Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FLM (First Trust Global Engineering and Construction ETF) | NA | 14.50% | 6.51% | 4.85% | 2.87% | 6.57% | NA | … | … |
Data as of 01/29/2024, Common starting date is 10/15/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FLM (First Trust Global Engineering and Construction ETF) | 10/15/2008 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.91 | 14.50 | 6.51 | 4.85 | 2.87 | 6.57 | NA | … | … | -1.05 | 19.36 | -10.30 | 13.01 | 0.50 | 12.80 | -21.70 | 22.15 | 13.54 | -1.05 | -10.90 | 24.44 | 19.36 | -18.03 | 17.50 | 23.53 | 13.32 |
| Sharpe Ratio | NA | 0.66 | 0.27 | 0.16 | 0.10 | NA | NA | … | … | -1.51 | 1.05 | -0.55 | 0.78 | 0.01 | 0.78 | -1.44 | 2.09 | 0.66 | -0.06 | -0.74 | 1.53 | 0.88 | -0.54 | 0.65 | 0.66 | 1.03 |
| Standard Deviation(%) | NA | 14.57 | 17.48 | 21.67 | 19.17 | NA | NA | … | … | 11.36 | 15.13 | 21.34 | 16.61 | 34.58 | 14.53 | 16.07 | 10.31 | 20.06 | 18.02 | 14.85 | 15.97 | 22.05 | 33.16 | 26.65 | 35.30 | 78.41 |
| Draw Down(%) | NA | 11.09 | 25.36 | 40.48 | 50.06 | NA | NA | … | … | 3.35 | 11.09 | 22.00 | 11.31 | 40.48 | 16.03 | 30.52 | 5.07 | 13.16 | 15.21 | 20.30 | 8.38 | 22.17 | 33.46 | 22.47 | 30.86 | 24.42 |
| Yield(%) | 0.00 | 1.33 | 1.54 | 1.87 | 1.62 | 2.72 | 2.05 | … | … | 0.00 | 1.38 | 1.44 | 1.64 | 2.76 | 2.03 | 1.33 | 1.02 | 2.28 | 1.14 | 1.49 | 2.24 | 1.61 | 1.57 | 1.47 | 1.26 | 0.04 |
Data as of 01/29/2024, Common starting date is 10/15/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLM (First Trust Global Engineering and Construction ETF) |
-10.50%
Mar 2017 – Mar 2020 |
-3.63%
Mar 2015 – Mar 2020 |
0.46%
Mar 2010 – Mar 2020 |
5.77%
Dec 2008 – Dec 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLM (First Trust Global Engineering and Construction ETF) |
23.15%
Feb 2009 – Feb 2012 |
19.06%
Feb 2009 – Feb 2014 |
9.69%
Feb 2009 – Feb 2019 |
6.33%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison Chart