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FMF ETF Historical Volatility

FMF 10-day Volatility

8.20%
+0.41%+5.26%

28 January 2025

FMF 1-month Volatility

10.28%
+0.04%+0.39%

28 January 2025

FMF 3-month Volatility

10.62%
-0.14%-1.30%

28 January 2025

FMF 1-year Volatility

8.18%
+0.03%+0.37%

28 January 2025

FMF Volatility Chart

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FMF Volatility Performance

PeriodPeriod10-day volatility10-day volatility1-month volatility1-month volatility3-month volatility3-month volatility1-year volatility1-year volatility
todaytoday+5.3%+0.4%-1.3%+0.4%
1 m1 month-51.0%-18.4%+6.2%+4.7%
3 m3 months-23.1%+20.8%+38.6%+13.4%
6 m6 months+15.0%+46.9%+63.9%+13.3%
ytdytd-46.4%-18.6%+5.2%+4.2%
1 y1 year+80.2%+119.2%+50.6%-10.1%
5 y5 years+70.8%+143.6%+153.5%+69.7%

FMF Volatility High & Low

PeriodPeriodHighHighCurrent vs highvs highLowLowCurrent vs lowvs low
1 m1-month16.77%-51.1%6.38%-22.2%
3 m3-month17.41%-52.9%5.62%-31.5%
6 m6-month17.41%-52.9%3.90%-52.4%
1 y1-year17.41%-52.9%3.16%-61.5%
3 y3-year59.31%-86.2%3.16%-61.5%
5 y5-year59.31%-86.2%2.32%-71.7%
alltimeall time59.31%-86.2%0.75%-90.9%

FMF Volatility History

DateValue
2025
8.20%(-46.4%)
2024
15.30%(+179.7%)
2023
5.47%(-67.4%)
2022
16.80%(+3.6%)
2021
16.22%(+223.8%)
2020
5.01%(+39.2%)
DateValue
2019
3.60%(-63.2%)
2018
9.79%(+54.9%)
2017
6.32%(-67.2%)
2016
19.28%(+26.3%)
2015
15.26%(-28.0%)
2014
21.18%(+259.6%)
2013
5.89%

FAQ

  • What is First Trust Managed Futures Strategy Fund 10-day historical volatility?
  • What is the all time high 10-day volatility for First Trust Managed Futures Strategy Fund?
  • What is FMF 10-day historical volatility year-to-date change?
  • What is First Trust Managed Futures Strategy Fund 10-day volatility year-on-year change?

What is First Trust Managed Futures Strategy Fund 10-day historical volatility?

The current 10-day volatility of FMF is 8.20%

What is the all time high 10-day volatility for First Trust Managed Futures Strategy Fund?

First Trust Managed Futures Strategy Fund all-time high 10-day historical volatility is 59.31%

What is FMF 10-day historical volatility year-to-date change?

First Trust Managed Futures Strategy Fund 10-day historical volatility has changed by -7.10% (-46.41%) since the beginning of the year

What is First Trust Managed Futures Strategy Fund 10-day volatility year-on-year change?

Over the past year, FMF 10-day historical volatility has changed by +3.65% (+80.22%)