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FDM: First Trust Dow Jones Select MicroCap Index Fund (ETF)
Basic Info 58.3 0.13(0.22%) April 18
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | (98%) |
Start Date: | 09/30/2005 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.83% |
Expenses | 0.60% |
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Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 09/30/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -3.8 | -4.9 | 12.8 | 1.1 | 6.6 | 8.0 | 11.5 | 7.1 | 12.8 | -11.6 | 35.0 | -4.1 | 27.4 | -13.5 | 8.7 | 35.9 | -0.1 | 3.3 | 44.1 | 15.7 | -8.6 | 25.6 | 20.1 | -31.9 | -7.4 | 15.9 | 2.5 |
Sharpe Ratio | NA | -0.62 | 0.6 | -0.04 | 0.2 | 0.32 | NA | 0.25 | 0.42 | -0.57 | 1.52 | -0.09 | 1.64 | -1.02 | 0.6 | 2.12 | -0.01 | 0.2 | 3.0 | 0.88 | -0.25 | 0.85 | 0.52 | -0.79 | -0.5 | 0.74 | 0.47 |
Draw Down(%) | NA | 6.2 | 14.3 | 23.7 | 47.0 | 47.8 | NA | 63.4 | 18.9 | 22.0 | 10.3 | 46.7 | 11.4 | 26.7 | 8.5 | 12.0 | 11.4 | 12.5 | 6.2 | 13.2 | 33.1 | 21.2 | 37.9 | 46.8 | 16.4 | 14.5 | 6.1 |
Standard Deviation(%) | NA | 20.2 | 19.8 | 21.1 | 27.9 | 22.5 | NA | 25.3 | 20.5 | 23.0 | 23.1 | 46.0 | 15.9 | 14.5 | 13.6 | 16.8 | 15.8 | 16.5 | 14.7 | 18.0 | 35.1 | 30.0 | 38.7 | 41.3 | 20.6 | 17.2 | 16.6 |
Treynor Ratio | NA | -0.12 | 0.12 | -0.01 | 0.06 | 0.07 | NA | 0.06 | 0.09 | -0.16 | 0.32 | -0.04 | 0.28 | -0.2 | 0.07 | 0.4 | 0.0 | 0.03 | 0.46 | 0.16 | -0.08 | 0.23 | 0.19 | -0.41 | -0.1 | 0.12 | 0.09 |
Alpha | NA | -0.06 | -0.01 | 0.0 | 0.0 | 0.0 | NA | 0.0 | -0.02 | 0.01 | 0.05 | -0.08 | 0.01 | -0.03 | -0.03 | 0.06 | 0.01 | -0.02 | 0.02 | -0.01 | -0.02 | -0.01 | -0.05 | -0.01 | -0.03 | 0.0 | 0.02 |
Beta | NA | 1.05 | 1.02 | 0.9 | 1.0 | 0.97 | NA | 0.97 | 1.0 | 0.79 | 1.1 | 1.07 | 0.93 | 0.75 | 1.13 | 0.89 | 0.86 | 1.03 | 0.97 | 1.0 | 1.08 | 1.11 | 1.04 | 0.79 | 1.03 | 1.07 | 0.92 |
RSquared | NA | 0.74 | 0.79 | 0.82 | 0.84 | 0.81 | NA | 0.82 | 0.83 | 0.88 | 0.79 | 0.88 | 0.73 | 0.77 | 0.71 | 0.78 | 0.71 | 0.79 | 0.81 | 0.81 | 0.95 | 0.77 | 0.92 | 0.72 | 0.85 | 0.91 | 0.78 |
Yield(%) | N/A | 0.1 | 1.9 | 1.6 | 1.8 | 2.1 | 3.9 | N/A | 2.0 | 1.6 | 1.4 | 1.6 | 1.7 | 1.1 | 1.0 | 1.6 | 1.4 | 0.8 | 1.1 | 2.0 | 0.7 | 0.5 | 0.7 | 0.8 | 0.6 | 0.3 | 0.1 |
Dividend Growth(%) | N/A | -94.6 | -2.9 | 36.3 | 81.4 | N/A | N/A | N/A | 10.9 | 48.5 | -16.0 | 14.1 | 39.2 | 10.9 | -8.0 | 6.4 | 95.8 | -7.7 | -35.0 | 150.0 | 77.8 | -10.0 | -44.4 | 28.6 | 133.3 | 200.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/30/2005
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