First Trust Managed Futures Strategy Fund (FMF)
Seasonality Analysis
First Trust Managed Futures Strategy Fund Annual Seasonality Statistics
First Trust Managed Futures Strategy Fund Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | 0.31% | Weak | |
| February BEST | 0.88% | Moderate | |
| March | 0.25% | Moderate | |
| April | 0.73% | Moderate | |
| May | -0.13% | Weak | |
| June | -0.14% | Weak | |
| July | -0.27% | Weak | |
| August | 0.35% | Moderate | |
| September | 0.36% | Moderate | |
| October | -0.44% | Very Weak | |
| November | -0.19% | Weak | |
| December WORST | -0.87% | Very Weak |
First Trust Managed Futures Strategy Fund 2026 vs Historical Pattern
First Trust Managed Futures Strategy Fund Interactive Seasonality Chart
First Trust Managed Futures Strategy Fund Pattern Scanner
First Trust Managed Futures Strategy Fund Seasonal Historical Performance
About First Trust Managed Futures Strategy Fund (FMF) Seasonality
First Trust Managed Futures Strategy Fund (FMF) has been analyzed using 13 years of historical data to identify seasonal patterns. Classified under ETFs, First Trust Managed Futures Strategy Fund shows distinct seasonal tendencies based on historical data.
The strongest month for First Trust Managed Futures Strategy Fund is historically February, with an average return of 0.88% and a win rate of 62%. Conversely, December tends to be the weakest month, averaging -0.87% return.
Looking at the full calendar year, First Trust Managed Futures Strategy Fund has an average annual return of 0.86% with an overall monthly win rate of 52.8%. Out of 12 months, 6 typically show positive average returns.
The seasonal pattern for First Trust Managed Futures Strategy Fund has a consistency score of 49.4 (Poor), based on 14 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
First Trust Managed Futures Strategy Fund Seasonality FAQ
What is the best month to buy First Trust Managed Futures Strategy Fund (FMF)?
Historically, February has been the best month for First Trust Managed Futures Strategy Fund, with an average return of 0.88% and a win rate of 62%. However, past performance does not guarantee future results.
What is the worst month for First Trust Managed Futures Strategy Fund (FMF)?
Based on historical data, December has been the weakest month for First Trust Managed Futures Strategy Fund, with an average return of -0.87%. This is a historical observation and does not guarantee future results.
How reliable is FMF seasonality data?
The seasonality analysis for First Trust Managed Futures Strategy Fund is based on 13 years of historical price data. While seasonal patterns can provide useful insights, they should be combined with other forms of analysis. Past patterns do not guarantee future performance.
How can I use First Trust Managed Futures Strategy Fund seasonality in my trading?
Use First Trust Managed Futures Strategy Fund (FMF) seasonality as one factor in your analysis. Identify historically strong and weak months, combine with other research methods. SeasOptima provides premium tools including interactive charts, pattern scanning, and historical performance data for deeper analysis.