Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMAR (FT Vest US Equity Buffer ETF – March) | NA | -91.40% | -43.77% | -37.95% | -42.16% | -28.82% | NA | … | … |
Data as of 02/11/2014, Common starting date is 12/23/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMAR (FT Vest US Equity Buffer ETF – March) | 12/23/1996 | 02/11/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -88.57 | -91.40 | -43.77 | -37.95 | -42.16 | -28.82 | NA | … | … | -56.12 | 512.50 | -63.64 | -53.68 | 31.94 | -87.30 | -69.43 | 6.00 | -0.34 | -5.59 | 68.94 | 20.20 | 129.00 | -51.25 | -36.55 | -10.18 | 23.12 | 0.00 |
| Sharpe Ratio | NA | -0.26 | 0.11 | -0.04 | -0.19 | NA | NA | … | … | -0.55 | 4.12 | -0.33 | -0.47 | 0.22 | -0.69 | -1.50 | 0.16 | -0.13 | -0.33 | 2.69 | 0.50 | 1.73 | -0.62 | -0.85 | -0.34 | -0.57 | NA |
| Standard Deviation(%) | NA | 104.63 | 145.88 | 149.27 | 152.65 | NA | NA | … | … | 103.18 | 126.48 | 190.85 | 113.28 | 147.09 | 128.07 | 48.32 | 17.16 | 18.75 | 19.75 | 25.33 | 38.48 | 75.18 | 88.63 | 46.67 | 39.40 | 56.58 | NA |
| Draw Down(%) | NA | 87.06 | 94.90 | 98.14 | 99.75 | NA | NA | … | … | 87.06 | 34.88 | 94.90 | 83.33 | 78.07 | 92.73 | 72.90 | 8.90 | 16.01 | 21.60 | 10.85 | 30.23 | 29.78 | 54.30 | 45.02 | 26.16 | 12.72 | NA |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 0.02 | … | … | 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 | 0.25 | 0.15 | 0.00 | 0.00 | 0.00 |
Data as of 02/11/2014, Common starting date is 12/23/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMAR (FT Vest US Equity Buffer ETF – March) |
-67.52%
Nov 2006 – Nov 2009 |
-63.56%
Nov 2006 – Nov 2011 |
-34.29%
Nov 2001 – Nov 2011 |
-20.96%
Jan 1997 – Jan 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMAR (FT Vest US Equity Buffer ETF – March) |
66.91%
Dec 2000 – Dec 2003 |
34.34%
Dec 2000 – Dec 2005 |
3.77%
Jan 1997 – Jan 2007 |
-11.65%
Jul 1998 – Jul 2013 |
Annualized Rolling Returns Comparison Chart