Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
BICK (First Trust BICK Index Fund) | NA | 13.18% | -2.43% | -0.29% | 2.93% | NA | NA | 0.31% |
Data as of 07/25/2023, AR inception is 04/13/2010
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
BICK (First Trust BICK Index Fund) | 04/13/2010 | 07/25/2023 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 13.18 | -2.43 | -0.29 | 2.93 | NA | NA | 0.31 | 11.94 | -16.39 | -24.12 | 28.93 | 19.91 | -16.50 | 40.16 | 15.88 | -18.03 | -3.44 | -0.04 | 13.37 | -29.03 | 9.87 |
Sharpe Ratio | NA | 0.26 | -0.10 | -0.05 | 0.08 | NA | NA | -0.01 | 0.77 | -0.36 | -0.88 | 0.75 | 1.03 | -0.78 | 2.55 | 0.71 | -0.72 | -0.20 | 0.00 | 0.65 | -0.91 | 0.54 |
Standard Deviation(%) | NA | 36.79 | 34.88 | 33.24 | 27.52 | NA | NA | 27.00 | 23.49 | 49.24 | 27.36 | 38.23 | 17.92 | 22.97 | 15.55 | 22.07 | 24.98 | 17.24 | 18.21 | 20.67 | 32.10 | 25.62 |
Draw Down(%) | NA | 20.04 | 50.58 | 50.58 | 50.58 | NA | NA | 50.58 | 11.63 | 27.52 | 36.46 | 41.05 | 12.49 | 28.34 | 5.51 | 12.74 | 31.17 | 18.15 | 21.76 | 24.88 | 38.20 | 15.95 |
Yield(%) | 0.00 | 1.55 | 1.85 | 1.63 | 1.78 | 1.21 | 0.91 | 1.39 | 0.00 | 1.60 | 2.50 | 0.54 | 1.43 | 1.55 | 1.04 | 1.57 | 1.35 | 1.87 | 1.75 | 1.46 | 2.41 | 0.40 |
Data as of 07/25/2023, AR inception is 04/13/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BICK (First Trust BICK Index Fund) |
-10.33%
Jan 2013 - Jan 2016 |
-9.34%
Jan 2011 - Jan 2016 |
0.22%
Sep 2012 - Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BICK (First Trust BICK Index Fund) |
18.20%
Feb 2016 - Feb 2019 |
19.03%
Feb 2016 - Feb 2021 |
4.29%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart