FTGC
FIRST TRUST GLOBAL TACTICAL COMMODITY STRATEGY FUND
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
FTGC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 43.65% | 43.65% | 14.29% | 14.70% | 7.66% | 8.00% | 7.41% | 7.79% |
| Sharpe Ratio | 2.35 | 2.35 | 0.93 | 0.86 | 0.71 | 0.52 | 0.70 | 0.51 |
| Max Drawdown | -7.91% | -7.91% | -21.74% | -22.64% | -21.74% | -35.91% | -21.74% | -35.91% |
| % Time Invested | 100.0% | 100.0% | 70.6% | 100.0% | 38.7% | 100.0% | 37.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 1.1 | 0.0 | 1.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-01-22 | Open | Open | 100% | $20.81 | $29.57 | 42.10% | Mark-to-Market |
| 2024-11-27 | 2025-01-22 | Interest | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2024-11-25 | 2024-11-27 | Completed | 100% | $19.72 | $19.60 | -0.59% | Signal |
| 2024-01-31 | 2024-11-25 | Interest | 100% | $1.00 | $1.03 | 3.44% | Interest Income |
| 2024-01-29 | 2024-01-31 | Completed | 100% | $18.68 | $18.78 | 0.52% | Signal |
| 2023-08-18 | 2024-01-29 | Interest | 100% | $1.00 | $1.02 | 1.89% | Interest Income |
| 2022-07-26 | 2023-08-18 | Completed | 100% | $18.84 | $19.07 | 1.19% | Signal |
| 2022-07-01 | 2022-07-26 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-04-15 | 2022-07-01 | Completed | 100% | $14.30 | $19.03 | 33.02% | Stop |
| 2020-09-04 | 2021-04-15 | Interest | 100% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2020-09-02 | 2020-09-04 | Completed | 100% | $11.57 | $11.33 | -2.06% | Signal |
| 2020-06-25 | 2020-09-02 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-06-23 | 2020-06-25 | Completed | 100% | $10.36 | $10.13 | -2.14% | Signal |
| 2018-11-01 | 2020-06-23 | Interest | 100% | $1.00 | $1.03 | 3.12% | Interest Income |
| 2018-08-10 | 2018-11-01 | Completed | 100% | $12.92 | $12.64 | -2.17% | Signal |
| 2018-05-30 | 2018-08-10 | Interest | 100% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2018-05-25 | 2018-05-30 | Completed | 100% | $14.10 | $14.06 | -0.28% | Signal |
| 2018-01-08 | 2018-05-25 | Interest | 100% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2017-12-26 | 2018-01-08 | Completed | 100% | $13.22 | $13.51 | 2.17% | Signal |
| 2017-07-07 | 2017-12-26 | Interest | 100% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2017-07-05 | 2017-07-07 | Completed | 100% | $12.59 | $12.45 | -1.09% | Signal |
| 2016-08-11 | 2017-07-05 | Interest | 100% | $1.00 | $1.02 | 1.94% | Interest Income |
| 2016-08-09 | 2016-08-11 | Completed | 100% | $13.61 | $13.56 | -0.33% | Signal |
| 2015-11-18 | 2016-08-09 | Interest | 100% | $1.00 | $1.01 | 1.32% | Interest Income |
Return Distribution Analysis
