FIDELITY MANAGED FUTURES ETF
Symbol: FFUT
Exchange: NASDAQ
Sector: Technology
Category: Systematic Trend
Inception date: 03/06/2025
Latest date: 03/06/2026
Current price: $60.23
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
1.16%
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
8.76%
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
14.35%
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
22.05%
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: 05/06/2025 - 03/06/2026.
Average daily return
0.083%
Best day
3.305%
Worst day
-2.774%
Days with data
249
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $60.26 | $60.34 | $60.06 | $60.23 | 7,500 |
| 02/06/2026 | $60.56 | $60.92 | $59.57 | $60.78 | 92,600 |
| 01/06/2026 | $59.32 | $61.97 | $59.32 | $59.74 | 145,500 |
| 29/05/2026 | $59.29 | $59.48 | $59.19 | $59.32 | 6,300 |
| 28/05/2026 | $58.76 | $59.17 | $58.76 | $59.12 | 4,200 |
| 27/05/2026 | $59.41 | $59.41 | $58.91 | $58.98 | 18,800 |
| 26/05/2026 | $59.34 | $59.52 | $59.05 | $59.16 | 10,400 |
| 22/05/2026 | $59.90 | $59.90 | $59.51 | $59.76 | 8,000 |
| 21/05/2026 | $60.59 | $60.59 | $59.66 | $59.92 | 8,800 |
| 20/05/2026 | $60.40 | $60.40 | $59.74 | $60.02 | 13,300 |