C000087412 Performance — First Trust BICK Index Fund
Data updated: 2023-08-29
C000087412 returned +4.82% over one year to Jun 2023. The annualised 3-year return is +2.47%. The fund beat its China Equity category average: $100 invested three years ago grew to $108, against $85 for the category, and to $105 over one year, against $86. Volatility over the past three years was 22.26% a year. In the 12 months to Jun 2023 the fund took in a net $74.4M, and assets reached $12.13M.
C000087412 Growth of $100
What $100 invested in First Trust BICK Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the China Equity category average over the same months.
| Period | C000087412 | Category average |
|---|---|---|
| 1 year (Jul 2022 – Jun 2023) | $105 | $86 |
| 3 years (Jul 2020 – Jun 2023) | $108 | $85 |
| Since data start (Jul 2019 – Jun 2023) | $106 | $95 |
C000087412 Trailing Returns
Total returns to Jun 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +4.82% |
| 3 years (annualised) | +2.47% |
C000087412 Annual Returns
Calendar-year total returns of First Trust BICK Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jun) | +8.49% |
| 2022 | −20.25% |
| 2021 | −13.33% |
| 2020 | +29.38% |
| 2019 (Jul–Dec) | +9.69% |
C000087412 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +8.5% | −8.4% | +4.1% | −0.6% | −0.3% | +5.9% | — | — | — | — | — | — |
| 2022 | −3.0% | −1.6% | +1.1% | −9.5% | +2.9% | −8.2% | +2.7% | −0.4% | −11.3% | +0.8% | +11.3% | −5.0% |
| 2021 | +1.4% | +1.8% | −4.2% | +1.3% | +4.2% | +3.9% | −9.4% | −0.4% | −7.2% | +0.8% | −5.9% | +0.8% |
| 2020 | −5.3% | −6.0% | −21.4% | +10.8% | +5.9% | +9.8% | +10.1% | +4.6% | −4.4% | +0.4% | +17.3% | +10.7% |
| 2019 | — | — | — | — | — | — | −2.0% | −4.2% | +1.6% | +6.0% | +0.1% | +8.4% |
C000087412 Risk
Risk measures from monthly returns over Jul 2020 – Jun 2023.
- 3-year volatility (annualised): 22.26%
- 3-year Sharpe ratio: -0.09 (vs 4.5% risk-free rate)
- Best month: +17.29% (Nov 2020)
- Worst month: −11.26% (Sep 2022)
C000087412 Fund Flows
Monthly money in and out of First Trust BICK Index Fund, from SEC Form N-PORT.
- 12-month net flow: $74.4M
- 12-month gross sales (incl. reinvestments): $35.6M
- Sales ÷ redemptions: -0.92×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2023 | $0 | $0 | $0 |
| May 2023 | $0 | $0 | $0 |
| Apr 2023 | $0 | $0 | $0 |
| Mar 2023 | $0 | $0 | $0 |
| Feb 2023 | $1.3M | $0 | $1.3M |
| Jan 2023 | $2K | −$3.9M | $3.9M |
| Dec 2022 | $0 | −$33.6M | $33.6M |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $0 | $0 |
| Sep 2022 | $34.3M | $0 | $34.3M |
| Aug 2022 | $0 | −$1.3M | $1.3M |
| Jul 2022 | $0 | $0 | $0 |
C000087412 Assets Under Management
Net assets of First Trust BICK Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-06-30 | $12.13M |
| 2023-03-31 | $11.56M |
| 2022-12-30 | $13.66M |
| 2022-09-30 | $43.80M |
| 2022-06-30 | $15.68M |
| 2022-03-31 | $21.47M |
| 2021-12-31 | $23.83M |
| 2021-09-30 | $86.97M |
| 2021-06-30 | $94.00M |
| 2021-03-31 | $83.87M |
| 2020-12-31 | $84.91M |
| 2020-09-30 | $60.94M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.