C000218787 Performance — First Trust Capital Strength Portfolio, Class II
Data updated: 2026-08-21
C000218787 returned +8.28% over one year to Jan 2024. The annualised 3-year return is +8.18%. Against its US Large Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $127, against $126 for the category, and to $108 over one year, against $116. Volatility over the past three years was 15.59% a year. In the 12 months to Jun 2026 the fund took in a net $28.4M, and assets reached $201.54M.
C000218787 Growth of $100
What $100 invested in First Trust Capital Strength Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000218787 | Category average |
|---|---|---|
| 1 year (Feb 2023 – Jan 2024) | $108 | $116 |
| 3 years (Feb 2021 – Jan 2024) | $127 | $126 |
| Since data start (May 2020 – Jan 2024) | $153 | $159 |
C000218787 Trailing Returns
Total returns to Jan 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +8.28% |
| 3 years (annualised) | +8.18% |
C000218787 Annual Returns
Calendar-year total returns of First Trust Capital Strength Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jan) | +1.18% |
| 2023 | +8.11% |
| 2022 | −10.45% |
| 2021 | +25.61% |
| 2020 (May–Dec) | +24.34% |
C000218787 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 | +1.2% | — | — | — | — | — | — | — | — | — | — | — |
| 2023 | +1.0% | −4.0% | +0.8% | +0.7% | −3.0% | +5.6% | +1.8% | −0.5% | −3.0% | −1.2% | +6.5% | +3.6% |
| 2022 | −6.8% | −3.8% | +3.5% | −5.1% | −0.3% | −4.9% | +5.3% | −3.8% | −6.2% | +11.0% | +6.1% | −4.1% |
| 2021 | −2.8% | +1.4% | +6.5% | +4.5% | +1.6% | +0.7% | +3.1% | +1.9% | −5.7% | +6.7% | −1.8% | +7.8% |
| 2020 | — | — | — | — | +7.1% | +0.5% | +5.3% | +5.1% | −2.4% | −3.7% | +8.2% | +2.6% |
C000218787 Risk
Risk measures from monthly returns over Feb 2021 – Jan 2024.
- 3-year volatility (annualised): 15.59%
- 3-year Sharpe ratio: 0.24 (vs 4.5% risk-free rate)
- Best month: +10.97% (Oct 2022)
- Worst month: −6.84% (Jan 2022)
C000218787 Fund Flows
Monthly money in and out of First Trust Capital Strength Portfolio, from SEC Form N-PORT.
- 12-month net flow: $28.4M
- 12-month gross sales (incl. reinvestments): $42.6M
- Sales ÷ redemptions: 3.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $10.6M | $627K | $9.9M |
| May 2026 | $2.1M | $1.3M | $794K |
| Apr 2026 | $1.5M | $364K | $1.2M |
| Mar 2026 | $3.2M | $1.7M | $1.6M |
| Feb 2026 | $1.3M | $1.0M | $223K |
| Jan 2026 | $2.2M | $1.2M | $1.0M |
| Dec 2025 | $3.8M | $409K | $3.4M |
| Nov 2025 | $2.5M | $747K | $1.8M |
| Oct 2025 | $3.2M | $3.1M | $73K |
| Sep 2025 | $4.9M | $2.7M | $2.3M |
| Aug 2025 | $3.6M | $836K | $2.8M |
| Jul 2025 | $3.8M | $320K | $3.5M |
C000218787 Assets Under Management
Net assets of First Trust Capital Strength Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $201.54M |
| 2026-03-31 | $193.11M |
| 2025-12-31 | $189.44M |
| 2025-09-30 | $186.85M |
| 2025-06-30 | $172.77M |
| 2025-03-31 | $167.18M |
| 2024-12-31 | $157.43M |
| 2024-09-30 | $150.88M |
| 2024-06-28 | $133.56M |
| 2024-03-28 | $130.40M |
| 2023-12-29 | $118.28M |
| 2023-09-29 | $102.77M |
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.