Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FEN (First Trust Energy Income & Growth) | NA | 40.57% | 14.27% | 3.83% | 2.01% | 8.13% | NA | 7.61% |
Data as of 05/03/2024, AR inception is 06/25/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEN (First Trust Energy Income & Growth) | 06/25/2004 | 05/03/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.38 | 40.57 | 14.27 | 3.83 | 2.01 | 8.13 | NA | 7.61 | 17.81 | 11.46 | 10.93 | 40.92 | -45.62 | 34.00 | -21.99 | 9.20 | 27.58 | -32.23 | 20.43 | 11.90 | 14.50 | 12.25 | 25.89 | 87.38 | -39.85 | 2.23 | 23.95 | 3.66 | 13.34 |
| Sharpe Ratio | NA | 1.93 | 0.53 | 0.06 | 0.03 | NA | NA | 0.21 | 4.16 | 0.36 | 0.34 | 1.90 | -0.60 | 2.24 | -1.18 | 0.47 | 0.77 | -1.05 | 1.05 | 0.67 | 0.89 | 0.53 | 1.30 | 2.34 | -0.75 | -0.03 | 1.66 | 0.08 | 1.62 |
| Standard Deviation(%) | NA | 19.03 | 22.66 | 39.23 | 33.24 | NA | NA | 30.23 | 13.94 | 20.07 | 27.84 | 21.57 | 76.35 | 14.56 | 19.81 | 18.29 | 35.46 | 30.84 | 19.47 | 17.62 | 16.35 | 22.93 | 19.87 | 37.29 | 54.24 | 23.51 | 12.52 | 19.05 | 16.11 |
| Draw Down(%) | NA | 11.74 | 22.14 | 71.48 | 71.95 | NA | NA | 71.95 | 4.44 | 15.79 | 14.59 | 14.15 | 71.48 | 9.64 | 27.51 | 18.02 | 27.53 | 45.32 | 18.80 | 13.81 | 13.93 | 23.61 | 18.39 | 26.31 | 54.78 | 25.33 | 8.80 | 12.64 | 6.70 |
| Yield(%) | 1.88 | 12.62 | 9.49 | 6.83 | 5.59 | 10.54 | 8.92 | 9.39 | 6.82 | 8.65 | 8.29 | 11.15 | 7.82 | 11.96 | 8.55 | 8.64 | 9.92 | 6.12 | 6.78 | 6.60 | 6.82 | 6.93 | 7.59 | 12.04 | 6.83 | 5.98 | 6.24 | 5.83 | 1.62 |
Data as of 05/03/2024, AR inception is 06/25/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEN (First Trust Energy Income & Growth) |
-24.21%
Mar 2017 - Mar 2020 |
-16.34%
Mar 2015 - Mar 2020 |
-2.21%
Mar 2010 - Mar 2020 |
1.42%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEN (First Trust Energy Income & Growth) |
38.35%
Dec 2008 - Dec 2011 |
27.68%
Dec 2008 - Dec 2013 |
13.90%
Aug 2004 - Aug 2014 |
9.35%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart