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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.98%
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
4.49%
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
10.34%
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
20.78%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.078%
Best day
3.305%
Worst day
-2.774%
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 |