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FLM: First Trust Global Engineering and Construction ETF (ETF)
Basic Info
Asset Class: | Industrials |
MyPlanIQ Rating: | (91%) |
Start Date: | 10/15/2008 |
Last Dividend Date: | 12/22/2023 |
12-Mo. Yield | 1.19% |
Expenses | 0.65% |
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Performance Analytics (As of 01/29/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 10/15/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.9 | -1.1 | 13.3 | 6.7 | 5.0 | 2.9 | 6.6 | 6.5 | 19.6 | -9.9 | 13.0 | 0.5 | 12.8 | -21.7 | 22.1 | 13.5 | -1.0 | -10.9 | 24.4 | 19.4 | -18.0 | 17.5 | 23.5 | 13.3 |
Sharpe Ratio | NA | -1.48 | 0.62 | 0.27 | 0.16 | 0.1 | NA | 0.24 | 1.03 | -0.53 | 0.78 | 0.01 | 0.78 | -1.43 | 2.1 | 0.66 | -0.06 | -0.74 | 1.53 | 0.88 | -0.54 | 0.65 | 0.66 | 1.03 |
Draw Down(%) | NA | 3.4 | 11.1 | 25.4 | 40.5 | 50.1 | NA | 50.1 | 11.1 | 22.0 | 11.3 | 40.5 | 16.0 | 30.5 | 5.1 | 13.2 | 15.2 | 20.3 | 8.4 | 22.2 | 33.5 | 22.5 | 30.9 | 24.4 |
Standard Deviation(%) | NA | 11.4 | 14.6 | 17.5 | 21.7 | 19.2 | NA | 23.9 | 15.2 | 21.4 | 16.6 | 34.6 | 14.5 | 16.1 | 10.3 | 20.1 | 18.0 | 14.8 | 16.0 | 22.1 | 33.2 | 26.7 | 35.3 | 78.4 |
Treynor Ratio | NA | -0.22 | 0.1 | 0.06 | 0.04 | 0.03 | NA | 0.07 | 0.17 | -0.14 | 0.16 | 0.0 | 0.15 | -0.37 | 0.4 | 0.18 | -0.02 | -0.18 | 0.27 | 0.17 | -0.17 | 0.17 | 0.26 | 0.96 |
Alpha | NA | -0.06 | -0.01 | -0.01 | -0.02 | -0.02 | NA | -0.01 | -0.01 | -0.02 | -0.01 | -0.04 | -0.03 | -0.06 | 0.04 | 0.0 | 0.01 | -0.06 | -0.04 | 0.0 | -0.06 | -0.03 | 0.02 | 0.29 |
Beta | NA | 0.76 | 0.89 | 0.83 | 0.81 | 0.76 | NA | 0.85 | 0.9 | 0.83 | 0.82 | 0.79 | 0.74 | 0.62 | 0.54 | 0.74 | 0.59 | 0.6 | 0.9 | 1.14 | 1.07 | 1.03 | 0.9 | 0.85 |
RSquared | NA | 0.73 | 0.85 | 0.77 | 0.8 | 0.63 | NA | 0.64 | 0.86 | 0.8 | 0.66 | 0.85 | 0.62 | 0.52 | 0.24 | 0.32 | 0.27 | 0.32 | 0.56 | 0.65 | 0.84 | 0.76 | 0.75 | 0.47 |
Yield(%) | N/A | 0.0 | 1.3 | 1.7 | 2.0 | 1.7 | 2.8 | N/A | 1.4 | 1.8 | 1.6 | 2.7 | 2.0 | 1.3 | 1.0 | 2.3 | 1.2 | 1.5 | 2.2 | 1.6 | 1.6 | 1.5 | 1.3 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -33.7 | -20.5 | 34.7 | N/A | N/A | N/A | -33.7 | 26.2 | -43.3 | 53.3 | 16.5 | 58.0 | -50.0 | 92.3 | -31.6 | -21.6 | 59.0 | -12.9 | 20.7 | 45.0 | 3900.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/15/2008
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