10-day Volatility
9.74%
+3.36%+52.66%
03 January 2025
1-month Volatility
14.16%
+1.61%+12.83%
03 January 2025
3-month Volatility
10.42%
+0.39%+3.89%
03 January 2025
1-year Volatility
7.99%
+0.15%+1.91%
03 January 2025
Summary:
FMF ETF 10-day historical volatility is 9.74%, with the most recent change of +3.36% (+52.66%) on 03 January 2025.FMF Volatility Chart
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FMF Volatility Performance
| PeriodPeriod | 10-day volatility10-day volatility | 1-month volatility1-month volatility | 3-month volatility3-month volatility | 1-year volatility1-year volatility |
|---|---|---|---|---|
| todaytoday | +52.7% | +12.8% | +3.9% | +1.9% |
| 1 m1 month | +65.1% | +74.8% | +25.4% | +11.6% |
| 3 m3 months | +64.8% | +72.5% | +44.3% | +13.0% |
| 6 m6 months | +65.1% | +135.2% | +72.2% | +8.9% |
| ytdytd | -36.3% | +12.1% | +3.2% | +1.8% |
| 1 y1 year | +130.3% | +160.8% | +44.3% | -15.1% |
| 5 y5 years | +113.1% | +209.8% | +137.4% | +61.4% |
FMF Volatility High & Low
| PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
|---|---|---|---|---|---|
| 1 m | 1 month | 17.41% | -44.1% | 5.62% | -42.3% |
| 3 m | 3 months | 17.41% | -44.1% | 3.90% | -60.0% |
| 6 m | 6 months | 17.41% | -44.1% | 3.90% | -60.0% |
| 1 y | 1 year | 17.41% | -44.1% | 3.16% | -67.6% |
| 3 y | 3 years | 59.31% | -83.6% | 3.16% | -67.6% |
| 5 y | 5 years | 59.31% | -83.6% | 2.08% | -78.6% |
| alltime | all time | 59.31% | -83.6% | 0.75% | -92.3% |
FMF Volatility History
| Date | Value |
|---|---|
| 2025 | 9.74%(-36.3%) |
| 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%) |
| Date | Value |
|---|---|
| 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 9.74%
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 -5.56% (-36.34%) 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 +5.51% (+130.26%)