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% | 12.44% | 14.70% | 7.52% | 8.00% | 7.28% | 7.79% |
| Sharpe Ratio | 2.35 | 2.35 | 0.83 | 0.86 | 0.61 | 0.52 | 0.60 | 0.51 |
| Max Drawdown | -7.91% | -7.91% | -22.51% | -22.64% | -22.51% | -35.91% | -22.51% | -35.91% |
| % Time Invested | 100.0% | 100.0% | 72.5% | 100.0% | 56.9% | 100.0% | 54.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 1.0 | 0.0 | 1.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-10-28 | Open | Open | 100% | $19.31 | $29.57 | 53.10% | Mark-to-Market |
| 2024-09-10 | 2024-10-28 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2024-04-05 | 2024-09-10 | Completed | 100% | $19.83 | $18.50 | -6.72% | Signal |
| 2024-01-31 | 2024-04-05 | Interest | 100% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2024-01-29 | 2024-01-31 | Completed | 100% | $18.68 | $18.78 | 0.52% | Signal |
| 2024-01-03 | 2024-01-29 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-08-14 | 2024-01-03 | Completed | 100% | $19.15 | $18.13 | -5.30% | Signal |
| 2022-09-08 | 2023-08-14 | Interest | 100% | $1.00 | $1.03 | 3.43% | Interest Income |
| 2022-07-26 | 2022-09-08 | Completed | 100% | $18.84 | $18.54 | -1.62% | Signal |
| 2022-07-01 | 2022-07-26 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-09-02 | 2022-07-01 | Completed | 100% | $11.57 | $19.03 | 64.51% | Stop |
| 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 |
| 2020-03-04 | 2020-06-23 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2019-12-13 | 2020-03-04 | Completed | 100% | $12.14 | $11.33 | -6.67% | Signal |
| 2018-08-02 | 2019-12-13 | Interest | 100% | $1.00 | $1.03 | 3.30% | Interest Income |
| 2017-10-16 | 2018-08-02 | Completed | 100% | $13.24 | $12.87 | -2.79% | Signal |
| 2017-07-07 | 2017-10-16 | Interest | 100% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2017-07-05 | 2017-07-07 | Completed | 100% | $12.59 | $12.45 | -1.09% | Signal |
| 2016-11-01 | 2017-07-05 | Interest | 100% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2016-06-15 | 2016-11-01 | Completed | 100% | $13.89 | $13.29 | -4.30% | Signal |
| 2015-11-18 | 2016-06-15 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
Return Distribution Analysis
