FTGC
First Trust Global Tactical Commodity Strategy Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
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 10.3%, compared to a Buy-and-Hold benchmark return of 7.6%. 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.
📊 Mathematical Model
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
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
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.
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FTGC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 37.30% | 37.30% | 14.65% | 13.21% | 11.00% | 8.15% | 10.28% | 7.63% |
| Sharpe Ratio | 2.00 | 2.00 | 0.91 | 0.79 | 0.81 | 0.53 | 0.78 | 0.50 |
| Max Drawdown | -12.34% | -12.34% | -21.85% | -22.64% | -21.85% | -35.91% | -21.85% | -35.91% |
| % Time Invested | 100.0% | 100.0% | 89.2% | 100.0% | 72.2% | 100.0% | 67.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.4 | 0.0 | 0.4 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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. Upgrade to Pro 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 | |