Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FHY (First Trust Strategic High Income Fund II) | NA | -12.63% | 2.48% | 2.28% | 10.79% | NA | NA | … | … |
Data as of 06/25/2018, Common starting date is 03/29/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FHY (First Trust Strategic High Income Fund II) | 03/29/2006 | 06/25/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.25 | -12.63 | 2.48 | 2.28 | 10.79 | NA | NA | … | … | -7.54 | 7.80 | 21.94 | -15.00 | -0.99 | 5.58 | 19.07 | 260.15 | 11.77 | -8.59 | -43.08 | -30.89 | 13.15 |
| Sharpe Ratio | NA | -5.09 | -2.31 | -2.14 | -0.22 | NA | NA | … | … | -6.08 | -1.53 | -1.13 | -3.59 | -2.20 | -1.28 | 0.04 | 2.25 | -0.42 | -0.62 | -1.01 | -2.12 | -0.52 |
| Standard Deviation(%) | NA | 6.28 | 9.31 | 9.12 | 42.39 | NA | NA | … | … | 5.88 | 7.49 | 10.73 | 9.34 | 8.88 | 10.11 | 13.54 | 107.58 | 16.21 | 43.69 | 61.60 | 25.09 | 8.73 |
| Draw Down(%) | NA | 14.27 | 20.31 | 28.80 | 57.61 | NA | NA | … | … | 8.00 | 8.76 | 10.33 | 20.61 | 12.14 | 12.17 | 10.24 | 16.72 | 10.08 | 41.70 | 62.27 | 36.54 | 4.20 |
| Yield(%) | 0.00 | 0.00 | 5.48 | 6.54 | 8.80 | 4.87 | 3.65 | … | … | 0.00 | 2.92 | 10.54 | 9.20 | 9.17 | 8.47 | 10.34 | 13.22 | 9.80 | 17.35 | 14.11 | 10.30 | 5.85 |
Data as of 06/25/2018, Common starting date is 03/29/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FHY (First Trust Strategic High Income Fund II) |
-30.64%
Aug 2006 – Aug 2009 |
-14.66%
Sep 2006 – Sep 2011 |
6.30%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FHY (First Trust Strategic High Income Fund II) |
78.15%
Aug 2009 – Aug 2012 |
43.60%
Aug 2009 – Aug 2014 |
11.28%
Dec 2007 – Dec 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart