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 | 5.46% | 5.87% | 3.87% | 3.01% | 3.09% | 2.76% | 3.14% | 2.93% |
| Sharpe Ratio | 3.21 | 2.87 | 2.60 | 1.17 | 1.88 | 1.15 | 1.79 | 1.17 |
| Max Drawdown | -1.22% | -1.43% | -1.44% | -6.14% | -5.35% | -6.48% | -5.35% | -6.48% |
| % Time Invested | 100.0% | 100.0% | 63.1% | 100.0% | 68.3% | 100.0% | 69.0% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 6.8 | 0.0 | 6.2 | 0.0 | 6.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-27 | Open | Open | 33% | $49.98 | $49.87 | -0.22% | Mark-to-Market |
| 2025-04-10 | Open | Open | 33% | $46.62 | $49.87 | 6.97% | Mark-to-Market |
| 2026-03-30 | Open | Interest | 34% | $1.00 | $1.00 | 0.37% | Mark-to-Market |
| 2026-03-20 | 2026-04-27 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2025-06-25 | 2026-03-30 | Completed | 34% | $47.48 | $49.49 | 4.23% | Signal |
| 2025-12-15 | 2026-03-20 | Completed | 33% | $49.26 | $49.65 | 0.80% | Signal |
| 2025-11-20 | 2025-12-15 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-06-25 | 2025-11-20 | Completed | 33% | $47.48 | $49.03 | 3.26% | Signal |
| 2025-06-02 | 2025-06-25 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-05-01 | 2025-06-25 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2025-05-16 | 2025-06-02 | Completed | 33% | $47.03 | $47.09 | 0.12% | Signal |
| 2025-04-14 | 2025-05-16 | Interest | 33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-02-26 | 2025-05-01 | Completed | 34% | $46.75 | $47.13 | 0.80% | Signal |
| 2025-02-07 | 2025-04-14 | Completed | 33% | $46.32 | $46.70 | 0.84% | Signal |
| 2025-01-03 | 2025-04-10 | Interest | 33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2025-01-15 | 2025-02-26 | Interest | 34% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2025-01-06 | 2025-02-07 | Interest | 33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2024-12-30 | 2025-01-15 | Completed | 34% | $46.03 | $45.87 | -0.35% | Signal |
| 2024-12-26 | 2025-01-06 | Completed | 33% | $45.86 | $46.02 | 0.35% | Signal |
| 2024-09-12 | 2025-01-03 | Completed | 33% | $46.14 | $46.05 | -0.20% | Signal |
| 2024-12-03 | 2024-12-30 | Interest | 34% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-12-03 | 2024-12-26 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-11-27 | 2024-12-03 | Completed | 33% | $46.07 | $46.22 | 0.33% | Signal |
| 2024-11-27 | 2024-12-03 | Completed | 34% | $46.07 | $46.22 | 0.33% | Signal |
| 2024-10-30 | 2024-11-27 | Interest | 34% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2024-10-17 | 2024-11-27 | Interest | 33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2024-09-12 | 2024-10-30 | Completed | 34% | $46.14 | $45.80 | -0.73% | Signal |
| 2024-09-12 | 2024-10-17 | Completed | 33% | $46.14 | $46.06 | -0.18% | 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 |
| 2024-07-25 | 2024-08-20 | Completed | 33% | $45.09 | $45.61 | 1.16% | Stop |
| 2024-06-06 | 2024-08-20 | Completed | 33% | $44.52 | $45.61 | 2.46% | Stop |
| 2024-06-06 | 2024-08-20 | Completed | 34% | $44.52 | $45.61 | 2.46% | Stop |
| 2024-05-30 | 2024-07-25 | Interest | 33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2024-05-14 | 2024-06-06 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-05-14 | 2024-06-06 | Interest | 34% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-01-09 | 2024-05-30 | Completed | 33% | $43.70 | $44.19 | 1.12% | Signal |
| 2024-05-10 | 2024-05-14 | Completed | 33% | $44.20 | $44.22 | 0.06% | Signal |
| 2024-05-10 | 2024-05-14 | Completed | 34% | $44.20 | $44.22 | 0.06% | Signal |
| 2024-04-10 | 2024-05-10 | Interest | 33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2024-04-02 | 2024-05-10 | Interest | 34% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2024-03-21 | 2024-04-10 | Completed | 33% | $44.20 | $43.95 | -0.56% | Signal |
| 2024-03-28 | 2024-04-02 | Completed | 34% | $44.32 | $44.08 | -0.54% | Signal |
| 2024-03-04 | 2024-03-28 | Interest | 34% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-02-13 | 2024-03-21 | Interest | 33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2023-12-01 | 2024-03-04 | Completed | 34% | $42.94 | $44.03 | 2.53% | Signal |
| 2023-11-17 | 2024-02-13 | Completed | 33% | $42.68 | $43.92 | 2.90% | Signal |
| 2023-07-13 | 2024-01-09 | Interest | 33% | $1.00 | $1.02 | 2.10% | Interest Income |
| 2023-06-06 | 2023-12-01 | Interest | 34% | $1.00 | $1.02 | 2.08% | Interest Income |
| 2023-09-28 | 2023-11-17 | Interest | 33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2023-09-18 | 2023-09-28 | Completed | 33% | $42.39 | $42.24 | -0.36% | Signal |
| 2023-08-11 | 2023-09-18 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2023-08-04 | 2023-08-11 | Completed | 33% | $42.25 | $42.36 | 0.25% | Signal |
| 2023-05-30 | 2023-08-04 | Interest | 33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2023-02-22 | 2023-07-13 | Completed | 33% | $41.75 | $42.33 | 1.39% | Signal |
| 2023-04-13 | 2023-06-06 | Completed | 34% | $42.26 | $42.28 | 0.04% | Signal |
| 2023-03-28 | 2023-05-30 | Completed | 33% | $42.10 | $42.06 | -0.11% | Signal |
| 2023-03-13 | 2023-04-13 | Interest | 34% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-02-27 | 2023-03-28 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2022-12-12 | 2023-03-13 | Completed | 34% | $41.35 | $41.79 | 1.07% | Signal |
| 2022-11-28 | 2023-02-27 | Completed | 33% | $41.07 | $41.67 | 1.46% | Signal |
| 2021-01-07 | 2023-02-22 | Interest | 33% | $1.00 | $1.05 | 4.92% | Interest Income |
| 2022-09-13 | 2022-12-12 | Interest | 34% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2022-08-31 | 2022-11-28 | Interest | 33% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2022-08-12 | 2022-09-13 | Completed | 34% | $41.76 | $41.46 | -0.71% | Signal |
| 2022-07-27 | 2022-08-31 | Completed | 33% | $41.73 | $41.72 | -0.02% | Signal |
| 2021-06-01 | 2022-08-12 | Interest | 34% | $1.00 | $1.02 | 2.39% | Interest Income |
| 2021-05-24 | 2022-07-27 | Interest | 33% | $1.00 | $1.02 | 2.29% | Interest Income |
| 2021-05-27 | 2021-06-01 | Completed | 34% | $42.99 | $42.98 | -0.04% | Signal |
| 2021-03-02 | 2021-05-27 | Interest | 34% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2021-05-04 | 2021-05-24 | Completed | 33% | $43.04 | $42.95 | -0.21% | Signal |
| 2021-02-23 | 2021-05-04 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2020-12-29 | 2021-03-02 | Completed | 34% | $43.02 | $42.95 | -0.16% | Signal |
| 2021-01-06 | 2021-02-23 | Completed | 33% | $43.08 | $42.99 | -0.21% | Signal |
| 2020-07-13 | 2021-01-07 | Completed | 33% | $42.71 | $43.04 | 0.78% | Signal |
| 2020-12-11 | 2021-01-06 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-11-02 | 2020-12-29 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-11-27 | 2020-12-11 | Completed | 33% | $42.99 | $42.90 | -0.21% | Signal |
| 2020-10-21 | 2020-11-27 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-05-13 | 2020-11-02 | Completed | 34% | $42.47 | $42.88 | 0.95% | Signal |
| 2020-04-24 | 2020-10-21 | Completed | 33% | $42.32 | $42.85 | 1.27% | Signal |
| 2020-05-22 | 2020-07-13 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-02-15 | 2020-05-22 | Completed | 33% | $40.84 | $42.57 | 4.23% | Signal |
| 2020-03-25 | 2020-05-13 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-03-24 | 2020-04-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-02-12 | 2020-03-25 | Completed | 34% | $42.68 | $41.14 | -3.63% | Stop |
| 2020-01-23 | 2020-03-24 | Completed | 33% | $42.51 | $40.66 | -4.36% | Signal |
| 2020-01-21 | 2020-02-12 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-12-30 | 2020-01-23 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-12-30 | 2020-01-21 | Completed | 34% | $42.29 | $42.48 | 0.44% | Signal |
| 2019-12-04 | 2019-12-30 | Completed | 33% | $42.36 | $42.29 | -0.15% | Signal |
