Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DWPP (First Trust Dorsey Wright People’s Portfolio ETF) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 08/30/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DWPP (First Trust Dorsey Wright People’s Portfolio ETF) | 08/30/2012 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | … | … | -100.00 | 27.16 | -18.40 | 31.03 | -9.01 | 21.72 | -2.06 | -6.95 | 14.10 | 17.14 | -1.57 |
| Sharpe Ratio | NA | -0.93 | -0.26 | -0.04 | 0.15 | NA | NA | … | … | -1.08 | 1.95 | -0.60 | 2.31 | -0.64 | 2.98 | -0.13 | -0.40 | 0.61 | 1.25 | -0.43 |
| Standard Deviation(%) | NA | 24.49 | 24.01 | 20.70 | 18.97 | NA | NA | … | … | 25.57 | 13.89 | 31.18 | 12.82 | 16.11 | 7.11 | 16.93 | 17.57 | 23.24 | 13.65 | 11.26 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 5.30 | 37.57 | 6.38 | 20.01 | 2.92 | 10.27 | 12.24 | 10.64 | 6.52 | 9.18 |
| Yield(%) | 0.00 | 0.78 | 0.74 | 1.02 | 0.76 | 0.49 | 0.36 | … | … | 0.62 | 0.85 | 0.45 | 1.41 | 1.16 | 0.55 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/11/2022, Common starting date is 08/30/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWPP (First Trust Dorsey Wright People's Portfolio ETF) |
-5.23%
Sep 2019 – Sep 2022 |
-0.65%
Oct 2015 – Oct 2020 |
3.00%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWPP (First Trust Dorsey Wright People's Portfolio ETF) |
13.22%
Dec 2016 – Dec 2019 |
8.53%
Dec 2016 – Dec 2021 |
3.43%
Oct 2012 – Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart