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First Trust Enhanced Short Maturity ETF

FTSM
ETF · Currency in USD
ISIN
US33739Q4082
CUSIP
33739Q408
Issuer
First Trust
Inception Date
Aug 5, 2014
Region
North America (U.S.)
Category
Total Bond Market
Expense Ratio
0.25%
Index Tracked
No Index (Active)
ETF Home Page
www.ftportfolios.com
Asset Class
Bond

FTSMPrice Chart


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S&P 500

FTSMPerformance

The chart shows the growth of $10,000 invested in First Trust Enhanced Short Maturity ETF on Aug 7, 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,927 for a total return of roughly 9.27%. All prices are adjusted for splits and dividends.


FTSM (First Trust Enhanced Short Maturity ETF)
Benchmark (S&P 500)

FTSMReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.00%
6M0.08%
YTD0.09%
1Y0.25%
5Y1.56%
10Y1.25%

FTSMMonthly Returns Heatmap


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FTSMSharpe 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 Enhanced Short Maturity ETF Sharpe ratio is 0.91. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


FTSM (First Trust Enhanced Short Maturity ETF)
Benchmark (S&P 500)

FTSMDividends

First Trust Enhanced Short Maturity ETF granted a 0.50% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $0.30 per share.


PeriodTTM2020201920182017201620152014
Dividend$0.30$0.72$1.43$1.29$0.83$0.62$0.27$0.12

Dividend yield

0.50%1.20%2.38%2.15%1.38%1.03%0.45%0.19%

FTSMDrawdowns Chart

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


FTSM (First Trust Enhanced Short Maturity ETF)
Benchmark (S&P 500)

FTSMWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Enhanced Short Maturity ETF. 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 Enhanced Short Maturity ETF is 4.43%, recorded on Oct 31, 2014. It took 1 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.43%Oct 22, 20148Oct 31, 20141Nov 3, 20149
-4.12%Mar 4, 202013Mar 20, 202054Jun 8, 202067
-1.8%Sep 1, 201525Oct 6, 2015401May 10, 2017426
-0.35%Jun 8, 201558Aug 27, 20152Aug 31, 201560
-0.27%Nov 4, 201440Dec 31, 201414Jan 22, 201554
-0.2%Sep 8, 201418Oct 1, 201411Oct 16, 201429
-0.15%Mar 17, 20155Mar 23, 201519Apr 20, 201524
-0.13%Feb 4, 20156Feb 11, 201512Mar 2, 201518
-0.12%Nov 26, 20189Dec 7, 201811Dec 24, 201820
-0.12%Jun 11, 20202Jun 12, 20206Jun 22, 20208

FTSMVolatility Chart

Current First Trust Enhanced Short Maturity ETF volatility is 0.27%. 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.


FTSM (First Trust Enhanced Short Maturity ETF)
Benchmark (S&P 500)

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