Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/15/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FTGC (First Trust Global Tactical Commodity Strategy Fund) | 1.19% | 1.13% | -1.93% | 15.99% | 2.49% | NA | NA | 0.35% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTGC (First Trust Global Tactical Commodity Strategy Fund) | 10/23/2013 | 04/15/2025 |
The return data shown below all have the same latest date: 04/15/2025.
AR inception is since 10/23/2013.
AR inception is since 10/23/2013.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.29 | 1.13 | -1.93 | 15.99 | 2.49 | NA | NA | 0.35 | 1.19 | 9.96 | -5.35 | 17.38 | 27.94 | 2.17 | 6.40 | -12.74 | 1.47 | 0.49 | -22.75 | -12.51 | 0.54 |
| Sharpe Ratio | NA | -32.55 | -32.22 | 78.58 | 6.00 | NA | NA | -7.86 | 12.20 | 29.96 | -75.00 | 73.11 | 138.77 | 10.78 | 57.57 | -131.35 | 9.47 | 2.54 | -187.61 | -108.57 | 37.63 |
| Standard Deviation(%) | NA | 13.44 | 14.27 | 16.62 | 14.42 | NA | NA | 14.06 | 16.74 | 11.25 | 12.91 | 21.98 | 20.11 | 17.88 | 8.67 | 10.74 | 8.90 | 11.28 | 12.14 | 11.54 | 7.62 |
| Draw Down(%) | NA | 10.36 | 19.45 | 22.62 | 45.76 | NA | NA | 59.96 | 10.36 | 9.67 | 10.80 | 20.12 | 9.35 | 27.75 | 7.57 | 17.11 | 9.35 | 8.80 | 25.45 | 24.67 | 3.41 |
| Yield(%) | 0.00 | 2.90 | 4.59 | 7.99 | 2.52 | 1.36 | 1.02 | 1.86 | 0.59 | 3.27 | 3.12 | 10.97 | 8.59 | 0.00 | 0.86 | 0.69 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTGC (First Trust Global Tactical Commodity Strategy Fund) |
-16.64%
Apr 2014 - Apr 2017 |
-11.54%
Apr 2014 - Apr 2019 |
-1.63%
Feb 2014 - Feb 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTGC (First Trust Global Tactical Commodity Strategy Fund) |
25.22%
Mar 2020 - Mar 2023 |
17.80%
Mar 2020 - Mar 2025 |
3.18%
Mar 2015 - Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart