First Trust Smith Unconstrained Bond ETF
Provider: First
| Annualised Return | 3.77% |
| Realised Volatility | 4.68% |
| Downside Volatility | 5.08% |
| Max Drawdown | -8.53% |
| Winning months | 71.91% |
| Sharpe Ratio | 0.81 |
| Sortino Ratio | 0.74 |
| Calmar Ratio | 0.44 |
| Viking Ratio | 0.26 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.59% | 1.2% | -0.24% | 0.29% | 0.29% | 1.09% | 0.14% | 0.99% | 1.21% | 0.32% | 6.03% | ||
| 2024 | 0.49% | -0.65% | 0.86% | -1.38% | 1.26% | 0.76% | 1.7% | 1.31% | 1.02% | -1.26% | 0.75% | -0.22% | 4.69% |
| 2023 | 2.28% | -1.83% | 1.14% | 1.84% | -0.59% | -0.35% | 1.22% | 0.17% | -1.2% | -0.54% | 2.83% | 2.6% | 7.72% |
| 2022 | -0.82% | -0.94% | -1.06% | -1.55% | 0.31% | -2.39% | 1.96% | -0.62% | -3.19% | -0.19% | 2.73% | 0.02% | -5.72% |
| 2021 | 0.28% | -0.02% | 0.15% | 0.18% | 0.24% | 0.24% | 0.07% | 0.08% | 0.11% | -0.28% | -0.34% | 0.31% | 1.02% |
| 2020 | 0.91% | 0.33% | -7.08% | 3.73% | 1.88% | 1.62% | 1.9% | 0.75% | 0.19% | 0.36% | 1.29% | 0.87% | 6.54% |
| 2019 | 1.41% | 0.08% | 1.13% | 0.92% | 0.44% | 1.01% | 0.39% | 0.5% | 0.02% | 0.88% | -0.21% | 0.59% | 7.39% |
| 2018 | 0.04% | 0.72% | 0.1% | 0.44% | -0.28% | -0.04% | 0.05% | 1.03% |