LMBS
FIRST TRUST LOW DURATION OPPORTUNITIES ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
LMBS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.57% | 5.87% | 3.70% | 3.01% | 2.77% | 2.76% | 2.92% | 2.50% |
| Sharpe Ratio | 2.89 | 2.87 | 2.56 | 1.17 | 1.63 | 1.15 | 1.67 | 1.05 |
| Max Drawdown | -1.43% | -1.43% | -1.52% | -6.14% | -5.35% | -6.48% | -5.35% | -6.48% |
| % Time Invested | 100.0% | 100.0% | 60.1% | 100.0% | 65.7% | 100.0% | 69.2% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.2 | 0.0 | 2.6 | 0.0 | 2.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-24 | Open | Open | 34% | $47.67 | $49.87 | 4.62% | Mark-to-Market |
| 2025-04-11 | Open | Open | 33% | $46.48 | $49.87 | 7.30% | Mark-to-Market |
| 2024-09-12 | Open | Open | 33% | $46.14 | $49.87 | 8.08% | Mark-to-Market |
| 2025-07-01 | 2025-07-24 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-06-27 | 2025-07-01 | Completed | 34% | $47.58 | $47.61 | 0.06% | Signal |
| 2025-05-23 | 2025-06-27 | Interest | 34% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2024-09-12 | 2025-05-23 | Completed | 34% | $46.14 | $46.93 | 1.70% | Signal |
| 2025-01-06 | 2025-04-11 | Interest | 33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2024-09-12 | 2025-01-06 | Completed | 33% | $46.14 | $46.02 | -0.26% | Signal |
| 2024-08-20 | 2024-09-12 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-08-20 | 2024-09-12 | Interest | 34% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-08-20 | 2024-09-12 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-07-26 | 2024-08-20 | Completed | 33% | $45.19 | $45.61 | 0.93% | Stop |
| 2024-07-22 | 2024-08-20 | Completed | 33% | $45.11 | $45.61 | 1.11% | Stop |
| 2024-03-11 | 2024-08-20 | Completed | 34% | $44.17 | $45.61 | 3.27% | Stop |
| 2024-06-03 | 2024-07-26 | Interest | 33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2024-05-14 | 2024-07-22 | Interest | 33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2024-01-10 | 2024-06-03 | Completed | 33% | $43.79 | $44.29 | 1.14% | Signal |
| 2024-05-10 | 2024-05-14 | Completed | 33% | $44.20 | $44.22 | 0.06% | Signal |
| 2024-04-02 | 2024-05-10 | Interest | 33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2024-03-28 | 2024-04-02 | Completed | 33% | $44.32 | $44.08 | -0.54% | Signal |
| 2021-06-25 | 2024-03-28 | Interest | 33% | $1.00 | $1.09 | 8.84% | Interest Income |
| 2023-10-03 | 2024-03-11 | Interest | 34% | $1.00 | $1.02 | 1.84% | Interest Income |
| 2023-07-14 | 2024-01-10 | Interest | 33% | $1.00 | $1.02 | 2.10% | Interest Income |
| 2023-06-07 | 2023-10-03 | Completed | 34% | $42.29 | $42.16 | -0.32% | Signal |
| 2023-02-22 | 2023-07-14 | Completed | 33% | $41.75 | $42.45 | 1.66% | Signal |
| 2021-04-05 | 2023-06-07 | Interest | 34% | $1.00 | $1.06 | 5.67% | Interest Income |
| 2021-03-05 | 2023-02-22 | Interest | 33% | $1.00 | $1.05 | 4.72% | Interest Income |
| 2019-08-14 | 2021-06-25 | Completed | 33% | $41.99 | $42.93 | 2.23% | Signal |
| 2020-09-22 | 2021-04-05 | Completed | 34% | $42.89 | $42.94 | 0.10% | Signal |
| 2021-02-16 | 2021-03-05 | Completed | 33% | $43.05 | $42.94 | -0.27% | Signal |
| 2021-01-22 | 2021-02-16 | Interest | 33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-07-16 | 2021-01-22 | Completed | 33% | $42.77 | $43.08 | 0.72% | Signal |
| 2020-08-28 | 2020-09-22 | Interest | 34% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2019-04-23 | 2020-08-28 | Completed | 34% | $41.12 | $42.85 | 4.22% | Signal |
| 2020-05-11 | 2020-07-16 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-02-20 | 2020-05-11 | Completed | 33% | $40.85 | $42.59 | 4.25% | Signal |
| 2019-06-12 | 2019-08-14 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2019-06-10 | 2019-06-12 | Completed | 33% | $41.58 | $41.54 | -0.08% | Signal |
| 2018-11-23 | 2019-06-10 | Interest | 33% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2018-11-23 | 2019-04-23 | Interest | 34% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2018-11-23 | 2019-02-20 | Interest | 33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2018-11-20 | 2018-11-23 | Completed | 33% | $40.35 | $40.43 | 0.21% | Signal |
| 2018-11-20 | 2018-11-23 | Completed | 34% | $40.35 | $40.43 | 0.21% | Signal |
| 2018-11-20 | 2018-11-23 | Completed | 33% | $40.35 | $40.43 | 0.21% | Signal |
| 2018-03-13 | 2018-11-20 | Interest | 33% | $1.00 | $1.02 | 2.06% | Interest Income |
| 2017-11-21 | 2018-11-20 | Interest | 34% | $1.00 | $1.03 | 2.85% | Interest Income |
| 2017-10-05 | 2018-11-20 | Interest | 33% | $1.00 | $1.03 | 3.16% | Interest Income |
| 2016-10-31 | 2018-03-13 | Completed | 33% | $39.52 | $39.97 | 1.14% | Signal |
| 2017-10-17 | 2017-11-21 | Completed | 34% | $39.95 | $39.99 | 0.09% | Signal |
| 2017-05-30 | 2017-10-17 | Interest | 34% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2017-06-20 | 2017-10-05 | Completed | 33% | $39.82 | $40.01 | 0.47% | Signal |
| 2017-02-13 | 2017-06-20 | Interest | 33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2016-10-31 | 2017-05-30 | Completed | 34% | $39.52 | $39.67 | 0.40% | Signal |
| 2016-10-31 | 2017-02-13 | Completed | 33% | $39.52 | $39.55 | 0.09% | Signal |
| 2016-10-27 | 2016-10-31 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-10-27 | 2016-10-31 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-10-27 | 2016-10-31 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
