FTMIX Performance — First Trust Multi-Strategy Fund, Class I
Data updated: 2026-08-24
FTMIX returned +2.00% year to date and +5.82% over one year to Jun 2026. Annualised returns are +6.91% over 3 years and +4.21% over 5 years. The fund trailed its Managed Futures / Macro category average: $100 invested three years ago grew to $122, against $128 for the category, and to $106 over one year, against $117. Volatility over the past three years was 2.29% a year. In the 12 months to Jun 2026 the fund took in a net $411.2M, and assets reached $1.35B.
FTMIX Growth of $100
What $100 invested in First Trust Multi-Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Managed Futures / Macro category average over the same months.
| Period | FTMIX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $106 | $117 |
| 3 years (Jul 2023 – Jun 2026) | $122 | $128 |
| 5 years (Jul 2021 – Jun 2026) | $123 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $140 | $153 |
FTMIX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +2.00% |
| 1 year | +5.82% |
| 3 years (annualised) | +6.91% |
| 5 years (annualised) | +4.21% |
FTMIX Annual Returns
Calendar-year total returns of First Trust Multi-Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +2.00% |
| 2025 | +6.61% |
| 2024 | +8.22% |
| 2023 | +8.67% |
| 2022 | −5.08% |
| 2021 | +7.17% |
| 2020 | +2.56% |
| 2019 (Jul–Dec) | +4.66% |
FTMIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.5% | +0.1% | −1.2% | +1.2% | +1.3% | +0.1% | — | — | — | — | — | — |
| 2025 | +1.0% | +0.1% | −1.0% | 0.0% | +1.6% | +1.1% | +0.7% | +0.6% | +1.0% | +0.9% | +0.2% | +0.3% |
| 2024 | +1.1% | +0.5% | +0.7% | 0.0% | +1.5% | +0.9% | +0.7% | +0.5% | +0.9% | +0.3% | +1.0% | −0.2% |
| 2023 | +1.4% | +0.3% | +1.0% | +0.8% | +0.1% | +0.9% | +0.7% | +0.5% | 0.0% | −0.3% | +1.9% | +0.9% |
| 2022 | −0.6% | −0.7% | −0.5% | −0.7% | −1.1% | −1.5% | +0.9% | 0.0% | −2.1% | +0.1% | +1.0% | 0.0% |
| 2021 | +1.3% | +1.5% | +0.7% | +0.7% | +0.8% | +0.7% | 0.0% | +0.3% | +0.4% | +0.9% | −0.6% | +0.3% |
| 2020 | −1.4% | −2.2% | −11.4% | +3.1% | +3.6% | +2.3% | +1.2% | +1.4% | +0.2% | −0.6% | +5.1% | +2.3% |
| 2019 | — | — | — | — | — | — | +0.6% | +0.9% | +1.3% | +0.1% | +0.2% | +1.6% |
FTMIX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 2.29%
- 3-year Sharpe ratio: 1.05 (vs 4.5% risk-free rate)
- Best month: +1.94% (Nov 2023)
- Worst month: −1.23% (Mar 2026)
FTMIX Fund Flows
Monthly money in and out of First Trust Multi-Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: $411.2M
- 12-month gross sales (incl. reinvestments): $794.9M
- Sales ÷ redemptions: 2.07×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $56.2M | $47.5M | $8.7M |
| May 2026 | $55.5M | $32.0M | $23.5M |
| Apr 2026 | $56.6M | $49.4M | $7.1M |
| Mar 2026 | $52.2M | $32.2M | $20.0M |
| Feb 2026 | $80.9M | $30.7M | $50.2M |
| Jan 2026 | $71.6M | $36.3M | $35.2M |
| Dec 2025 | $82.7M | $35.9M | $46.7M |
| Nov 2025 | $60.4M | $23.5M | $36.9M |
| Oct 2025 | $86.7M | $25.2M | $61.5M |
| Sep 2025 | $69.7M | $26.7M | $43.1M |
| Aug 2025 | $58.0M | $22.0M | $36.0M |
| Jul 2025 | $64.5M | $22.3M | $42.2M |
FTMIX Assets Under Management
Net assets of First Trust Multi-Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.35B |
| 2026-03-31 | $1.30B |
| 2025-12-31 | $1.22B |
| 2025-09-30 | $1.08B |
| 2025-06-30 | $945.76M |
| 2025-03-31 | $830.23M |
| 2024-12-31 | $698.39M |
| 2024-09-30 | $530.87M |
| 2024-06-30 | $425.09M |
| 2024-03-31 | $291.98M |
| 2023-12-31 | $218.08M |
| 2023-09-30 | $109.73M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.