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FMY: First Trust Mortgage Income Fund (CEF)
Basic Info 11.78 0.03(0.26%) April 26
Asset Class: | Multisector Bond |
MyPlanIQ Rating: | (92%) |
Start Date: | 05/26/2005 |
Last Dividend Date: | 04/01/2024 |
12-Mo. Yield | 6.55% |
Expenses | - |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 05/26/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | -0.8 | 11.3 | 1.4 | 3.4 | 2.9 | 5.0 | 4.1 | 16.5 | -12.6 | 3.2 | 4.7 | 12.9 | -3.4 | 7.2 | 2.9 | 4.3 | 2.0 | -5.8 | 2.0 | 8.8 | 16.6 | 19.9 | 4.5 | 10.2 | 12.4 | -18.8 |
Sharpe Ratio | NA | -0.5 | 0.53 | -0.06 | 0.12 | 0.17 | NA | 0.22 | 0.82 | -0.8 | 0.33 | 0.25 | 1.48 | -0.66 | 1.1 | 0.32 | 0.5 | 0.32 | -0.47 | 0.13 | 0.46 | 1.15 | 1.58 | 0.1 | 0.84 | 1.62 | -2.58 |
Draw Down(%) | NA | 4.1 | 4.1 | 19.6 | 19.6 | 19.6 | NA | 28.0 | 5.2 | 19.0 | 4.1 | 12.4 | 5.5 | 5.3 | 2.3 | 5.1 | 5.9 | 5.5 | 16.3 | 15.9 | 18.9 | 13.0 | 9.7 | 28.0 | 6.4 | 2.2 | 20.8 |
Standard Deviation(%) | NA | 12.3 | 14.0 | 14.6 | 14.3 | 11.4 | NA | 14.4 | 15.0 | 17.6 | 9.8 | 17.4 | 7.8 | 7.1 | 6.0 | 8.7 | 8.5 | 6.1 | 12.5 | 15.1 | 19.1 | 14.4 | 12.5 | 35.8 | 8.5 | 5.7 | 12.3 |
Treynor Ratio | NA | -0.1 | 0.23 | -0.04 | 0.48 | 0.31 | NA | 0.55 | 1.18 | -0.57 | -0.15 | -0.07 | -0.42 | -0.15 | 0.52 | 0.26 | 0.21 | 0.14 | -0.13 | 0.41 | -1.17 | -4.04 | -4.25 | -0.37 | 0.39 | 0.29 | -4.45 |
Alpha | NA | 0.01 | 0.04 | 0.01 | 0.01 | 0.01 | NA | 0.02 | 0.05 | -0.04 | 0.01 | 0.04 | 0.05 | -0.02 | 0.02 | 0.01 | 0.02 | 0.01 | -0.02 | 0.01 | 0.04 | 0.07 | 0.08 | 0.04 | 0.03 | 0.03 | -0.14 |
Beta | NA | 0.61 | 0.33 | 0.19 | 0.04 | 0.06 | NA | 0.06 | 0.1 | 0.25 | -0.21 | -0.67 | -0.27 | 0.32 | 0.13 | 0.11 | 0.21 | 0.14 | 0.44 | 0.05 | -0.08 | -0.04 | -0.05 | -0.1 | 0.18 | 0.31 | 0.07 |
RSquared | NA | 0.08 | 0.03 | 0.01 | 0.0 | 0.0 | NA | 0.0 | 0.0 | 0.01 | 0.01 | 0.04 | 0.02 | 0.02 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.03 | 0.0 |
Yield(%) | N/A | 2.0 | 7.4 | 5.6 | 5.5 | 4.9 | 6.7 | N/A | 7.4 | 5.3 | 5.3 | 5.2 | 5.5 | 5.0 | 5.1 | 6.0 | 5.9 | 6.1 | 5.9 | 9.7 | 10.6 | 9.7 | 8.8 | 7.8 | 6.3 | 6.0 | 2.5 |
Dividend Growth(%) | N/A | -71.4 | 16.7 | 5.6 | -10.1 | N/A | N/A | N/A | 16.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -16.3 | -2.3 | -8.3 | -7.7 | -44.1 | -8.4 | 13.4 | 24.3 | 10.8 | 23.8 | 9.4 | 92.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/26/2005
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Best Closed End Funds
- AWF (AllianceBernstein Global High Income Closed Fund) 0.68% (100%)
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- EVV (Eaton Vance Limited Duration IF) 0.85% (99%)
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- ERC (Allspring Multi Sector Income Fund) 0.45% (98%)
- FMY (First Trust Mortgage Income Fund) 0.26% (97%)
- FTF (Franklin Templeton Limited Duration) 0.65% (97%)
- JHS (John Hancock Income Securities Closed Fund) 0.92% (96%)
- JHI (John Hancock Investors Closed Fund) 0.84% (96%)
- MCR (MFS Charter Income Trust) 0.99% (95%)