Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FTPCX (First Trust Private Credit Fund Class i Shares) | NA | 3.09% | 7.28% | -0.58% | 4.09% | NA | NA | … | … |
Data as of 01/31/2013, Common starting date is 08/23/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTPCX (First Trust Private Credit Fund Class i Shares) | 08/23/2001 | 01/31/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.09 | 7.28 | -0.58 | 4.09 | NA | NA | … | … | 0.00 | 6.21 | 1.32 | 10.88 | 19.06 | -35.40 | 10.75 | 12.07 | 3.44 | 3.51 | 19.15 | -30.40 | -3.07 |
| Sharpe Ratio | NA | 0.32 | 0.45 | -0.03 | 0.15 | NA | NA | … | … | 0.00 | 0.64 | 0.06 | 0.62 | 0.78 | -0.94 | 0.52 | 0.95 | 0.10 | 0.15 | 1.00 | -1.20 | -0.51 |
| Standard Deviation(%) | NA | 9.43 | 17.05 | 24.43 | 20.34 | NA | NA | … | … | NA | 9.72 | 22.16 | 17.30 | 24.34 | 38.63 | 15.05 | 9.24 | 12.16 | 17.65 | 18.53 | 26.14 | 20.28 |
| Draw Down(%) | NA | 9.15 | 17.30 | 47.85 | 51.21 | NA | NA | … | … | 0.00 | 9.15 | 17.30 | 14.68 | 23.85 | 44.76 | 7.43 | 7.04 | 11.48 | 19.68 | 13.50 | 34.56 | 19.06 |
| Yield(%) | 0.00 | 0.30 | 0.52 | 0.48 | 0.72 | 0.31 | 0.24 | … | … | 0.00 | 0.31 | 0.54 | 0.54 | 0.81 | 0.62 | 1.19 | 1.37 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/31/2013, Common starting date is 08/23/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTPCX (First Trust Private Credit Fund Class i Shares) |
-12.76%
Feb 2006 – Feb 2009 |
-6.96%
Feb 2004 – Feb 2009 |
-0.62%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTPCX (First Trust Private Credit Fund Class i Shares) |
19.58%
Feb 2009 – Feb 2012 |
10.28%
Sep 2002 – Sep 2007 |
3.95%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart