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DALI: First Trust Dorsey Wright DALI 1 ETF (ETF)
Basic Info 22.75 0.08(0.35%) April 25
Asset Class: | EQUITY |
MyPlanIQ Rating: | (27%) |
Start Date: | 05/16/2018 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 2.97% |
Expenses | - |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 02/06/2020 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.6 | 5.6 | -7.6 | -1.6 | 3.3 | 2.1 | -8.5 | -8.1 | 22.3 | 4.5 | 25.4 | -15.2 |
Sharpe Ratio | NA | 0.35 | -0.95 | -0.22 | 0.07 | 0.06 | -0.85 | -0.39 | 1.19 | 0.14 | 1.56 | -1.19 |
Draw Down(%) | NA | 8.2 | 21.7 | 26.3 | 36.1 | 36.1 | 21.7 | 20.2 | 9.9 | 36.1 | 7.9 | 25.5 |
Standard Deviation(%) | NA | 16.7 | 15.7 | 19.1 | 21.7 | 21.4 | 15.1 | 24.6 | 18.7 | 31.0 | 15.4 | 20.6 |
Treynor Ratio | NA | 0.05 | -0.16 | -0.09 | 0.03 | 0.02 | -0.18 | -0.4 | 0.18 | 0.06 | 0.22 | -0.23 |
Alpha | NA | -0.02 | -0.12 | -0.02 | -0.02 | -0.02 | -0.11 | -0.01 | -0.03 | -0.03 | -0.02 | -0.05 |
Beta | NA | 1.2 | 0.94 | 0.48 | 0.64 | 0.68 | 0.72 | 0.24 | 1.21 | 0.69 | 1.09 | 1.08 |
RSquared | NA | 0.72 | 0.53 | 0.2 | 0.42 | 0.45 | 0.42 | 0.06 | 0.79 | 0.64 | 0.81 | 0.76 |
Yield(%) | N/A | 0.0 | 2.6 | 1.2 | 1.2 | N/A | 3.0 | 0.5 | 0.1 | 1.3 | 0.5 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 272.2 | N/A | N/A | N/A | 508.3 | 300.0 | -88.9 | 200.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/06/2020
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