FTGC
First Trust Global Tactical Commodity Strategy Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for FTGC (First Trust Global Tactical Commodity Strategy Fund) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -21.9% (compared to the benchmark's drawdown of -35.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.9%, compared to a Buy-and-Hold benchmark return of 8.2%. The strategy executed 4 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for FTGC:
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA Active Model
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for FTGC:
🛡️ Long-Term Investing Active Horizon
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
🛡️ FTGC Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-21.9% (vs -35.9% B&H)
+14.1% shallower drawdown
Downside Efficiency
0.86 Sortino
+0.17 vs 0.69 B&H
Capital Sheltered from Risk
32.0% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 FTGC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -12.34% | -12.34% | -21.85% | -22.64% | -21.85% | -35.91% | -21.85% | -35.91% |
| Sharpe Ratio | 2.36 | 2.36 | 1.03 | 0.90 | 0.87 | 0.59 | 0.82 | 0.54 |
| Sortino Ratio | 3.40 | 3.40 | 1.24 | 1.14 | 0.94 | 0.74 | 0.86 | 0.69 |
| CAGR | 46.19% | 46.19% | 16.57% | 15.10% | 12.04% | 9.09% | 10.88% | 8.25% |
| % Time Invested | 100.0% | 100.0% | 89.2% | 100.0% | 72.6% | 100.0% | 68.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 0.0 | 0.4 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for FTGC... Top Diversifiers for FTGC
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2023-08-07 | 2024-01-29 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.59% | Interest Income | |
| 2022-07-26 | 2023-08-07 | Completed | 100% | $18.72 | $19.10 | 1.98% | Signal | |
| 2022-07-01 | 2022-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2020-06-23 | 2022-07-01 | Completed | 100% | $10.29 | $18.91 | 83.64% | Stop | |
| 2018-11-27 | 2020-06-23 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.63% | Interest Income | |
| 2017-07-05 | 2018-11-27 | Completed | 100% | $12.51 | $11.95 | -4.47% | Stop | |
| 2016-11-15 | 2017-07-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2016-08-09 | 2016-11-15 | Completed | 100% | $13.52 | $12.81 | -5.29% | Stop | |
| 2015-11-18 | 2016-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |