sotnkFMF First Trust Managed Futures Strategy Fund
- Last close
- 50.96
- 504-day return
- +19.32%
- Median $/day
- $844k
- Significant pairs
- 25
FMF vs LALT
Both indexed to 100 at 2026-05-11.
Moves with FMF
Same-day co-movement.
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| LALT First Trust Multi-Strategy Alternative ETF | $187k | 0d | +0.58 | +0.56 | 100% | <1e-15 | robust |
| AHLT American Beacon AHL Trend ETF | $123k | 0d | +0.55 | +0.51 | 100% | <1e-15 | robust |
| KMLM KraneShares Mount Lucas Managed Futures Index Strategy ETF | $3.0M | 0d | +0.50 | +0.54 | 100% | <1e-15 | robust |
| FAAR First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF | $544k | 0d | +0.50 | +0.56 | 100% | <1e-15 | robust |
| DBMF iMGP DBi Managed Futures Strategy ETF | $20.3M | 0d | +0.48 | +0.55 | 100% | <1e-15 | robust |
| CTA Simplify Managed Futures Strategy ETF | $11.1M | 0d | +0.44 | +0.46 | 100% | <1e-15 | robust |
| RSBT Return Stacked Bonds & Managed Futures ETF | $425k | 0d | +0.44 | +0.45 | 100% | <1e-15 | robust |
| WTMF WisdomTree Managed Futures Strategy Fund | $820k | 0d | +0.41 | +0.23 | 100% | <1e-15 | moderate |
| SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | $2.7M | 0d | +0.37 | +0.48 | 100% | <1e-15 | robust |
| HARD Simplify Commodities Strategy No K-1 ETF | $470k | 0d | +0.42 | +0.47 | 88% | <1e-15 | robust |
| PIT VanEck Commodity Strategy ETF | $191k | 0d | +0.40 | +0.54 | 88% | <1e-15 | robust |
| RSST Return Stacked U.S. Stocks & Managed Futures ETF | $1.8M | 0d | +0.38 | +0.27 | 88% | <1e-15 | robust |
| GCC WisdomTree Enhanced Commodity Strategy Fund | $466k | 0d | +0.36 | +0.44 | 88% | <1e-15 | robust |
| ARP PMV Adaptive Risk Parity ETF | $121k | 0d | +0.35 | +0.22 | 88% | 4e-15 | moderate |
| NBCM Neuberger Commodity Strategy ETF | $884k | 0d | +0.35 | +0.49 | 88% | 7e-15 | robust |