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First Trust Global Tactical Commodity Strategy Fund FTGC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FTGC | Replication |
|---|---|---|
| Annualized growth | 21.2% | 20.9% |
| Annualized volatility | 13.9% | 13.9% |
| Sharpe ratio | 1.45 | 1.44 |
| Maximum drawdown | 9.2% | 11.8% |
| Replication fit (R²) | 0.91 · Tracking error 4.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model FTGC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BCI | Alternatives · Commodities | 89.8% |
| VUG | Style · Growth | 5.5% |
| XLE | Sector · Energy | 4.7% |