FMF Holdings
First Trust Managed Futures Strategy Fund
1W: -0.3%
1M: +2.1%
3M: +3.3%
YTD: +9.6%
1Y: +10.8%
3Y: +17.9%
5Y: +30.2%
$52.00
-0.20 (-0.37%)
Weekly Expected Move ±1.5%
$50
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Overview
Chart
Holdings
Changes
Technicals
Analysis
Peers
Institutions
Dark Pool
Short Interest
Dividends
Weather
ETF-Level Metrics
AUM$283M
Holdings—
Top 10 Wt—%
Beta0.11
% Profitable—%
Coverage—%
Portfolio Valuation
P/E—
P/B—
P/S—
EV/EBITDA—
P/FCF—
PEG—
Profitability & Returns
Gross Margin—%
Net Margin—%
ROE—%
ROA—%
ROIC—%
Div Yield—%
Leverage & Liquidity
Debt/Equity—
Debt/Assets—
Net Debt/EBITDA—x
Interest Cov—x
Current Ratio—
Quick Ratio—
Growth (YoY)
Revenue—%
Net Income—%
EPS—%
FCF—%
EBITDA—%
Rev CAGR 3Y—%
Quality Scores
Piotroski F—
Altman Z—
IS Quality—
IS Overall—
IS Value—
Median P/E—
Sector Breakdown
1 sectors| Sector | # Holdings | Total Weight % | Avg P/E |
|---|---|---|---|
| Other | 70 | -47.3% | — |
Smart Money Overlap
0 holdings with signalsNo holdings with active convergence signals
Showing 50 of 70 holdings
· Page 1 of 2
| # | Name | Ticker | Weight % ▼ | Mkt Value | Shares | P/E | Mkt Cap | Sector |
|---|---|---|---|---|---|---|---|---|
| 1 | US Dollar Private | — | 49.05% | $141.0M | 140,984,464 | — | — | — |
| 2 | MEXICAN PESO FUT Dec26 Private | — | 8.70% | $25.0M | 908 | — | — | — |
| 3 | GASOLINE RBOB FUT Nov26 Private | — | 7.00% | $20.1M | 147 | — | — | — |
| 4 | BRAZIL REAL FUT Nov26 Private | — | 6.28% | $18.1M | 938 | — | — | — |
| 5 | LME ZINC FUTURE Dec26 Deriv | — | 4.64% | $13.3M | 139 | — | — | — |
| 6 | SOYBEAN FUTURE Nov26 Deriv | — | 4.48% | $12.9M | 199 | — | — | — |
| 7 | NY Harb ULSD Fut Nov26 Private | — | 4.04% | $11.6M | 59 | — | — | — |
| 8 | MSCI EmgMkt Dec26 Private | — | 3.45% | $9.9M | 116 | — | — | — |
| 9 | SOYBEAN MEAL FUTR Dec26 Private | — | 3.39% | $9.7M | 273 | — | — | — |
| 10 | Low Su Gasoil G Nov26 Private | — | 3.25% | $9.3M | 66 | — | — | — |
| 11 | BRENT CRUDE FUTR Jan27 Private | — | 3.04% | $8.7M | 92 | — | — | — |
| 12 | SUGAR #11 (WORLD) Mar27 Private | — | 3.01% | $8.6M | 415 | — | — | — |
| 13 | IBEX 35 INDX FUTR Oct26 Private | — | 2.99% | $8.6M | 39 | — | — | — |
| 14 | AUDUSD Crncy Fut Dec26 Private | — | 2.95% | $8.5M | 122 | — | — | — |
| 15 | S&P/TSX 60 IX FUT Dec26 Private | — | 2.84% | $8.2M | 28 | — | — | — |
| 16 | CBOE VIX FUTURE Jan27 Deriv | — | 2.78% | $8.0M | 410 | — | — | — |
| 17 | NIKKEI 225 (OSE) Dec26 Private | — | 2.52% | $7.2M | 17 | — | — | — |
| 18 | LME PRI ALUM FUTR Dec26 Private | — | 2.51% | $7.2M | 91 | — | — | — |
| 19 | Japanese Yen Private | — | 2.51% | $7.2M | 1,133,652,743 | — | — | — |
| 20 | OMXS30 IND FUTURE Oct26 Deriv | — | 2.47% | $7.1M | 217 | — | — | — |
| 21 | SILVER FUTURE Dec26 Deriv | — | 2.42% | $7.0M | 23 | — | — | — |
| 22 | FTSE 100 IDX FUT Dec26 Private | — | 1.97% | $5.7M | 40 | — | — | — |
| 23 | TOPIX INDX FUTR Dec26 Private | — | 1.82% | $5.2M | 20 | — | — | — |
| 24 | FTSE/MIB IDX FUT Dec26 Private | — | 1.81% | $5.2M | 18 | — | — | — |
| 25 | NASDAQ 100 E-MINI Dec26 Private | — | 1.71% | $4.9M | 8 | — | — | — |
| 26 | DJIA MINI e-CBOT Dec26 Private | — | 1.61% | $4.6M | 18 | — | — | — |
| 27 | S&P500 EMINI FUT Dec26 Private | — | 1.48% | $4.2M | 11 | — | — | — |
| 28 | ECX EMISSION Dec26 Private | — | 1.34% | $3.9M | 40 | — | — | — |
| 29 | COPPER FUTURE Dec26 Deriv | — | 1.04% | $3.0M | 18 | — | — | — |
| 30 | GOLD 100 OZ FUTR Dec26 Private | — | 1.02% | $2.9M | 7 | — | — | — |
| 31 | TTF NAT GAS F Nov26 Private | — | 0.79% | $2.4M | 40 | — | — | — |
| 32 | Euro Private | — | 0.56% | $1.6M | 1,423,460 | — | — | — |
| 33 | Swedish Krona Private | — | 0.12% | $358,217 | 3,586,186 | — | — | — |
| 34 | Swiss Franc Private | — | -0.04% | $-108,160 | -90,389 | — | — | — |
| 35 | Pound Sterling Private | — | -0.04% | $-108,132 | -81,523 | — | — | — |
| 36 | Canadian Dollar Private | — | -0.20% | $-562,549 | -800,676 | — | — | — |
| 37 | COCOA FUTURE Dec26 Deriv | — | -0.28% | $-805,050 | -15 | — | — | — |
| 38 | Australian Dollar Private | — | -0.42% | $-1,192,859 | -1,717,827 | — | — | — |
| 39 | MSCI EAFE Dec26 Private | — | -0.60% | $-1,725,130 | -11 | — | — | — |
| 40 | BP CURRENCY FUT Dec26 Private | — | -1.13% | $-3,233,831 | -39 | — | — | — |
| 41 | CBOE VIX FUTURE Nov26 Deriv | — | -1.21% | $-3,469,202 | -188 | — | — | — |
| 42 | LIVE CATTLE FUTR Dec26 Private | — | -1.24% | $-3,563,200 | -40 | — | — | — |
| 43 | CATTLE FEEDER FUT Nov26 Private | — | -1.57% | $-4,513,050 | -27 | — | — | — |
| 44 | LONG GILT FUTURE Dec26 Deriv | — | -1.67% | $-4,788,992 | -43 | — | — | — |
| 45 | NATURAL GAS FUTR Nov26 Private | — | -1.84% | $-5,295,500 | -175 | — | — | — |
| 46 | COTTON NO.2 FUTR Dec26 Private | — | -1.84% | $-5,300,100 | -135 | — | — | — |
| 47 | COFFEE 'C' FUTURE Dec26 Deriv | — | -1.86% | $-5,341,612 | -49 | — | — | — |
| 48 | CAC40 10 EURO FUT Oct26 Private | — | -2.07% | $-5,956,177 | -66 | — | — | — |
| 49 | CAN 10YR BOND FUT Dec26 Bond | — | -2.31% | $-6,638,246 | -82 | — | — | — |
| 50 | LME NICKEL FUTURE Dec26 Deriv | — | -2.49% | $-7,154,554 | -75 | — | — | — |