First Trust Global Tactical Commodity Strategy Fund (FTGC)
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Learn moreETF 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
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 32.94% |
| 5y Average Return | 12.88% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.91 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
FTGC | Category Average | FTGC | Category Average | FTGC | Category Average |
|
Alpha
|
2.28 | 1.71 | 3.31 | 1.33 | 1.42 | 1.03 |
|
BETA
|
0.91 | 0.84 | 0.88 | 0.91 | 0.9 | 1.02 |
|
Mean Annual Return
|
1.4 | 1.29 | 1.19 | 1.16 | 0.78 | 0.78 |
|
R-squared
|
91.67 | 78.08 | 92.17 | 85.28 | 90.93 | 84.18 |
|
Standard Deviation
|
13.24 | -- | 14.15 | -- | 13.31 | -- |
|
Sharpe Ratio
|
0.92 | 0.84 | 0.72 | 0.72 | 0.51 | 0.46 |
|
Treynor Ratio
|
13.85 | 11.67 | 11.52 | 11.14 | 6.99 | 6.08 |
