Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DALI (First Trust Dorsey Wright DALI 1 ETF) | 7.49% | 21.22% | 7.66% | 5.35% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/16/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DALI (First Trust Dorsey Wright DALI 1 ETF) | 05/16/2018 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.68 | 21.22 | 7.66 | 5.35 | NA | NA | NA | … | … | 7.49 | 11.82 | 19.94 | -8.48 | -8.09 | 22.27 | 4.50 | 25.39 | -15.21 |
| Sharpe Ratio | NA | 1.21 | 0.28 | 0.16 | NA | NA | NA | … | … | 0.89 | 0.43 | 0.88 | -0.81 | -0.39 | 1.20 | 0.14 | 1.56 | -1.21 |
| Standard Deviation(%) | NA | 17.31 | 19.19 | 19.69 | NA | NA | NA | … | … | 21.70 | 20.68 | 18.50 | 15.10 | 24.57 | 18.59 | 31.03 | 15.36 | 20.56 |
| Draw Down(%) | NA | 12.53 | 23.35 | 26.26 | NA | NA | NA | … | … | 12.53 | 22.73 | 12.38 | 21.66 | 20.23 | 9.94 | 36.08 | 7.93 | 25.48 |
| Yield(%) | 0.00 | 0.46 | 1.11 | 0.86 | 0.72 | 0.48 | 0.36 | … | … | 0.07 | 0.43 | 0.22 | 3.07 | 0.46 | 0.14 | 1.29 | 0.56 | 0.00 |
Data as of 06/04/2026, Common starting date is 05/16/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DALI (First Trust Dorsey Wright DALI 1 ETF) |
-3.66%
Apr 2022 – Apr 2025 |
3.21%
Apr 2019 – Apr 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DALI (First Trust Dorsey Wright DALI 1 ETF) |
17.01%
Dec 2018 – Dec 2021 |
10.23%
Aug 2020 – Aug 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart