First Trust Factor FX UCITS ETF - Class A USD/ IE00BD5HBQ97 /
NAV2024-09-23 | Chg.+0.0560 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
23.4540USD | +0.24% | reinvestment | Bonds Worldwide | First Trust Advisors ▶ |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2018 | - | - | 0.46 | -0.41 | -1.88 | 0.56 | 0.15 | -1.39 | 0.56 | 1.35 | 0.83 | -0.35 | - |
2019 | 1.22 | 0.14 | -0.15 | 1.10 | -0.31 | -0.04 | 1.35 | -0.95 | 1.11 | -0.11 | 0.94 | 0.36 | +4.74% |
2020 | -1.16 | -1.02 | -3.34 | -0.09 | 0.51 | -1.39 | 1.22 | 0.90 | -1.12 | 0.43 | 2.38 | 2.20 | -0.63% |
2021 | -0.61 | -0.14 | 0.01 | -0.48 | 1.89 | -1.13 | -0.64 | 0.57 | -0.70 | -0.32 | -1.09 | -0.28 | -2.90% |
2022 | 0.20 | -1.35 | 1.96 | -1.64 | 1.05 | -3.17 | -0.14 | 1.15 | -0.85 | 0.70 | 0.80 | 1.04 | -0.37% |
2023 | 3.37 | -0.96 | 3.21 | 1.58 | 1.77 | 3.68 | -1.20 | -0.38 | 1.03 | 1.11 | -2.22 | 0.41 | +11.79% |
2024 | 0.08 | 0.29 | 1.59 | 1.74 | -0.02 | -0.38 | -0.73 | -1.19 | 2.49 | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 5.74% | 6.21% | 5.79% | 5.72% | 5.38% |
Sharpe ratio | 0.34 | 0.14 | -0.07 | 0.13 | -0.18 |
Best month | +2.49% | +2.49% | +2.49% | +3.68% | +3.68% |
Worst month | -1.19% | -1.19% | -2.22% | -3.17% | -3.34% |
Maximum loss | -5.27% | -5.27% | -5.27% | -6.46% | -8.15% |
Outperformance | +5.14% | - | +4.07% | -2.80% | - |
All quotes in USD
Share classes
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
First Trust Factor FX UCITS ETF ... | reinvestment | 23.4540 | +3.02% | +13.15% | |
First Trust Factor FX UCITS ETF ... | reinvestment | 21.8690 | +6.70% | +1.03% | |
First Trust Factor FX UCITS ETF ... | reinvestment | 23.7370 | +12.25% | +7.72% |
Performance
YTD | +3.87% | ||
---|---|---|---|
6 Months | +2.12% | ||
1 Year | +3.02% | ||
3 Years | +13.15% | ||
5 Years | +13.08% | ||
10 Years | - | ||
Since start | +16.37% | ||
Year | |||
2023 | +11.79% | ||
2022 | -0.37% | ||
2021 | -2.90% | ||
2020 | -0.63% | ||
2019 | +4.74% |