Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ZFGMX (First Trust GNMA Reinvestment Income Trust (GRIT) Srs 79) | NA | 45,403.51% | 624.22% | 201.03% | 58.20% | 32.65% | NA | … | … |
Data as of 11/30/2023, Common starting date is 02/19/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZFGMX (First Trust GNMA Reinvestment Income Trust (GRIT) Srs 79) | 02/19/2008 | 11/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 48,788.89 | 45,403.51 | 624.22 | 201.03 | 58.20 | 32.65 | NA | … | … | -36.61 | -34.73 | -27.06 | -22.79 | -18.65 | -17.24 | -23.62 | -10.35 | -16.74 | -13.99 | -18.75 | -17.37 | -2.85 | 0.46 | 5.82 | -4.07 |
| Sharpe Ratio | NA | -2.56 | -2.85 | -2.82 | -2.03 | NA | NA | … | … | -2.55 | -3.37 | -3.23 | -3.01 | -3.08 | -3.62 | -0.32 | -3.05 | -3.10 | -2.64 | -3.73 | -2.82 | -1.32 | 0.15 | 2.49 | -2.52 |
| Standard Deviation(%) | NA | 16.76 | 12.37 | 10.54 | 11.70 | NA | NA | … | … | 17.11 | 10.71 | 8.42 | 7.63 | 6.52 | 5.12 | 60.86 | 4.69 | 5.41 | 5.30 | 5.03 | 6.22 | 2.19 | 2.55 | 2.30 | 2.16 |
| Draw Down(%) | NA | 42.07 | 72.16 | 82.16 | 92.88 | NA | NA | … | … | 39.84 | 34.97 | 27.27 | 23.04 | 19.01 | 17.37 | 23.65 | 10.89 | 17.38 | 15.49 | 18.98 | 17.47 | 3.62 | 1.46 | 0.71 | 4.30 |
| Yield(%) | 0.00 | 32.95 | 18.98 | 7.56 | 1.50 | 0.71 | 0.51 | … | … | 92.42 | 23.55 | 27.14 | 0.47 | 0.92 | 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 11/30/2023, Common starting date is 02/19/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZFGMX (First Trust GNMA Reinvestment Income Trust (GRIT) Srs 79) |
-24.85%
Oct 2017 – Oct 2020 |
-21.60%
Dec 2015 – Dec 2020 |
-17.46%
Nov 2012 – Nov 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZFGMX (First Trust GNMA Reinvestment Income Trust (GRIT) Srs 79) |
1.27%
Oct 2008 – Oct 2011 |
-4.77%
Mar 2008 – Mar 2013 |
-12.91%
Apr 2009 – Apr 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart