First Trust Low Duration Strategic Focus ETF (LDSF)
LDSF is an actively managed ETF by First Trust. LDSF launched on Jan 3, 2019 and has a 0.77% expense ratio.
ETF Info
ISIN | US33740F8703 |
---|---|
CUSIP | 33740F870 |
Issuer | First Trust |
Inception Date | Jan 3, 2019 |
Region | North America (U.S.) |
Category | Money Market, Actively Managed |
Index Tracked | No Index (Active) |
Home Page | www.ftportfolios.com |
Asset Class | Bond |
Expense Ratio
The First Trust Low Duration Strategic Focus ETF has a high expense ratio of 0.77%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Popular comparisons: LDSF vs. SGOV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Low Duration Strategic Focus ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
First Trust Low Duration Strategic Focus ETF had a return of 0.75% year-to-date (YTD) and 5.69% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 0.75% | 10.04% |
1 month | 0.92% | 3.53% |
6 months | 5.14% | 22.79% |
1 year | 5.69% | 32.16% |
5 years (annualized) | 1.36% | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.44% | -0.38% | ||||||||||
2023 | 0.34% | -0.57% | -0.58% | 2.72% | 1.83% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for First Trust Low Duration Strategic Focus ETF (LDSF) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
First Trust Low Duration Strategic Focus ETF | 1.61 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
First Trust Low Duration Strategic Focus ETF granted a 4.28% dividend yield in the last twelve months. The annual payout for that period amounted to $0.80 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
---|---|---|---|---|---|---|
Dividend | $0.80 | $0.77 | $0.48 | $0.39 | $0.54 | $0.62 |
Dividend yield | 4.28% | 4.08% | 2.62% | 1.97% | 2.65% | 3.04% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Low Duration Strategic Focus ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.07 | $0.07 | ||||||||||
2023 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.07 | $0.07 | $0.07 | $0.07 |
2022 | $0.03 | $0.03 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.05 | $0.05 | $0.04 | $0.05 | $0.06 |
2021 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.03 | $0.03 | $0.03 | $0.03 |
2020 | $0.04 | $0.04 | $0.04 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.12 |
2019 | $0.05 | $0.06 | $0.06 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.04 | $0.05 | $0.06 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Low Duration Strategic Focus ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Low Duration Strategic Focus ETF was 8.56%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-8.56% | Mar 4, 2020 | 14 | Mar 23, 2020 | 94 | Aug 5, 2020 | 108 |
-7.86% | Jan 19, 2021 | 444 | Oct 20, 2022 | 296 | Dec 26, 2023 | 740 |
-1.16% | Feb 2, 2024 | 8 | Feb 13, 2024 | 30 | Mar 27, 2024 | 38 |
-0.63% | Sep 3, 2020 | 41 | Oct 30, 2020 | 5 | Nov 6, 2020 | 46 |
-0.58% | Oct 7, 2019 | 17 | Oct 29, 2019 | 21 | Nov 27, 2019 | 38 |
Volatility
Volatility Chart
The current First Trust Low Duration Strategic Focus ETF volatility is 0.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.