First Trust S-Network E-Commer
Provider: First
| Annualised Return | 9.38% |
| Realised Volatility | 20.76% |
| Downside Volatility | 11.99% |
| Max Drawdown | -42.89% |
| Winning months | 59.05% |
| Sharpe Ratio | 0.45 |
| Sortino Ratio | 0.78 |
| Calmar Ratio | 0.22 |
| Viking Ratio | 0.22 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.24% | 0.8% | -4.55% | 0.06% | 4.82% | 4.97% | 12.53% | ||||||
| 2024 | -4.34% | 4.83% | 3.56% | -1.94% | 3.31% | -0.33% | 0.57% | 4.34% | 9.27% | 3.23% | 5.24% | -4.94% | 24.17% |
| 2023 | 11.53% | -3.52% | 3.81% | -2.88% | -3.77% | 7.33% | 10.01% | -6.38% | -5.91% | -5.99% | 12% | 6.94% | 22.24% |
| 2022 | -3.86% | -7.88% | -3.88% | -12.69% | -6.12% | -5.69% | 8.24% | -3.59% | -13.3% | -4.08% | 20.95% | -4.16% | -33.79% |
| 2021 | 4.77% | 0.46% | 6.72% | 0.6% | 4.3% | 2.7% | 0.03% | 5.67% | -4.83% | 5.98% | 0.3% | 0.5% | 30.1% |
| 2020 | -3.79% | -7.68% | -16.72% | 16.44% | 8.19% | 3.2% | 6.41% | 6.55% | 0.55% | -4.18% | 10.76% | -0.89% | 15.33% |
| 2019 | 3.53% | 4.03% | -0.89% | 2.33% | -6.77% | 4.95% | 2.12% | 0.45% | 3.28% | 1.54% | 3.5% | 0.62% | 19.74% |
| 2018 | 8.78% | -4.29% | -6.31% | 2.66% | 0.82% | 6.15% | 1.01% | 6.61% | -0.48% | -3.1% | -3.62% | -8.68% | -2.04% |
| 2017 | -6.78% | 5.29% | -0.62% | 1.38% | -0.3% | -2.48% | 1.86% | -3.41% | 4.76% | -1.55% | 8.08% | 2.1% | 7.66% |
| 2016 | -0.1% | 4.94% | -2.55% | 2.16% |