First Trust Low Duration Opportunities ETF
Provider: FirstTrust
First Trust Low Duration Opportunities ETF is an exchange-traded fund incorporated in the USA. The Fund will seek to achieve its investment objectives by investing in mortgage-related debt securities and other mortgage-related instruments.
| Annualised Return | 2.85% |
| Realised Volatility | 2.19% |
| Downside Volatility | 1.75% |
| Max Drawdown | -5.81% |
| Winning months | 69.4% |
| Sharpe Ratio | 1.3 |
| Sortino Ratio | 1.63 |
| Calmar Ratio | 0.49 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.49% | 1.17% | 0.39% | 0.23% | -0.06% | 1.08% | 0.16% | 1.24% | 0.71% | 0.62% | 0.53% | -0.03% | 6.73% |
| 2024 | 0.53% | -0.24% | 0.7% | -1.01% | 1.17% | 0.52% | 1.75% | 1.01% | 1.1% | -1.24% | 1.05% | -0.27% | 5.15% |
| 2023 | 1.62% | -0.53% | 0.74% | 0.47% | 0.14% | -0.18% | 0.27% | 0.48% | -0.61% | -0.62% | 2.28% | 1.93% | 6.1% |
| 2022 | -0.39% | -0.23% | -1.01% | -0.31% | -0.17% | -0.38% | 0.62% | -0.27% | -1.83% | -0.83% | 1.26% | 0.46% | -3.07% |
| 2021 | 0.23% | -0.17% | -0.33% | 0.35% | -0.1% | -0.04% | 0.02% | 0.01% | -0.18% | -0.1% | -0.4% | -0.2% | -0.91% |
| 2020 | 0.97% | 0.59% | -2.5% | 1.47% | 0.19% | 0.25% | 0.41% | 0.06% | 0.12% | -0.15% | 0.39% | -0.12% | 1.64% |
| 2019 | 0.39% | 0.25% | 0.5% | 0.3% | 0.59% | 0.58% | 0.44% | 0.54% | 0.23% | -0.15% | 0.39% | -0.02% | 4.1% |
| 2018 | -0.08% | 0.09% | 0.15% | -0.1% | 0.29% | 0.11% | 0.09% | 0.33% | -0.12% | 0% | 0.4% | 0.45% | 1.62% |
| 2017 | 0.21% | 0.34% | -0.12% | 0.34% | 0.26% | 0.18% | 0.27% | 0.09% | 0.09% | -0.08% | 0.07% | 0.01% | 1.68% |
| 2016 | 0.16% | 1.28% | 0.45% | 1.04% | 0.35% | 0.52% | 0.93% | 0.65% | 0.7% | 0.85% | -0.73% | 0.11% | 6.48% |
| 2015 | 0.26% | 0.42% | 0.47% | -0.22% | 0.49% | -0.06% | -0.15% | 0.23% | 0.25% | 0.35% | 0.25% | 0.45% | 2.79% |
| 2014 | 0.97% | 0.04% | 1.01% |