Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RNDM (First Trust Developed International Equity Select ETF) | NA | 13.81% | 5.80% | 2.29% | NA | NA | NA | … | … |
Data as of 06/30/2023, Common starting date is 06/23/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RNDM (First Trust Developed International Equity Select ETF) | 06/23/2017 | 06/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.81 | 5.80 | 2.29 | NA | NA | NA | … | … | 10.51 | -11.05 | 2.54 | 1.13 | 19.95 | -11.76 | 5.72 |
| Sharpe Ratio | NA | 0.57 | 0.27 | 0.05 | NA | NA | NA | … | … | 1.17 | -0.60 | 0.19 | 0.03 | 2.04 | -0.97 | 1.50 |
| Standard Deviation(%) | NA | 18.23 | 16.69 | 18.24 | NA | NA | NA | … | … | 15.31 | 20.91 | 13.35 | 28.02 | 9.08 | 13.52 | 7.02 |
| Draw Down(%) | NA | 15.27 | 26.05 | 34.51 | NA | NA | NA | … | … | 9.41 | 24.38 | 10.79 | 34.51 | 7.28 | 17.92 | 1.91 |
| Yield(%) | 0.00 | 0.92 | 2.27 | 2.15 | 1.26 | 0.84 | 0.63 | … | … | 0.00 | 2.20 | 2.90 | 0.70 | 3.88 | 1.98 | 0.76 |
Data as of 06/30/2023, Common starting date is 06/23/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RNDM (First Trust Developed International Equity Select ETF) |
-5.51%
Sep 2019 – Sep 2022 |
-2.67%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RNDM (First Trust Developed International Equity Select ETF) |
9.33%
Mar 2020 – Mar 2023 |
1.75%
Apr 2018 – Apr 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart