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% | 4.31% | 3.01% | 2.99% | 2.76% | 3.15% | 2.50% |
| Sharpe Ratio | 2.87 | 2.87 | 1.93 | 1.17 | 1.39 | 1.15 | 1.43 | 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% | 67.9% | 100.0% | 78.2% | 100.0% | 82.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 0.0 | 0.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-01-30 | Open | Open | 100% | $41.92 | $49.87 | 18.98% | Mark-to-Market |
| 2021-07-21 | 2023-01-30 | Interest | 100% | $1.00 | $1.04 | 3.87% | Interest Income |
| 2021-05-27 | 2021-07-21 | Completed | 100% | $42.99 | $42.89 | -0.24% | Signal |
| 2021-04-30 | 2021-05-27 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-06-10 | 2021-04-30 | Completed | 100% | $42.65 | $43.00 | 0.84% | Signal |
| 2020-05-18 | 2020-06-10 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2016-10-31 | 2020-05-18 | Completed | 100% | $39.52 | $42.59 | 7.77% | Signal |
| 2016-10-27 | 2016-10-31 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
