C000160833 Performance — First Trust Dorsey Wright Tactical Core Portfolio, Class II
Data updated: 2026-08-21
C000160833 returned +8.81% over one year to Jan 2024. The annualised 3-year return is +1.55%. Against its US Multi-Cap Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $105, against $109 for the category, and to $109 over one year, against $108. Volatility over the past three years was 14.90% a year. In the 12 months to Jun 2026 the fund lost a net $295K, and assets reached $60.46M.
C000160833 Growth of $100
What $100 invested in First Trust Dorsey Wright Tactical Core Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | C000160833 | Category average |
|---|---|---|
| 1 year (Feb 2023 – Jan 2024) | $109 | $108 |
| 3 years (Feb 2021 – Jan 2024) | $105 | $109 |
| Since data start (Jul 2019 – Jan 2024) | $122 | $129 |
C000160833 Trailing Returns
Total returns to Jan 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +8.81% |
| 3 years (annualised) | +1.55% |
C000160833 Annual Returns
Calendar-year total returns of First Trust Dorsey Wright Tactical Core Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jan) | +0.44% |
| 2023 | +11.56% |
| 2022 | −16.81% |
| 2021 | +13.83% |
| 2020 | +10.97% |
| 2019 (Jul–Dec) | +3.94% |
C000160833 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +0.4% | — | — | — | — | — | — | — | — | — | — | — |
| 2023 | +3.0% | −1.7% | −0.3% | +0.5% | −1.8% | +4.7% | +4.1% | −3.1% | −4.8% | −4.4% | +9.2% | +6.7% |
| 2022 | −5.0% | 0.0% | +0.1% | −4.6% | +4.4% | −11.2% | +3.5% | −0.7% | −9.7% | +5.7% | +2.3% | −1.5% |
| 2021 | +1.3% | +4.4% | +1.0% | +2.3% | +1.5% | +0.6% | −0.9% | +1.6% | −3.5% | +4.9% | −1.7% | +1.7% |
| 2020 | +0.7% | −5.5% | −12.7% | +6.8% | +2.6% | +1.4% | +3.0% | +1.7% | −1.8% | −0.9% | +12.1% | +5.1% |
| 2019 | — | — | — | — | — | — | +1.2% | −2.1% | −0.4% | +0.9% | +2.5% | +1.9% |
C000160833 Risk
Risk measures from monthly returns over Feb 2021 – Jan 2024.
- 3-year volatility (annualised): 14.90%
- 3-year Sharpe ratio: -0.20 (vs 4.5% risk-free rate)
- Best month: +9.23% (Nov 2023)
- Worst month: −11.22% (Jun 2022)
C000160833 Fund Flows
Monthly money in and out of First Trust Dorsey Wright Tactical Core Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$295K
- 12-month gross sales (incl. reinvestments): $7.9M
- Sales ÷ redemptions: 0.96×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $2.5M | $739K | $1.8M |
| May 2026 | $1.1M | $614K | $527K |
| Apr 2026 | $243K | $619K | −$377K |
| Mar 2026 | $418K | $770K | −$352K |
| Feb 2026 | $340K | $916K | −$577K |
| Jan 2026 | $757K | $349K | $409K |
| Dec 2025 | $504K | $423K | $81K |
| Nov 2025 | $685K | $414K | $271K |
| Oct 2025 | $68K | $1.2M | −$1.1M |
| Sep 2025 | $407K | $724K | −$317K |
| Aug 2025 | $378K | $551K | −$173K |
| Jul 2025 | $495K | $895K | −$400K |
C000160833 Assets Under Management
Net assets of First Trust Dorsey Wright Tactical Core Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $60.46M |
| 2026-03-31 | $52.94M |
| 2025-12-31 | $54.14M |
| 2025-09-30 | $54.70M |
| 2025-06-30 | $52.91M |
| 2025-03-31 | $49.91M |
| 2024-12-31 | $52.87M |
| 2024-09-30 | $54.08M |
| 2024-06-28 | $51.92M |
| 2024-03-28 | $53.55M |
| 2023-12-29 | $50.37M |
| 2023-09-29 | $45.59M |
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.