Performance Comparison
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