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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
FFR (First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund) NA -0.65% 1.20% 0.89% 3.72% 8.04% NA 2.30%
Data as of 01/29/2024, AR inception is 08/30/2007
More Performance Analytics Comparison
Name Start Date End Date
FFR (First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund) 08/30/2007 01/29/2024
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
Annualized Return (%) -0.17 -0.65 1.20 0.89 3.72 8.04 NA 2.30 -2.73 13.43 -26.52 27.44 -8.82 21.83 -4.95 10.90 3.21 -0.66 15.27 2.47 28.55 -6.60 19.52 32.85 -46.34 -3.57
Sharpe Ratio NA -0.30 -0.04 -0.03 0.15 NA NA 0.06 -2.15 0.47 -1.22 2.03 -0.25 2.17 -0.53 1.14 0.20 -0.04 1.47 0.17 2.18 -0.24 0.85 0.73 -0.91 -0.41
Standard Deviation(%) NA 19.41 19.25 22.51 18.34 NA NA 24.75 15.99 19.94 22.98 13.52 36.44 9.41 11.85 9.04 15.13 16.43 10.40 14.26 13.21 27.21 22.88 45.09 51.69 30.82
Draw Down(%) NA 20.55 34.61 42.79 42.79 NA NA 72.25 4.97 20.55 34.61 6.69 42.79 4.49 9.97 5.04 13.52 14.74 7.74 16.19 9.32 24.15 14.78 40.81 63.03 19.02
Yield(%) 0.00 1.68 2.41 2.58 3.27 6.04 2.12 2.65 0.00 1.84 1.82 3.36 0.72 5.84 3.11 3.29 4.21 1.69 3.68 2.79 5.18 2.07 4.38 7.45 1.72 1.66
Data as of 01/29/2024, AR inception is 08/30/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
FFR (First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund) -10.45%
Sep 2007 - Sep 2010
-3.31%
Oct 2007 - Oct 2012
1.43%
Oct 2007 - Oct 2017
0.84%
Sep 2007 - Sep 2022
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
FFR (First Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund) 33.82%
Feb 2009 - Feb 2012
24.25%
Feb 2009 - Feb 2014
14.68%
Feb 2009 - Feb 2019
7.97%
Nov 2008 - Nov 2023
Annualized Rolling Returns Comparison Chart