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Nasdaq - Delayed Quote USD
First Trust Multi-Strategy Cl A (FTMAX)
23.33
-0.14
(-0.60%)
At close: 8:03:51 PM EDT
Fund Summary
The Adviser delegates the management of a portion of fund assets to a group of experienced investment managers that utilize a variety of investment strategies and styles. The fund may invest up to 85% of its net assets in derivatives including structured products, options, futures, forward currency contracts and swaps, including credit-default swaps.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 12.80% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 10 |
| Number of Years Down | 2 |
Performance & Risk
| YTD Return | -0.39% |
| 5y Average Return | 7.38% |
| Rank in Category (ytd) | 64 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.14 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| FTMAX | Category Average | FTMAX | Category Average | FTMAX | Category Average | |
| Alpha | -0.94 | -0.01 | 1.76 | -0.02 | 0.04 | -0 |
| BETA | 0.14 | 0 | 0.2 | 0 | 0.25 | 0 |
| Mean Annual Return | 0.34 | 0 | 0.59 | 0 | 0.32 | 0 |
| R-squared | 70.78 | 0.61 | 59.29 | 0.6 | 45.85 | 0.58 |
| Standard Deviation | 2.93 | 0.08 | 4.01 | 0.06 | 5.38 | 0.06 |
| Sharpe Ratio | -0.16 | 0 | 1.04 | 0 | 0.36 | 0 |
| Treynor Ratio | -3.59 | 0.06 | 22.03 | 0.07 | 7.4 | 0.1 |
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