Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCAL (First Trust California Municipal High Income ETF) | NA | 28.01% | 42.95% | 2.00% | NA | NA | NA | … | … |
Data as of 06/03/2013, Common starting date is 05/02/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCAL (First Trust California Municipal High Income ETF) | 05/02/2007 | 06/03/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.47 | 28.01 | 42.95 | 2.00 | NA | NA | NA | … | … | 10.10 | 136.81 | 16.43 | 2.19 | -50.36 | -39.01 | -32.96 |
| Sharpe Ratio | NA | 1.32 | 1.31 | 0.03 | NA | NA | NA | … | … | 1.37 | 4.10 | 0.48 | 0.04 | -0.47 | -0.42 | -0.79 |
| Standard Deviation(%) | NA | 20.64 | 32.78 | 70.34 | NA | NA | NA | … | … | 18.94 | 33.75 | 34.34 | 47.41 | 107.49 | 95.52 | 60.99 |
| Draw Down(%) | NA | 9.93 | 29.90 | 73.71 | NA | NA | NA | … | … | 9.45 | 9.93 | 29.90 | 30.56 | 69.59 | 44.75 | 49.09 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/03/2013, Common starting date is 05/02/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCAL (First Trust California Municipal High Income ETF) |
-39.25%
Jun 2007 – Jun 2010 |
-10.53%
Jun 2007 – Jun 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCAL (First Trust California Municipal High Income ETF) |
47.78%
Mar 2010 – Mar 2013 |
1.86%
May 2008 – May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart