FTGC
First Trust Global Tactical Commodity Strategy Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
Executive Summary
The quantitative backtest for FTGC (First Trust Global Tactical Commodity Strategy Fund) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.4% (compared to the benchmark's drawdown of -35.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.8%, compared to a Buy-and-Hold benchmark return of 8.2%. The strategy executed 7 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active Model
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
-18.4% (vs -35.9% B&H)
+17.5% shallower drawdown
Downside Efficiency
0.76 Sortino
+0.08 vs 0.68 B&H
Capital Sheltered from Risk
38.0% 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% | -18.45% | -22.64% | -18.45% | -35.91% | -18.45% | -35.91% |
| Sharpe Ratio | 2.35 | 2.35 | 0.95 | 0.90 | 0.86 | 0.59 | 0.78 | 0.54 |
| Sortino Ratio | 3.39 | 3.39 | 1.02 | 1.14 | 0.85 | 0.74 | 0.76 | 0.68 |
| CAGR | 45.97% | 45.97% | 14.09% | 15.13% | 11.11% | 9.03% | 9.80% | 8.17% |
| % Time Invested | 100.0% | 100.0% | 76.1% | 100.0% | 64.6% | 100.0% | 62.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 0.6 | 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 | ||||||||
| 2024-09-10 | 2024-10-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2024-01-29 | 2024-09-10 | Completed | 100% | $18.56 | $18.38 | -1.04% | Signal | |
| 2024-01-03 | 2024-01-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2023-08-14 | 2024-01-03 | Completed | 100% | $19.02 | $18.02 | -5.34% | Signal | |
| 2022-09-08 | 2023-08-14 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.36% | Interest Income | |
| 2022-07-26 | 2022-09-08 | Completed | 100% | $18.72 | $18.42 | -1.67% | 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 | |
| 2020-03-04 | 2020-06-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2019-12-13 | 2020-03-04 | Completed | 100% | $12.06 | $11.26 | -6.72% | Signal | |
| 2018-08-02 | 2019-12-13 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.97% | Interest Income | |
| 2017-07-05 | 2018-08-02 | Completed | 100% | $12.51 | $12.79 | 2.22% | Signal | |
| 2016-11-01 | 2017-07-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2016-06-15 | 2016-11-01 | Completed | 100% | $13.80 | $13.21 | -4.35% | Signal | |
| 2015-11-18 | 2016-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |