Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FDEU (First Trust Dynamic Europe Equity Income Fund) | NA | 22.46% | 10.52% | 6.04% | NA | NA | NA | … | … |
Data as of 11/20/2023, Common starting date is 09/25/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FDEU (First Trust Dynamic Europe Equity Income Fund) | 09/25/2015 | 11/20/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.36 | 22.46 | 10.52 | 6.04 | NA | NA | NA | … | … | 18.68 | -9.62 | 19.03 | -13.86 | 31.08 | -26.72 | 38.03 | -0.68 | -14.27 |
| Sharpe Ratio | NA | 1.07 | 0.45 | 0.19 | NA | NA | NA | … | … | 1.02 | -0.42 | 1.39 | -0.35 | 2.16 | -1.64 | 3.14 | -0.04 | -1.87 |
| Standard Deviation(%) | NA | 16.73 | 19.44 | 24.49 | NA | NA | NA | … | … | 16.62 | 26.03 | 13.71 | 40.66 | 13.75 | 17.12 | 11.96 | 21.95 | 23.50 |
| Draw Down(%) | NA | 11.49 | 29.81 | 50.42 | NA | NA | NA | … | … | 11.49 | 29.81 | 10.45 | 50.42 | 10.80 | 32.31 | 8.23 | 16.53 | 18.27 |
| Yield(%) | 0.00 | 7.55 | 6.74 | 6.92 | 4.82 | 3.21 | 2.41 | … | … | 6.80 | 5.40 | 6.06 | 6.35 | 11.31 | 7.75 | 12.42 | 8.83 | 0.00 |
Data as of 11/20/2023, Common starting date is 09/25/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDEU (First Trust Dynamic Europe Equity Income Fund) |
-13.61%
Oct 2017 – Oct 2020 |
-5.66%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDEU (First Trust Dynamic Europe Equity Income Fund) |
19.13%
Mar 2020 – Mar 2023 |
6.89%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart