Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FVL (First Trust Value Line 100 Exchange-Traded Fund) | NA | 55.13% | 14.90% | 13.68% | 10.63% | 7.18% | NA | … | … |
Data as of 01/04/2021, Common starting date is 07/15/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FVL (First Trust Value Line 100 Exchange-Traded Fund) | 07/15/2003 | 01/04/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 55.13 | 14.90 | 13.68 | 10.63 | 7.18 | NA | … | … | 0.00 | 55.40 | 21.29 | -19.63 | 8.14 | 9.19 | -3.08 | 10.73 | 39.14 | 7.02 | -8.36 | 28.27 | 14.19 | -48.46 | 22.00 | -6.02 | -8.65 | 3.70 | 7.78 |
| Sharpe Ratio | NA | 1.05 | 0.43 | 0.48 | 0.43 | NA | NA | … | … | NA | 1.05 | -0.19 | -2.25 | -1.04 | -1.60 | -1.33 | -0.52 | 1.27 | -0.71 | -0.84 | 0.43 | -0.20 | -1.70 | 0.00 | -1.63 | -1.61 | -0.85 | -0.24 |
| Standard Deviation(%) | NA | 52.53 | 32.73 | 26.67 | 23.66 | NA | NA | … | … | 0.00 | 52.43 | 10.55 | 18.35 | 10.70 | 15.58 | 16.19 | 14.83 | 16.22 | 16.39 | 32.03 | 22.74 | 21.53 | 40.01 | 20.42 | 17.50 | 18.41 | 18.75 | 13.72 |
| Draw Down(%) | NA | 36.19 | 38.46 | 38.46 | 38.46 | NA | NA | … | … | 0.00 | 36.19 | 4.91 | 28.75 | 8.02 | 15.51 | 14.27 | 16.04 | 7.47 | 17.26 | 33.51 | 15.99 | 20.25 | 56.45 | 14.01 | 21.14 | 14.44 | 24.22 | 8.77 |
| Yield(%) | 0.00 | 1.20 | 0.85 | 0.95 | 1.01 | 1.81 | 2.55 | … | … | 0.00 | 1.20 | 1.05 | 0.57 | 0.88 | 0.64 | 0.32 | 0.63 | 0.43 | 1.21 | 0.60 | 0.00 | 0.00 | 0.00 | 7.18 | 11.90 | 16.87 | 3.98 | 0.00 |
Data as of 01/04/2021, Common starting date is 07/15/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FVL (First Trust Value Line 100 Exchange-Traded Fund) |
-16.22%
Feb 2006 – Feb 2009 |
-7.13%
Feb 2004 – Feb 2009 |
2.69%
Oct 2007 – Oct 2017 |
3.72%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FVL (First Trust Value Line 100 Exchange-Traded Fund) |
23.23%
Sep 2011 – Sep 2014 |
19.24%
Feb 2009 – Feb 2014 |
10.78%
Dec 2010 – Dec 2020 |
7.33%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart