Find A Portfolio/Ticker
Comparison Box
FAN: First Trust Global Wind Energy ETF (ETF)
Basic Info 15.89 0.25(1.60%) May 03
Asset Class: | MISCELLANEOUS SECTOR |
MyPlanIQ Rating: | (11%) |
Start Date: | 06/18/2008 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.86% |
Expenses | 0.60% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/03/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/18/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 4.5 | -3.4 | -8.3 | -8.5 | 5.5 | 5.1 | 3.4 | -2.3 | -3.2 | -13.1 | -11.6 | 61.1 | 31.2 | -11.4 | 16.3 | 9.3 | 14.3 | -8.3 | 65.0 | -10.9 | -22.3 | -31.2 | 22.6 | -59.9 |
Sharpe Ratio | NA | -0.78 | -0.62 | -0.49 | 0.16 | 0.19 | NA | -0.11 | -0.38 | -0.55 | -0.52 | 1.76 | 2.53 | -0.83 | 1.42 | 0.46 | 0.7 | -0.48 | 3.37 | -0.49 | -0.69 | -1.13 | 0.58 | -1.09 |
Draw Down(%) | NA | 9.9 | 25.4 | 38.5 | 46.3 | 46.3 | NA | 81.4 | 27.5 | 28.8 | 24.0 | 34.7 | 8.4 | 19.6 | 8.4 | 14.4 | 16.9 | 24.9 | 8.5 | 35.1 | 37.3 | 41.0 | 35.7 | 70.2 |
Standard Deviation(%) | NA | 17.0 | 19.6 | 21.8 | 24.4 | 20.9 | NA | 27.3 | 19.6 | 26.6 | 22.4 | 34.5 | 11.8 | 15.2 | 11.0 | 19.9 | 20.4 | 17.4 | 19.3 | 22.5 | 32.2 | 27.7 | 38.7 | 75.5 |
Treynor Ratio | NA | -0.12 | -0.1 | -0.1 | 0.04 | 0.04 | NA | -0.04 | -0.09 | -0.12 | -0.08 | 0.73 | 0.25 | -0.09 | 0.25 | 0.06 | 0.08 | -0.05 | 0.54 | -0.06 | -0.17 | -0.21 | 0.41 | -1.09 |
Alpha | NA | -0.08 | -0.08 | -0.02 | 0.02 | 0.01 | NA | -0.01 | -0.04 | 0.05 | -0.08 | 0.17 | 0.04 | -0.02 | 0.04 | 0.03 | 0.03 | -0.12 | 0.21 | -0.15 | -0.08 | -0.21 | 0.02 | -0.44 |
Beta | NA | 1.11 | 1.17 | 1.1 | 0.92 | 0.96 | NA | 0.78 | 0.86 | 1.25 | 1.52 | 0.83 | 1.19 | 1.38 | 0.63 | 1.43 | 1.76 | 1.82 | 1.2 | 1.74 | 1.3 | 1.47 | 0.54 | 0.76 |
RSquared | NA | 0.33 | 0.34 | 0.33 | 0.4 | 0.32 | NA | 0.32 | 0.3 | 0.42 | 0.19 | 0.58 | 0.18 | 0.17 | 0.05 | 0.26 | 0.18 | 0.14 | 0.14 | 0.15 | 0.37 | 0.31 | 0.4 | 0.41 |
Yield(%) | N/A | 0.2 | 1.5 | 1.3 | 2.1 | 2.7 | 1.9 | N/A | 1.6 | 1.3 | 1.5 | 1.3 | 3.1 | 2.3 | 3.0 | 6.3 | 2.6 | 2.4 | 1.1 | 1.3 | 0.6 | 0.6 | 2.6 | 0.1 |
Dividend Growth(%) | N/A | -89.3 | 0.0 | 2.3 | -29.9 | N/A | N/A | N/A | 7.7 | -27.8 | 89.5 | -45.7 | 12.9 | -11.4 | -50.7 | 163.0 | 0.0 | 237.5 | -27.3 | 83.3 | -33.3 | -72.7 | 725.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/18/2008
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See MISCELLANEOUS SECTOR Asset Class Trend Rankings |
Top Rated Funds in MISCELLANEOUS SECTOR
Best Mutual Funds
- LPEIX (ALPS/RED ROCKS LISTED PRIVATE EQUITY FUND CLASS I) 0.57% (60%)
- LPECX (Vista Listed Private Equity Plus C) (18%)
Best ETFs
- PHO (Invesco Water Resources ETF) 1.10% (94%)
- PSP (Invesco Global Listed Private Equity ETF) 0.85% (93%)
- ICLN (iShares Global Clean Energy ETF) 2.44% (93%)
- NLR (VanEck Uranium+Nuclear Energy ETF) 0.76% (92%)
- PBD (Invesco Global Clean Energy ETF) 1.74% (92%)
- GII (SPDR® S&P Global Infrastructure ETF) 0.59% (92%)
- CGW (Invesco S&P Global Water Index ETF) 1.35% (92%)
- FAN (First Trust Global Wind Energy ETF) 1.60% (91%)
- FIW (First Trust Water ETF) 1.03% (91%)
- GEX (VanEck Vectors Global Alternative Energy ETF) (89%)