Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LALT (First Trust Multi-Strategy Alternative ETF) | NA | 1.59% | -0.20% | NA | NA | NA | NA | … | … |
Data as of 02/27/2019, Common starting date is 05/30/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LALT (First Trust Multi-Strategy Alternative ETF) | 05/30/2014 | 02/27/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.59 | -0.20 | NA | NA | NA | NA | … | … | 0.46 | 2.02 | -5.76 | 1.39 | -8.10 | -3.35 |
| Sharpe Ratio | NA | 0.00 | -0.11 | NA | NA | NA | NA | … | … | 0.16 | 0.03 | -0.67 | 0.16 | -0.61 | -1.89 |
| Standard Deviation(%) | NA | 25.68 | 16.70 | NA | NA | NA | NA | … | … | 8.48 | 25.71 | 9.55 | 7.33 | 13.26 | 2.97 |
| Draw Down(%) | NA | 14.65 | 14.65 | NA | NA | NA | NA | … | … | 1.69 | 14.21 | 8.48 | 3.34 | 11.34 | 3.83 |
| Yield(%) | 0.00 | 0.15 | 0.70 | 0.38 | 0.19 | 0.13 | 0.09 | … | … | 0.00 | 0.15 | 0.43 | 1.55 | 0.00 | 0.00 |
Data as of 02/27/2019, Common starting date is 05/30/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LALT (First Trust Multi-Strategy Alternative ETF) |
-4.66%
Oct 2014 – Oct 2017 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LALT (First Trust Multi-Strategy Alternative ETF) |
0.54%
Jan 2016 – Jan 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart