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EquityCompass Tactical Risk Manager ETF (TERM)

ETF · Currency in USD
ISIN
US33740F7069
CUSIP
33740F706
Issuer
First Trust
Inception Date
Apr 10, 2017
Region
North America (U.S.)
Category
Large Cap Blend Equities
Expense Ratio
0.67%
Index Tracked
ACTIVE - No Index
ETF Home Page
www.ftportfolios.com
Asset Class
Multi-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

TERMPrice Chart


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TERMPerformance

The chart shows the growth of $10,000 invested in EquityCompass Tactical Risk Manager ETF on Apr 11, 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,066 for a total return of roughly 10.66%. All prices are adjusted for splits and dividends.


TERM (EquityCompass Tactical Risk Manager ETF)
Benchmark (S&P 500)

TERMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.83%5.89%
6M3.71%10.34%
YTD21.33%22.83%
1Y45.95%41.09%
5Y2.25%15.87%
10Y2.25%15.87%

TERMMonthly Returns Heatmap


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TERMSharpe 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 EquityCompass Tactical Risk Manager ETF Sharpe ratio is 3.30. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


TERM (EquityCompass Tactical Risk Manager ETF)
Benchmark (S&P 500)

TERMDividends


EquityCompass Tactical Risk Manager ETF doesn't pay dividends

TERMDrawdowns Chart

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


TERM (EquityCompass Tactical Risk Manager ETF)
Benchmark (S&P 500)

TERMWorst Drawdowns

The table below shows the maximum drawdowns of the EquityCompass Tactical Risk Manager 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 EquityCompass Tactical Risk Manager ETF is 48.15%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.15%Sep 24, 2018376Mar 23, 2020
-11.26%Jan 29, 201844Apr 2, 2018120Sep 20, 2018164
-2.65%Jul 28, 201717Aug 21, 201715Sep 12, 201732
-2.43%May 8, 20178May 17, 201710Jun 1, 201718
-1.66%Jun 20, 201712Jul 6, 20176Jul 14, 201718
-1.49%Dec 5, 20171Dec 5, 20175Dec 12, 20176
-1.4%Apr 12, 20172Apr 13, 20176Apr 24, 20178
-1.26%Oct 23, 201718Nov 15, 20178Nov 28, 201726
-0.75%Oct 6, 20172Oct 9, 20179Oct 20, 201711
-0.64%Dec 1, 20171Dec 1, 20171Dec 4, 20172

TERMVolatility Chart

Current EquityCompass Tactical Risk Manager ETF volatility is 0.00%. 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.


TERM (EquityCompass Tactical Risk Manager ETF)
Benchmark (S&P 500)

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