| 2019-11-12 | 2019-12-30 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2019-11-01 | 2019-12-04 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-12-18 | 2019-11-12 | Completed | 34% | $40.53 | $42.15 | 3.99% | Signal |
| 2019-10-21 | 2019-11-01 | Completed | 33% | $42.19 | $42.22 | 0.08% | Signal |
| 2019-09-27 | 2019-10-21 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-12-18 | 2019-09-27 | Completed | 33% | $40.53 | $42.15 | 3.99% | Signal |
| 2018-11-23 | 2019-02-15 | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-11-23 | 2018-12-18 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-11-23 | 2018-12-18 | Interest | 34% | $1.00 | $1.00 | 0.18% | 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 |
| 2018-09-12 | 2018-11-20 | Interest | 33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2018-07-11 | 2018-11-20 | Interest | 34% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2017-10-09 | 2018-11-20 | Interest | 33% | $1.00 | $1.03 | 3.14% | Interest Income |
| 2018-08-24 | 2018-09-12 | Completed | 33% | $40.31 | $40.29 | -0.06% | Signal |
| 2018-07-02 | 2018-08-24 | Interest | 33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2018-07-09 | 2018-07-11 | Completed | 34% | $40.20 | $40.19 | -0.04% | Signal |
| 2017-09-18 | 2018-07-09 | Interest | 34% | $1.00 | $1.02 | 2.13% | Interest Income |
| 2018-06-18 | 2018-07-02 | Completed | 33% | $40.11 | $40.12 | 0.04% | Signal |
| 2017-08-30 | 2018-06-18 | Interest | 33% | $1.00 | $1.02 | 2.07% | Interest Income |
| 2017-06-15 | 2017-10-09 | Completed | 33% | $39.81 | $39.99 | 0.45% | Signal |
| 2017-09-07 | 2017-09-18 | Completed | 34% | $40.04 | $39.96 | -0.21% | Signal |
| 2017-07-27 | 2017-09-07 | Interest | 34% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2017-08-14 | 2017-08-30 | Completed | 33% | $39.89 | $39.91 | 0.05% | Signal |
| 2017-07-07 | 2017-08-14 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2017-05-02 | 2017-07-27 | Completed | 34% | $39.59 | $39.82 | 0.58% | Signal |
| 2017-06-06 | 2017-07-07 | Completed | 33% | $39.83 | $39.88 | 0.11% | Signal |
| 2017-02-08 | 2017-06-15 | Interest | 33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2017-05-12 | 2017-06-06 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2017-04-13 | 2017-05-12 | Completed | 33% | $39.63 | $39.63 | -0.00% | Signal |
| 2017-03-22 | 2017-05-02 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2017-03-16 | 2017-04-13 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-03-03 | 2017-03-22 | Completed | 34% | $39.58 | $39.49 | -0.23% | Signal |
| 2017-02-09 | 2017-03-16 | Completed | 33% | $39.53 | $39.42 | -0.27% | Signal |
| 2016-12-08 | 2017-03-03 | Interest | 34% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2016-11-28 | 2017-02-09 | Interest | 33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2015-12-21 | 2017-02-08 | Completed | 33% | $36.97 | $39.53 | 6.93% | Signal |
| 2015-10-14 | 2016-12-08 | Completed | 34% | $36.80 | $39.44 | 7.17% | Signal |
| 2015-12-07 | 2016-11-28 | Completed | 33% | $36.92 | $39.36 | 6.62% | Signal |
| 2015-06-29 | 2015-12-21 | Interest | 33% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2015-11-12 | 2015-12-07 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-10-07 | 2015-11-12 | Completed | 33% | $36.70 | $36.66 | -0.10% | Signal |
| 2015-05-18 | 2015-10-14 | Interest | 34% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2015-08-07 | 2015-10-07 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2015-07-21 | 2015-08-07 | Completed | 33% | $36.63 | $36.56 | -0.21% | Signal |
| 2015-06-15 | 2015-07-21 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2015-05-20 | 2015-06-29 | Completed | 33% | $36.43 | $36.49 | 0.18% | Signal |
| 2015-05-27 | 2015-06-15 | Completed | 33% | $36.95 | $36.44 | -1.37% | Signal |
| 2015-05-18 | 2015-05-27 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-05-18 | 2015-05-20 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
