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FMY: First Trust Mortgage Income Fund (CEF)
Basic Info 12.1 0.12(1.00%) March 27
Asset Class: | Multisector Bond |
MyPlanIQ Rating: | (97%) |
Start Date: | 05/26/2005 |
Last Dividend Date: | 03/01/2024 |
12-Mo. Yield | 6.55% |
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 | 10 Yr | 15 Yr | Since 05/26/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.2 | 1.2 | 14.6 | 3.2 | 3.8 | 3.4 | 5.3 | 4.3 | 14.9 | -12.6 | 3.2 | 4.7 | 12.9 | -3.4 | 7.2 | 2.9 | 4.3 | 2.0 | -5.8 | 2.0 | 8.8 | 16.6 | 19.9 | 4.5 | 10.2 | 12.4 | -18.8 |
Sharpe Ratio | NA | -0.77 | 0.42 | -0.03 | 0.1 | 0.17 | NA | 0.21 | 0.71 | -0.8 | 0.33 | 0.25 | 1.48 | -0.66 | 1.1 | 0.32 | 0.5 | 0.32 | -0.47 | 0.13 | 0.46 | 1.15 | 1.58 | 0.1 | 0.84 | 1.62 | -2.58 |
Draw Down(%) | NA | 4.4 | 4.6 | 19.6 | 19.6 | 19.6 | NA | 28.0 | 5.2 | 19.0 | 4.1 | 12.4 | 5.5 | 5.3 | 2.3 | 5.1 | 5.9 | 5.5 | 16.3 | 15.9 | 18.9 | 13.0 | 9.7 | 28.0 | 6.4 | 2.2 | 20.8 |
Standard Deviation(%) | NA | 13.4 | 14.5 | 14.7 | 14.3 | 11.4 | NA | 14.4 | 15.0 | 17.6 | 9.8 | 17.4 | 7.8 | 7.1 | 6.0 | 8.7 | 8.5 | 6.1 | 12.5 | 15.1 | 19.1 | 14.4 | 12.5 | 35.8 | 8.5 | 5.7 | 12.3 |
Treynor Ratio | NA | -0.19 | 0.32 | -0.02 | 0.57 | 0.35 | NA | 0.58 | 0.91 | -0.57 | -0.15 | -0.07 | -0.42 | -0.15 | 0.52 | 0.26 | 0.21 | 0.14 | -0.13 | 0.41 | -1.17 | -4.04 | -4.25 | -0.37 | 0.39 | 0.29 | -4.45 |
Alpha | NA | -0.01 | 0.03 | 0.01 | 0.01 | 0.01 | NA | 0.02 | 0.04 | -0.04 | 0.01 | 0.04 | 0.05 | -0.02 | 0.02 | 0.01 | 0.02 | 0.01 | -0.02 | 0.01 | 0.04 | 0.07 | 0.08 | 0.04 | 0.03 | 0.03 | -0.14 |
Beta | NA | 0.55 | 0.19 | 0.18 | 0.02 | 0.05 | NA | 0.05 | 0.12 | 0.25 | -0.21 | -0.67 | -0.27 | 0.32 | 0.13 | 0.11 | 0.21 | 0.14 | 0.44 | 0.05 | -0.08 | -0.04 | -0.05 | -0.1 | 0.18 | 0.31 | 0.07 |
RSquared | NA | 0.05 | 0.01 | 0.01 | 0.0 | 0.0 | NA | 0.0 | 0.0 | 0.01 | 0.01 | 0.04 | 0.02 | 0.02 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.03 | 0.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/26/2005
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