Loading...
Skip to Content

First Trust Exchange-Traded Fund III-First Trust Long/Short Equity ETF

Provider: First
Annualised Return 8.38%
Realised Volatility 9.05%
Downside Volatility 6.16%
Max Drawdown -12.73%
Winning months 62.2%
Sharpe Ratio 0.93
Sortino Ratio 1.36
Calmar Ratio 0.66
Viking Ratio 0.61
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2025 2.7% -1.72% -3.76% -2.86%
2024 3.16% 3.88% 2.49% -3.89% 3.53% 2.52% 0.53% 1.24% 0.06% 0.55% 3.82% -0.25% 18.8%
2023 3.01% -2.09% 3.35% 1.63% -0.72% 3.37% 2.42% -0.85% -0.47% -0.36% 4.46% 2.24% 16.94%
2022 -3.99% -0.66% 1.87% -1.64% 2.17% -4.52% 3.13% -1.85% -4.74% 4.46% 4.27% -3.55% -5.56%
2021 2.9% 1.51% -0.23% 3.07% 2.48% 1.37% 0.79% 1.54% -2.89% 4.24% -0.16% 3.68% 19.65%
2020 0.66% -6.63% -6.54% 6% 3.42% -0.19% 4.95% 3.23% -4.13% -1.89% 2.59% 2.08% 2.56%
2019 3.21% 1.52% 1.09% 1.66% -3.36% 4.75% 1.62% -0.88% 1.47% 1.71% 1.44% 1.08% 16.16%
2018 3.82% -3.21% -1.31% -0.79% 1.81% -0.65% 1.8% 2.5% -0.23% -4.96% 0.8% -4.08% -4.81%
2017 -0.49% 2.3% -0.66% 1.66% 1.3% 0.63% 1.19% -0.58% 2.43% 1.85% 2.74% 1.23% 14.41%
2016 -3.91% -1.46% 3.13% -0.66% 0.38% 0.15% 4.27% -1.08% 0.94% -1.72% 4.93% 1.64% 6.42%
2015 -0.25% 3.99% -0.42% 0.37% 1.51% -2.47% 1.37% -3.53% -0.29% 4.37% 1.47% -1.08% 4.84%
2014 -0.41% 0.92% 4.65% 0.49% 5.71%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).