Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FSD (First Trust High Income Long Short Closed Fund) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | -100.00% |
Data as of 07/30/2024, AR inception is 09/28/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSD (First Trust High Income Long Short Closed Fund) | 09/28/2010 | 07/30/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | -100.00 | -100.00 | 17.54 | -19.15 | 14.83 | 3.10 | 29.44 | -12.54 | 11.63 | 23.48 | -4.62 | -0.53 | 1.95 | 29.45 | -7.84 | -7.84 |
| Sharpe Ratio | NA | 1.18 | -0.05 | 0.22 | 0.28 | NA | NA | 0.30 | 0.98 | 1.09 | -1.16 | 1.87 | 0.09 | 3.93 | -1.65 | 1.47 | 2.29 | -0.44 | -0.07 | 0.16 | 2.80 | -0.40 | -1.74 |
| Standard Deviation(%) | NA | 10.46 | 13.55 | 18.21 | 14.40 | NA | NA | 14.28 | 9.73 | 12.29 | 17.82 | 7.92 | 32.40 | 7.13 | 8.39 | 7.50 | 10.15 | 10.62 | 7.93 | 12.21 | 10.58 | 19.90 | 15.42 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 10.03 | 26.88 | 4.00 | 38.93 | 3.09 | 17.72 | 5.48 | 7.14 | 15.43 | 11.58 | 11.99 | 6.69 | 23.07 | 10.37 |
| Yield(%) | NA | 10.46 | 7.78 | 8.49 | 7.18 | 6.04 | 4.53 | 6.97 | 5.76 | 11.13 | 8.12 | 8.99 | 8.43 | 9.70 | 7.84 | 8.36 | 8.35 | 7.77 | 6.94 | 6.90 | 10.14 | 8.91 | 1.34 |
Data as of 07/30/2024, AR inception is 09/28/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSD (First Trust High Income Long Short Closed Fund) |
-2.95%
Jan 2013 - Jan 2016 |
-0.12%
Sep 2017 - Sep 2022 |
2.84%
Sep 2012 - Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSD (First Trust High Income Long Short Closed Fund) |
15.29%
Dec 2018 - Dec 2021 |
10.78%
Jan 2016 - Jan 2021 |
8.75%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart