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First Trust Global Tactical Commodity Strategy Fund (FTGC)

24.57
+0.21
+(0.86%)
At close: May 9 at 4:00:00 PM EDT
24.57
0.00
(0.00%)
After hours: May 9 at 4:05:09 PM EDT

ETF Summary

The fund is an actively managed exchange-traded fund ("ETF") that seeks to achieve attractive risk adjusted returns by investing in commodity futures contracts, exchange-traded commodity linked instruments, and commodity linked total return swaps (collectively, "Commodities Instruments") through a wholly-owned subsidiary of the fund organized under the laws of the Cayman Islands (the "Subsidiary"). The advisor expects to gain exposure to these investments exclusively by investing in the Subsidiary.

Risk Overview

Performance & Risk

YTD Return 2.37%
5y Average Return 16.05%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.82
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FTGCCategory AverageFTGCCategory AverageFTGCCategory Average
Alpha 1.6 -0.14 3.5 1.86 0.6 0.93
BETA 0.82 0.89 0.87 0.95 0.85 1.03
Mean Annual Return 0 -0.19 1.34 1.27 0.26 0.3
R-squared 86.64 81.51 89.83 85.49 89.45 86.1
Standard Deviation 11.18 12.44 12.98 14.6 12.41 15.4
Sharpe Ratio -0.42 -0.56 1 0.83 0.09 0.11
Treynor Ratio -6.5 -9.48 15.4 12.96 0.46 0.46

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