C000108867 Performance — First Trust Dorsey Wright People's Portfolio ETF
Data updated: 2022-11-25
C000108867 returned −17.49% over one year to Sep 2022. The annualised 3-year return is −4.55%. The fund trailed its US Blend category average: $100 invested three years ago grew to $87, against $103 for the category, and to $83 over one year, against $85. Volatility over the past three years was 19.23% a year. In the 12 months to Sep 2022 the fund took in a net $7.2M, and assets reached $3.96M.
C000108867 Growth of $100
What $100 invested in First Trust Dorsey Wright People's Portfolio ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Blend category average over the same months.
| Period | C000108867 | Category average |
|---|---|---|
| 1 year (Oct 2021 – Sep 2022) | $83 | $85 |
| 3 years (Oct 2019 – Sep 2022) | $87 | $103 |
| Since data start (Jul 2019 – Sep 2022) | $88 | $104 |
C000108867 Trailing Returns
Total returns to Sep 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −17.49% |
| 3 years (annualised) | −4.55% |
C000108867 Annual Returns
Calendar-year total returns of First Trust Dorsey Wright People's Portfolio ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Sep) | −25.01% |
| 2021 | +25.69% |
| 2020 | −14.43% |
| 2019 (Jul–Dec) | +8.61% |
C000108867 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −5.7% | −3.1% | +3.5% | −9.0% | −0.3% | −8.2% | +9.3% | −4.0% | −9.2% | — | — | — |
| 2021 | −1.0% | +2.3% | +3.7% | +5.2% | +0.4% | +2.8% | +2.2% | +2.9% | −4.7% | +7.0% | −1.0% | +3.9% |
| 2020 | −0.5% | −8.5% | −16.1% | 0.0% | 0.0% | 0.0% | 0.0% | +3.6% | −3.6% | −3.0% | +11.4% | +4.0% |
| 2019 | — | — | — | — | — | — | +1.3% | −2.6% | +2.1% | +1.4% | +4.0% | +2.3% |
C000108867 Risk
Risk measures from monthly returns over Oct 2019 – Sep 2022.
- 3-year volatility (annualised): 19.23%
- 3-year Sharpe ratio: -0.47 (vs 4.5% risk-free rate)
- Best month: +11.36% (Nov 2020)
- Worst month: −16.09% (Mar 2020)
C000108867 Fund Flows
Monthly money in and out of First Trust Dorsey Wright People's Portfolio ETF, from SEC Form N-PORT.
- 12-month net flow: $7.2M
- 12-month gross sales (incl. reinvestments): $1.7M
- Sales ÷ redemptions: -0.31×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2022 | $0 | −$2.7M | $2.7M |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $0 | −$1.4M | $1.4M |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | −$1.4M | $1.4M |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $1.7M | $0 | $1.7M |
| Nov 2021 | $0 | $0 | $0 |
| Oct 2021 | $0 | $0 | $0 |
C000108867 Assets Under Management
Net assets of First Trust Dorsey Wright People's Portfolio ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-09-30 | $3.96M |
| 2022-06-30 | $8.33M |
| 2022-03-31 | $11.71M |
| 2021-12-31 | $12.41M |
| 2021-09-30 | $9.68M |
| 2021-06-30 | $11.30M |
| 2021-03-31 | $10.43M |
| 2020-12-31 | $11.37M |
| 2020-09-30 | $13.92M |
| 2020-06-30 | $27.91M |
| 2020-03-31 | $33.02M |
| 2019-12-31 | $63.51M |
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.