PortfoliosLab logo

First Trust Low Duration Mortgage Opportunities ETF

LMBS
ETF · Currency in USD
ISIN
US33739Q2003
CUSIP
33739Q200
Issuer
First Trust
Inception Date
Nov 4, 2014
Region
North America (U.S.)
Category
Mortgage Backed Securities
Expense Ratio
0.68%
Index Tracked
NONE
ETF Home Page
www.ftportfolios.com
Asset Class
Bond

LMBSPrice Chart


Click Calculate to get results

LMBSPerformance

The chart shows the growth of $10,000 invested in LMBS on Nov 6, 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,052 for a total return of roughly 20.52%. All prices are adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%2015201620172018201920202021
20.52%
101.32%
S&P 500

LMBSReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.00%
YTD-0.18%
6M-0.08%
1Y1.62%
5Y2.60%
10Y2.96%

LMBSMonthly Returns Heatmap


Click Calculate to get results

LMBSSharpe 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 Low Duration Mortgage Opportunities ETF Sharpe ratio is 0.96. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


0.001.002.003.004.005.00201620172018201920202021
0.96

LMBSDividends

First Trust Low Duration Mortgage Opportunities ETF granted a 2.23% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $1.14 per share.


PeriodTTM2020201920182017201620152014
Dividend$1.14$1.17$1.33$1.42$1.42$1.36$1.41$0.19
Dividend yield
2.23%2.27%2.56%2.77%2.74%2.60%2.79%0.37%

LMBSDrawdowns Chart


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2015201620172018201920202021
-0.69%

LMBSWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Low Duration Mortgage Opportunities 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 {{portfolioName}} is 5.35%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-5.35%Mar 10, 202010Mar 23, 2020
-1.85%Jan 7, 201512Jan 23, 201533Mar 12, 201545
-1.25%Aug 25, 20154Aug 28, 201526Oct 6, 201530
-1.14%Apr 8, 201515Apr 28, 20158May 8, 201523
-0.97%Dec 5, 20141Dec 5, 201414Dec 26, 201415
-0.86%Nov 7, 201635Dec 27, 201667Apr 4, 2017102
-0.81%Feb 19, 20168Mar 1, 201612Mar 17, 201620
-0.74%Mar 16, 20152Mar 17, 20153Mar 20, 20155
-0.67%Oct 22, 201512Nov 6, 201510Nov 20, 201522
-0.67%Jan 12, 20164Jan 15, 20162Jan 20, 20166

LMBSVolatility Chart

Current First Trust Low Duration Mortgage Opportunities ETF volatility is 1.71%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%5.00%10.00%15.00%20.00%2015201620172018201920202021
1.71%

Portfolios with First Trust Low Duration Mortgage Opportunities ETF


Loading data...

More Tools for First Trust Low Duration Mortgage Opportunities ETF