Create your own Fade out.
Option 1
Use the song creator on the keyboard.
For each channel that's being used.
Insert CC7 ( Volume )
Take note of how many bars are there in the song.
Then you can manually create a fade out.
CC 7 Value 0 is the softest
Value 127 is the loudest.
Option 2
Using a software like Mix Master, can do the job much faster.
But it requires a PC
Hope this help
Regards Norman!