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FAAR: First Trust Alternative Absolute Return Strategy ETF (ETF)
Basic Info 28.79 0.13(0.45%) March 28
Asset Class: | EQUITY |
MyPlanIQ Rating: | (99%) |
Start Date: | 05/23/2016 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 3.19% |
Expenses | - |
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Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 05/23/2016 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 6.8 | 0.3 | 5.5 | 5.8 | 2.6 | -5.6 | 10.1 | 12.4 | 8.6 | -1.3 | -9.2 | 5.0 | -3.8 |
Sharpe Ratio | NA | 2.5 | -0.79 | 0.2 | 0.32 | 0.1 | -1.23 | 0.61 | 0.75 | 0.58 | -0.45 | -1.24 | 0.44 | -1.23 |
Draw Down(%) | NA | 1.5 | 7.6 | 16.5 | 16.5 | 16.6 | 8.2 | 15.0 | 12.2 | 7.8 | 5.2 | 12.1 | 6.8 | 4.9 |
Standard Deviation(%) | NA | 7.9 | 8.1 | 13.2 | 12.6 | 11.2 | 8.1 | 14.3 | 16.6 | 14.3 | 6.0 | 8.4 | 10.1 | 5.2 |
Treynor Ratio | NA | 3.28 | -5.33 | 12.32 | 10.88 | 0.74 | 6.25 | -1.66 | 0.45 | -5.06 | -0.42 | -0.98 | 0.74 | -5.29 |
Alpha | NA | 0.06 | -0.03 | 0.01 | 0.02 | 0.01 | -0.04 | 0.03 | 0.03 | 0.04 | -0.02 | -0.04 | 0.01 | -0.03 |
Beta | NA | 0.06 | 0.01 | 0.0 | 0.0 | 0.02 | -0.02 | -0.05 | 0.28 | -0.02 | 0.06 | 0.11 | 0.06 | 0.01 |
RSquared | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.05 | 0.0 | 0.02 | 0.05 | 0.0 | 0.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/23/2016
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