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 | 5.87% | 5.87% | 3.66% | 3.01% | 2.59% | 2.76% | 2.73% | 2.50% |
| Sharpe Ratio | 2.87 | 2.87 | 2.45 | 1.17 | 1.48 | 1.15 | 1.51 | 1.05 |
| Max Drawdown | -1.43% | -1.43% | -1.72% | -6.14% | -5.35% | -6.48% | -5.35% | -6.48% |
| % Time Invested | 100.0% | 100.0% | 41.6% | 100.0% | 51.5% | 100.0% | 54.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-08-02 | Open | Open | 100% | $45.58 | $49.87 | 9.40% | Mark-to-Market |
| 2024-05-14 | 2024-08-02 | Interest | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2024-05-10 | 2024-05-14 | Completed | 100% | $44.20 | $44.22 | 0.06% | Signal |
| 2024-04-02 | 2024-05-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2024-03-28 | 2024-04-02 | Completed | 100% | $44.32 | $44.08 | -0.54% | Signal |
| 2021-08-26 | 2024-03-28 | Interest | 100% | $1.00 | $1.09 | 8.60% | Interest Income |
| 2019-09-16 | 2021-08-26 | Completed | 100% | $42.00 | $42.91 | 2.16% | Signal |
| 2019-06-12 | 2019-09-16 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2019-06-10 | 2019-06-12 | Completed | 100% | $41.58 | $41.54 | -0.08% | Signal |
| 2018-11-23 | 2019-06-10 | Interest | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2018-11-20 | 2018-11-23 | Completed | 100% | $40.35 | $40.43 | 0.21% | Signal |
| 2018-04-06 | 2018-11-20 | Interest | 100% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2016-10-31 | 2018-04-06 | Completed | 100% | $39.52 | $40.07 | 1.41% | Signal |
| 2016-10-27 | 2016-10-31 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
