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First Trust Multi-Strategy Cl A (FTMAX)
At close: 8:00:37 PM EST
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 | 9 |
| Number of Years Down | 2 |
Performance & Risk
| YTD Return | 8.35% |
| 5y Average Return | 4.13% |
| Rank in Category (ytd) | 35 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.13 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| FTMAX | Category Average | FTMAX | Category Average | FTMAX | Category Average | |
| Alpha | -1.14 | -0.01 | -0.99 | -0.02 | 0.29 | -0 |
| BETA | 0.13 | 0 | 0.29 | 0 | 0.24 | 0 |
| Mean Annual Return | 0.3 | 0 | 0.37 | 0 | 0.34 | 0 |
| R-squared | 67.73 | 0.61 | 55.24 | 0.6 | 44.76 | 0.58 |
| Standard Deviation | 2.94 | 0.08 | 6.84 | 0.06 | 5.37 | 0.06 |
| Sharpe Ratio | -0.2 | 0 | 0.27 | 0 | 0.42 | 0 |
| Treynor Ratio | -4.31 | 0.06 | 5.73 | 0.07 | 9.02 | 0.1 |
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