Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XFIVX (First Trust Senior Floating Rate 2022) | NA | -10.93% | -0.85% | NA | NA | NA | NA | … | … |
Data as of 01/07/2022, Common starting date is 01/09/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XFIVX (First Trust Senior Floating Rate 2022) | 01/09/2017 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.93 | -0.85 | NA | NA | NA | NA | … | … | 0.00 | -10.81 | 0.67 | 7.36 | -7.43 | -1.12 | -99.98 | 1.11 | 5.60 | -5.30 | -1.64 | 18.81 |
| Sharpe Ratio | NA | -0.76 | -0.11 | 0.61 | -0.13 | NA | NA | … | … | NA | -0.94 | 0.03 | -4.70 | -11.58 | -11.53 | -0.12 | -17.90 | -7.97 | -6.57 | -2.77 | 0.03 |
| Standard Deviation(%) | NA | 14.74 | 12.94 | 276.38 | 386.56 | NA | NA | … | … | NA | 17.15 | 16.73 | 3.38 | 2.50 | 1.81 | 977.04 | 0.97 | 1.64 | 3.63 | 7.31 | 10.82 |
| Draw Down(%) | NA | 13.69 | 29.56 | 29.56 | 99.99 | NA | NA | … | … | NA | 13.02 | 29.56 | 2.19 | 8.48 | 2.22 | 99.99 | 1.91 | 1.23 | 7.43 | 7.40 | 6.53 |
| Yield(%) | 0.00 | 1.06 | 2.56 | 2.91 | 1.46 | 0.97 | 0.73 | … | … | 0.00 | 1.07 | 2.66 | 3.98 | 5.20 | 2.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/07/2022, Common starting date is 01/09/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XFIVX (First Trust Senior Floating Rate 2022) |
-2.07%
Mar 2017 – Mar 2020 |
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 |
|---|---|---|---|---|
| XFIVX (First Trust Senior Floating Rate 2022) |
3.81%
Jun 2018 – Jun 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart