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FTGC: First Trust Global Tactical Commodity Strategy Fund (ETF)
Basic Info 23.92 0.08(0.33%) May 08
Asset Class: | EQUITY |
MyPlanIQ Rating: | (98%) |
Start Date: | 10/23/2013 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 3.26% |
Expenses | - |
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Performance Analytics (As of 05/03/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 10/23/2013 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.2 | 7.3 | 7.2 | 8.2 | 10.2 | -1.5 | 0.0 | -5.4 | 17.4 | 27.9 | 2.2 | 6.4 | -12.7 | 1.5 | 0.5 | -22.7 | -12.5 | 0.5 |
Sharpe Ratio | NA | 1.75 | 0.45 | 0.38 | 0.48 | -0.18 | -0.08 | -0.75 | 0.73 | 1.39 | 0.11 | 0.58 | -1.31 | 0.09 | 0.03 | -1.88 | -1.09 | 0.38 |
Draw Down(%) | NA | 3.7 | 10.4 | 22.6 | 27.7 | 59.8 | 60.0 | 10.8 | 20.1 | 9.3 | 27.7 | 7.6 | 17.1 | 9.3 | 8.8 | 25.4 | 24.7 | 3.4 |
Standard Deviation(%) | NA | 9.5 | 11.9 | 17.0 | 17.1 | 14.3 | 14.1 | 12.9 | 22.0 | 20.1 | 17.9 | 8.7 | 10.7 | 8.9 | 11.3 | 12.1 | 11.5 | 7.6 |
Treynor Ratio | NA | 4.32 | 0.28 | 0.33 | 0.3 | -0.1 | -0.04 | -0.34 | 1.32 | 0.54 | 0.06 | 0.2 | -0.61 | 0.06 | 0.01 | -0.87 | -3.64 | -0.71 |
Alpha | NA | 0.06 | 0.01 | 0.03 | 0.02 | -0.02 | -0.01 | -0.06 | 0.08 | 0.06 | -0.02 | -0.01 | -0.05 | -0.01 | -0.01 | -0.1 | -0.05 | 0.02 |
Beta | NA | 0.04 | 0.19 | 0.19 | 0.27 | 0.26 | 0.26 | 0.29 | 0.12 | 0.52 | 0.32 | 0.25 | 0.23 | 0.14 | 0.31 | 0.26 | 0.03 | -0.04 |
RSquared | NA | 0.0 | 0.04 | 0.04 | 0.12 | 0.11 | 0.1 | 0.09 | 0.02 | 0.13 | 0.39 | 0.14 | 0.13 | 0.01 | 0.14 | 0.11 | 0.0 | 0.0 |
Yield(%) | N/A | 0.7 | 3.3 | 7.3 | 5.8 | 1.6 | N/A | 3.1 | 11.0 | 8.6 | 0.0 | 0.8 | 0.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -78.7 | -72.1 | 1675.2 | 3557.4 | N/A | N/A | -70.5 | 53.0 | N/A | -100.0 | 7.1 | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/23/2013
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