Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FTLB (First Trust Nasdaq BuyWrite Income ETF) | NA | 18.90% | 8.12% | 5.44% | 5.07% | NA | NA | … | … |
Data as of 01/29/2024, Common starting date is 01/07/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTLB (First Trust Nasdaq BuyWrite Income ETF) | 01/07/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.99 | 18.90 | 8.12 | 5.44 | 5.07 | NA | NA | … | … | 2.57 | 24.25 | -8.68 | 10.74 | -7.34 | 13.97 | -9.77 | 12.22 | 10.10 | -0.03 | 5.14 |
| Sharpe Ratio | NA | 1.64 | 0.42 | 0.30 | 0.31 | NA | NA | … | … | 6.91 | 2.12 | -0.49 | 0.99 | -0.67 | 1.27 | -0.90 | 1.56 | 0.56 | 0.00 | 0.44 |
| Standard Deviation(%) | NA | 8.56 | 14.58 | 13.10 | 13.11 | NA | NA | … | … | 5.27 | 9.57 | 20.65 | 10.86 | 11.19 | 9.90 | 12.27 | 7.47 | 17.82 | 14.35 | 11.74 |
| Draw Down(%) | NA | 5.80 | 18.58 | 18.58 | 18.58 | NA | NA | … | … | 0.91 | 5.80 | 18.58 | 6.51 | 15.51 | 4.53 | 15.19 | 2.46 | 8.66 | 10.08 | 10.58 |
| Yield(%) | 0.98 | 12.04 | 8.04 | 5.81 | 4.78 | 3.09 | 2.31 | … | … | 1.00 | 12.70 | 8.24 | 3.50 | 2.21 | 3.28 | 2.86 | 2.76 | 3.00 | 3.16 | 3.35 |
Data as of 01/29/2024, Common starting date is 01/07/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTLB (First Trust Nasdaq BuyWrite Income ETF) |
-3.13%
Oct 2017 – Oct 2020 |
-0.74%
Dec 2017 – Dec 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTLB (First Trust Nasdaq BuyWrite Income ETF) |
10.07%
Sep 2015 – Sep 2018 |
5.71%
Dec 2018 – Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart