Ratio
0.99%
About First Trust Managed Futures Strategy Fund
Issuer
First Trust Advisors L.P.
Brand
First Trust
Inception Date
Aug 1, 2013
Structure
Open-Ended Fund
Index Tracked
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Management Style
Active
Dividend Treatment
Distributes
Distribution Tax Treatment
Ordinary income
Income Tax Type
Capital Gains
Max ST Capital Gains Rate
39.60%
Max LT Capital Gains Rate
20.00%
Primary Advisor
First Trust Advisors LP
Distributor
First Trust Portfolios LP
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
U.S.
Weighting Scheme
Proprietary
Selection Criteria
Proprietary
Returns
1-Month | 3-Month | YTD | 1-Year | 3-Year | 5-Year | |
|---|---|---|---|---|---|---|
Price Performance | -3.64% | -3.30% | -1.70% | -2.94% | -1.39% | +3.72% |
NAV Total Return | -1.61% | +1.19% | +2.92% | +3.06% | +12.96% | +25.53% |
Ratings
No data is currently available
Ainvest’s AI-powered ETF Scoring Algorithm, built to help retail investors make smarter, data-driven decisions. Leveraging deep learning, reinforcement learning, and large language models, the algorithm scores ETFs across five key dimensions: Fund Flow, Momentum, Safety, Fundamentals, and Performance. Each factor is weighted by its correlation to future returns, resulting in a single, actionable score. Backtested over five years with consistently strong predictive accuracy. Ainvest brings institutional-grade artificial intelligence to everyday investors—transforming complexity into clarity with every score.
Holdings Analysis
Sector
No data is currently available
Asset
No data is currently available
Region
No data is currently available
Investment Style
No data is currently available
Top 10 Holdings
Symbol
Ratio
3 MONTH SOFR FUT Mar27
10.11%
MEXICAN PESO FUT Mar26
10.05%
BRAZIL REAL FUT Jan26
9.31%
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US 2YR NOTE (CBT) Mar26
8.31%
IBEX 35 INDX FUTR Jan26
6.84%
 Mar26.png){kind=icon}
US 5YR NOTE (CBT) Mar26
5.73%
LME ZINC FUTURE Mar26
5.22%
GOLD 100 OZ FUTR Feb26
5.09%
S&P/TSX 60 IX FUT Mar26
4.65%
FTSE 100 IDX FUT Mar26
4.39%
Top 10 Weight 69.7%
65 Total Holdings
Dividends
Dividend Payout History
Declaration Date | Record Date | Payment Date | Amount |
|---|---|---|---|
| 2025-12-16 | 2025-12-16 | 2025-12-31 | 1.837 |
| 2025-09-25 | 2025-09-25 | 2025-09-30 | 0.270 |
| 2025-06-26 | 2025-06-26 | 2025-06-30 | 0.283 |
| 2025-03-27 | 2025-03-27 | 2025-03-31 | 0.243 |
| 2024-12-17 | 2024-12-17 | 2024-12-31 | 1.339 |
| 2024-09-26 | 2024-09-26 | 2024-09-30 | 0.228 |
| 2024-06-27 | 2024-06-27 | 2024-06-28 | 0.391 |
Show more
Premium/Discount Chart
Premium/Discount to NAV
Price
1M
Assets Under Management
Assets Under Management
1M
Fund Flows
Inflows
Outflows
1M
