Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LGOV (First Trust Long Duration Opportunities ETF) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 01/23/2008, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LGOV (First Trust Long Duration Opportunities ETF) | 01/04/2000 | 01/23/2008 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -100.00 | -66.67 | 0.00 | -50.00 | 200.00 | -33.33 | -50.00 | -75.00 | -79.83 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -0.40 | -0.02 | -0.27 | 0.51 | -0.12 | -0.25 | -0.42 | -0.46 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 176.25 | 180.84 | 196.53 | 391.05 | 292.86 | 202.21 | 187.74 | 181.54 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 75.00 | 66.67 | 89.29 | 66.67 | 66.67 | 85.71 | 80.00 | 90.00 |
| 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 |
Data as of 01/23/2008, Common starting date is 01/04/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LGOV (First Trust Long Duration Opportunities ETF) |
-78.16%
Apr 2000 – Apr 2003 |
-37.71%
Jul 2000 – Jul 2005 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LGOV (First Trust Long Duration Opportunities ETF) |
63.86%
Jan 2002 – Jan 2005 |
-8.97%
Aug 2001 – Aug 2006 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart