Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FPL (First Trust New Opp. MLP & Energy) | NA | -8.28% | -2.84% | -17.21% | -5.83% | 0.89% | 2.79% | … | … |
Data as of 03/30/2015, Common starting date is 06/10/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FPL (First Trust New Opp. MLP & Energy) | 06/10/1983 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.23 | -8.28 | -2.84 | -17.21 | -5.83 | 0.89 | 2.79 | … | … | -1.32 | -63.34 | 8.71 | -23.46 | 27.94 | 35.47 | 14.55 | 17.63 | 12.00 | 13.21 | -18.25 | 74.64 | -28.44 | 5.84 | 32.56 | 3.23 | 39.16 | -3.84 | 16.01 | 5.47 | 37.74 | -13.74 | 26.00 | 17.29 | -2.61 | 20.13 | 36.70 | 22.00 | 17.71 |
| Sharpe Ratio | NA | -0.66 | -0.30 | -0.20 | -0.15 | NA | NA | … | … | -0.28 | -0.18 | 0.34 | -0.50 | 1.08 | 2.27 | 0.72 | 1.27 | 0.71 | 0.41 | -0.85 | 2.19 | -1.53 | 0.13 | 2.02 | -0.02 | 2.79 | -0.28 | 1.16 | 0.27 | 2.65 | -1.12 | 1.67 | 0.85 | -0.23 | 0.79 | 1.73 | 1.32 | 2.69 |
| Standard Deviation(%) | NA | 96.69 | 96.69 | 87.58 | 46.23 | NA | NA | … | … | 19.33 | 110.80 | 25.58 | 48.13 | 23.30 | 14.27 | 17.31 | 13.13 | 15.90 | 29.73 | 24.52 | 32.16 | 20.66 | 19.31 | 14.31 | 14.36 | 12.67 | 24.52 | 12.00 | 11.17 | 12.78 | 16.86 | 12.13 | 14.79 | 28.23 | 20.06 | 18.22 | 11.54 | 10.27 |
| Draw Down(%) | NA | 67.07 | 67.07 | 68.20 | 74.91 | NA | NA | … | … | 8.80 | 67.07 | 20.33 | 47.43 | 16.34 | 11.24 | 14.65 | 10.86 | 14.51 | 27.61 | 25.90 | 16.26 | 29.99 | 15.63 | 6.52 | 11.86 | 5.28 | 28.37 | 10.61 | 9.45 | 5.36 | 23.04 | 6.17 | 11.67 | 20.17 | 18.78 | 15.93 | 8.79 | 5.08 |
| Yield(%) | 0.00 | 5.00 | 1.67 | 0.63 | 2.48 | 2.29 | 2.88 | … | … | 1.66 | 3.50 | 3.66 | 2.68 | 2.98 | 3.57 | 1.92 | 2.00 | 1.96 | 2.04 | 1.59 | 2.62 | 1.70 | 1.69 | 2.10 | 2.01 | 2.51 | 2.43 | 3.41 | 3.33 | 4.10 | 3.21 | 3.69 | 3.73 | 3.28 | 3.59 | 2.16 | 2.31 | 1.26 |
Data as of 03/30/2015, Common starting date is 06/10/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPL (First Trust New Opp. MLP & Energy) |
-32.78%
Feb 2012 – Feb 2015 |
-13.59%
Jun 2009 – Jun 2014 |
-2.86%
Sep 2004 – Sep 2014 |
1.75%
Oct 1999 – Oct 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPL (First Trust New Opp. MLP & Energy) |
34.94%
Aug 1983 – Aug 1986 |
22.45%
Nov 2002 – Nov 2007 |
16.54%
Aug 1983 – Aug 1993 |
16.40%
Aug 1983 – Aug 1998 |
Annualized Rolling Returns Comparison Chart