Summary
FFUT
Prices · period metrics · 12M
NAV as of 20/07/2026
05/06/2025 → 28/05/2026
Return 20.78% Volatility 11.05% Sharpe 1.52
Official loaded data — not a live quote.

FIDELITY MANAGED FUTURES ETF

Symbol: FFUT

Exchange: NASDAQ

Sector: Technology

Category: Systematic Trend

Inception date: 03/06/2025

Latest date: 20/07/2026

Current price: $60.10

Expense ratio: 0.80%

Assets under management
$246.9M
-0.41% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

2.98%

Ann. 2.75% (Sharpe / Sortino numerator)

Volatility

10.38%

Sharpe ratio

-0.085

VaR 95%

-1.01%

CVaR 95%: -1.18%
Max drawdown: -2.45%
Sortino ratio: -0.145
Calmar ratio: 1.12

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

4.49%

Ann. 22.43% (Sharpe / Sortino numerator)

Volatility

14.53%

Sharpe ratio

1.294

VaR 95%

-1.56%

CVaR 95%: -1.99%
Max drawdown: -2.84%
Sortino ratio: 1.783
Calmar ratio: 7.89

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

10.34%

Ann. 27.53% (Sharpe / Sortino numerator)

Volatility

13.20%

Sharpe ratio

1.811

VaR 95%

-1.46%

CVaR 95%: -1.90%
Max drawdown: -2.84%
Sortino ratio: 2.446
Calmar ratio: 9.68

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

20.78%

Ann. 20.42% (Sharpe / Sortino numerator)

Volatility

11.05%

Sharpe ratio

1.519

VaR 95%

-1.01%

CVaR 95%: -1.62%
Max drawdown: -2.84%
Sortino ratio: 2.039
Calmar ratio: 7.18

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.078%

Best day

3.305%

18/03/2026
Worst day

-2.774%

19/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $60.35 $60.35 $59.74 $60.10 6,600
17/07/2026 $59.97 $61.37 $59.63 $61.00 16,000
16/07/2026 $59.80 $60.67 $59.70 $60.45 9,600
15/07/2026 $59.69 $59.75 $59.55 $59.65 7,600
14/07/2026 $59.62 $59.94 $59.62 $59.66 8,000
13/07/2026 $59.25 $59.63 $59.25 $59.59 10,000
10/07/2026 $58.90 $58.91 $58.73 $58.91 4,200
09/07/2026 $58.62 $58.97 $57.73 $58.84 13,300
08/07/2026 $58.29 $58.73 $58.09 $58.70 9,600
07/07/2026 $57.94 $58.02 $57.61 $58.02 12,800