Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XFDEX (First Trust Dynamic Europe Equity Income Fund) | NA | 1.93% | 0.53% | -0.25% | NA | NA | NA | … | … |
Data as of 11/20/2023, Common starting date is 10/05/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XFDEX (First Trust Dynamic Europe Equity Income Fund) | 10/05/2015 | 11/20/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.84 | 1.93 | 0.53 | -0.25 | NA | NA | NA | … | … | -1.32 | -13.79 | 13.77 | -12.04 | 20.96 | -21.49 | 13.28 | -5.82 | -2.36 |
| Sharpe Ratio | NA | -0.19 | -0.06 | -0.07 | NA | NA | NA | … | … | -0.36 | -0.56 | 1.00 | -0.30 | 1.48 | -1.44 | 1.38 | -0.28 | -0.63 |
| Standard Deviation(%) | NA | 16.25 | 19.93 | 24.45 | NA | NA | NA | … | … | 16.27 | 27.05 | 13.77 | 40.10 | 13.22 | 15.88 | 9.19 | 21.59 | 15.11 |
| Draw Down(%) | NA | 14.97 | 31.56 | 45.00 | NA | NA | NA | … | … | 14.97 | 31.56 | 8.08 | 45.00 | 10.52 | 27.54 | 5.11 | 15.10 | 9.25 |
| Yield(%) | 0.00 | 0.00 | 1.60 | 3.40 | 2.08 | 1.39 | 1.04 | … | … | 0.00 | 1.37 | 2.87 | 3.21 | 9.63 | 5.49 | 2.61 | 0.00 | 0.00 |
Data as of 11/20/2023, Common starting date is 10/05/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XFDEX (First Trust Dynamic Europe Equity Income Fund) |
-12.19%
Mar 2017 – Mar 2020 |
-7.02%
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 |
|---|---|---|---|---|
| XFDEX (First Trust Dynamic Europe Equity Income Fund) |
11.35%
Mar 2020 – Mar 2023 |
1.78%
Jan 2017 – Jan 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart