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First Trust Senior Loan Fund (FTSL)

ETF · Currency in USD · Last updated May 25, 2022

FTSL is an actively managed ETF by First Trust. FTSL launched on May 1, 2013 and has a 0.86% expense ratio.

ETF Info

Trading Data

  • Previous Close$45.00
  • Year Range$45.00 - $47.38
  • EMA (50)$46.29
  • EMA (200)$46.56
  • Average Volume$842.97K

FTSLShare Price Chart


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FTSLPerformance

The chart shows the growth of $10,000 invested in First Trust Senior Loan Fund on May 3, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,681 for a total return of roughly 26.81%. All prices are adjusted for splits and dividends.


FTSL (First Trust Senior Loan Fund)
Benchmark (^GSPC)

FTSLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-4.36%-7.73%
YTD-4.65%-17.30%
6M-3.91%-15.83%
1Y-2.89%-5.16%
5Y2.33%10.40%
10Y2.66%10.49%

FTSLMonthly Returns Heatmap


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FTSLSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current First Trust Senior Loan Fund Sharpe ratio is -0.86. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


FTSL (First Trust Senior Loan Fund)
Benchmark (^GSPC)

FTSLDividend History

First Trust Senior Loan Fund granted a 3.65% dividend yield in the last twelve months, as of May 25, 2022. The annual payout for that period amounted to $1.64 per share.


PeriodTTM202120202019201820172016201520142013
Dividend$1.64$1.52$1.66$2.13$1.95$1.75$1.80$1.85$1.81$1.31

Dividend yield

3.65%3.22%3.65%4.82%4.88%4.31%4.54%5.03%4.95%3.62%

FTSLDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


FTSL (First Trust Senior Loan Fund)
Benchmark (^GSPC)

FTSLWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Senior Loan Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the First Trust Senior Loan Fund is 22.67%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.67%Jan 30, 202037Mar 23, 2020161Nov 9, 2020198
-5.03%Jan 25, 202282May 20, 2022
-4.62%Oct 23, 201843Dec 24, 201838Feb 20, 201981
-4.29%Jul 22, 2015144Feb 16, 201646Apr 21, 2016190
-2.54%Dec 3, 201411Dec 17, 201433Feb 5, 201544
-2.06%Jul 29, 201458Oct 17, 201426Nov 24, 201484
-1.83%Jun 3, 201321Jul 1, 201379Oct 22, 2013100
-1.21%Sep 18, 201917Oct 10, 201922Nov 11, 201939
-0.98%Jul 31, 201912Aug 15, 201917Sep 10, 201929
-0.98%Jun 10, 201614Jun 29, 20166Jul 8, 201620

FTSLVolatility Chart

Current First Trust Senior Loan Fund volatility is 8.02%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FTSL (First Trust Senior Loan Fund)
Benchmark (^GSPC)

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