Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FIV (First Trust Senior Floating Rate 2022 Target Term Fund) | NA | -94.48% | -60.21% | -42.65% | NA | NA | NA | … | … |
Data as of 06/14/2022, Common starting date is 12/21/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIV (First Trust Senior Floating Rate 2022 Target Term Fund) | 12/21/2016 | 06/14/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -16.13 | -94.48 | -60.21 | -42.65 | NA | NA | NA | … | … | -36.59 | -90.76 | 0.97 | 16.22 | -4.67 | -5.62 | 1.20 | 2,139,900.00 | -100.00 | 0.00 | 0.00 | 144.13 | -59.04 | -10.08 | 0.00 | 0.00 |
| Sharpe Ratio | NA | -0.38 | -0.42 | -0.38 | -0.01 | NA | NA | … | … | -1.27 | -0.37 | 0.02 | 1.70 | -0.78 | -0.83 | 13.23 | 301.90 | -0.02 | 0.00 | 0.00 | 0.46 | -0.16 | -1.19 | -0.06 | NA |
| Standard Deviation(%) | NA | 252.45 | 145.90 | 112.94 | 3,101.59 | NA | NA | … | … | 50.31 | 247.48 | 33.24 | 8.66 | 7.78 | 7.62 | 4.89 | 7,088.12 | 5,884.77 | 69.31 | NA | 258.67 | 509.66 | 23.70 | 352.80 | 0.00 |
| Draw Down(%) | NA | 94.66 | 94.66 | 94.66 | 100.00 | NA | NA | … | … | 41.31 | 92.40 | 40.10 | 2.65 | 10.02 | 8.89 | 0.20 | 100.00 | 100.00 | 0.00 | 0.00 | 0.00 | 65.39 | 19.08 | 71.83 | 0.00 |
| Yield(%) | 0.00 | 0.53 | 2.19 | 3.06 | 1.68 | 1.12 | 0.84 | … | … | 0.00 | 1.11 | 2.95 | 4.64 | 5.24 | 4.32 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/14/2022, Common starting date is 12/21/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIV (First Trust Senior Floating Rate 2022 Target Term Fund) |
-57.82%
May 2019 – May 2022 |
-40.63%
May 2017 – May 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIV (First Trust Senior Floating Rate 2022 Target Term Fund) |
6.50%
Nov 2018 – Nov 2021 |
-38.18%
Feb 2017 – Feb 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart