FIDELITY MANAGED FUTURES ETF
Symbol: FFUT
Exchange: NASDAQ
Sector: Technology
Category: Systematic Trend
Inception date: 03/06/2025
Latest date: 15/10/2026
Current price: $64.45
Expense ratio: 0.80%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.41%
Ann. 2.75% (Sharpe / Sortino numerator)
Volatility
10.38%
Sharpe ratio
-0.085
VaR 95%
-1.01%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
8.05%
Ann. 22.43% (Sharpe / Sortino numerator)
Volatility
14.53%
Sharpe ratio
1.294
VaR 95%
-1.56%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.02%
Ann. 27.53% (Sharpe / Sortino numerator)
Volatility
13.20%
Sharpe ratio
1.811
VaR 95%
-1.46%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
25.38%
Ann. 20.42% (Sharpe / Sortino numerator)
Volatility
11.05%
Sharpe ratio
1.519
VaR 95%
-1.01%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.093%
Best day
3.305%
Worst day
-2.774%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $64.76 | $64.76 | $63.73 | $64.45 | 39,900 |
| 14/10/2026 | $65.51 | $65.51 | $64.56 | $64.77 | 53,300 |
| 13/10/2026 | $65.09 | $65.54 | $64.77 | $65.54 | 31,200 |
| 12/10/2026 | $65.19 | $67.17 | $64.97 | $65.09 | 132,600 |
| 09/10/2026 | $65.12 | $65.12 | $64.62 | $64.93 | 70,500 |
| 08/10/2026 | $65.06 | $65.19 | $64.44 | $64.74 | 53,400 |
| 07/10/2026 | $65.08 | $65.29 | $64.67 | $65.08 | 87,800 |
| 06/10/2026 | $64.67 | $65.04 | $64.12 | $65.04 | 133,700 |
| 05/10/2026 | $64.07 | $64.29 | $63.89 | $64.08 | 26,800 |
| 02/10/2026 | $64.09 | $64.45 | $63.51 | $64.33 | 20,200 |