Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FTGC (First Trust Global Tactical Commodity Strategy Fund) | 6.17% | 7.08% | 4.42% | 15.02% | 3.21% | NA | NA | 0.79% |
Data as of 07/08/2025, AR inception is 10/23/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTGC (First Trust Global Tactical Commodity Strategy Fund) | 10/23/2013 | 07/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.70 | 7.08 | 4.42 | 15.02 | 3.21 | NA | NA | 0.79 | 6.17 | 9.96 | -5.35 | 17.38 | 27.94 | 2.17 | 6.40 | -12.74 | 1.47 | 0.49 | -22.75 | -12.51 | 0.54 |
| Sharpe Ratio | NA | 0.19 | 0.03 | 0.80 | 0.10 | NA | NA | -0.04 | 0.56 | 0.56 | -0.70 | 0.73 | 1.39 | 0.11 | 0.57 | -1.32 | 0.09 | 0.02 | -1.88 | -1.09 | 0.38 |
| Standard Deviation(%) | NA | 13.56 | 13.77 | 16.55 | 14.45 | NA | NA | 14.04 | 15.14 | 11.25 | 12.91 | 21.98 | 20.11 | 17.88 | 8.67 | 10.74 | 8.90 | 11.28 | 12.14 | 11.54 | 7.62 |
| Draw Down(%) | NA | 10.36 | 12.34 | 22.62 | 43.13 | NA | NA | 59.96 | 10.36 | 9.67 | 10.80 | 20.12 | 9.35 | 27.75 | 7.57 | 17.11 | 9.35 | 8.80 | 25.45 | 24.67 | 3.41 |
| Yield(%) | 0.00 | 2.76 | 5.46 | 7.50 | 2.64 | 1.40 | 1.05 | 1.91 | 1.21 | 3.27 | 3.12 | 10.97 | 8.59 | 0.00 | 0.86 | 0.69 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/08/2025, AR inception is 10/23/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTGC (First Trust Global Tactical Commodity Strategy Fund) |
-16.64%
Apr 2014 - Apr 2017 |
-11.54%
Apr 2014 - Apr 2019 |
-1.63%
Feb 2014 - Feb 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTGC (First Trust Global Tactical Commodity Strategy Fund) |
25.22%
Mar 2020 - Mar 2023 |
17.80%
Mar 2020 - Mar 2025 |
3.18%
Mar 2015 - Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart