Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEWXVX (FT 8910: Automated Quantitative Analysis (AQA) Portfolio Series 21) | NA | 26.64% | 20.34% | 3.65% | NA | NA | NA | … | … |
Data as of 12/17/2021, Common starting date is 09/12/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEWXVX (FT 8910: Automated Quantitative Analysis (AQA) Portfolio Series 21) | 09/12/2012 | 12/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.10 | 26.64 | 20.34 | 3.65 | NA | NA | NA | … | … | 26.83 | 7.93 | 27.75 | -49.77 | 38.50 | 25.20 | -25.53 | 6.27 | 20.84 | -1.55 |
| Sharpe Ratio | NA | 1.32 | 0.64 | 0.09 | NA | NA | NA | … | … | 1.36 | 0.17 | 1.31 | -0.94 | 2.68 | 1.37 | -1.05 | 0.47 | 1.26 | -0.33 |
| Standard Deviation(%) | NA | 20.19 | 31.08 | 34.64 | NA | NA | NA | … | … | 20.47 | 45.26 | 20.08 | 54.30 | 14.18 | 18.28 | 24.31 | 13.31 | 16.55 | 15.87 |
| Draw Down(%) | NA | 10.22 | 37.85 | 60.62 | NA | NA | NA | … | … | 10.22 | 37.85 | 13.37 | 57.85 | 7.06 | 12.78 | 33.80 | 11.76 | 9.34 | 10.78 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/17/2021, Common starting date is 09/12/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEWXVX (FT 8910: Automated Quantitative Analysis (AQA) Portfolio Series 21) |
-15.53%
Oct 2017 – Oct 2020 |
-9.44%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEWXVX (FT 8910: Automated Quantitative Analysis (AQA) Portfolio Series 21) |
19.51%
Oct 2018 – Oct 2021 |
10.81%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart