First Trust Alternative Etf Performance
| FAAR Etf | USD 28.37 0.10 0.35% |
The etf shows a Beta (market volatility) of -0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning First Trust are expected to decrease at a much lower rate. During the bear market, First Trust is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in First Trust Alternative are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, First Trust may actually be approaching a critical reversion point that can send shares even higher in August 2025. ...more
1 | Raymond James Financial Inc. Invests 2.36 Million in First Trust Alternative Absolute Return Strategy ETF - Defense World | 04/30/2025 |
2 | Cambridge Investment Research Advisors Inc. Increases Stock Holdings in First Trust Alternative Absolute Return Strategy ETF - Defense World | 07/03/2025 |
| In Threey Sharp Ratio | -0.76 |
First Trust Relative Risk vs. Return Landscape
If you would invest 2,631 in First Trust Alternative on April 21, 2025 and sell it today you would earn a total of 206.00 from holding First Trust Alternative or generate 7.83% return on investment over 90 days. First Trust Alternative is currently generating 0.1227% in daily expected returns and assumes 0.7792% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than First, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
First Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Trust's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as First Trust Alternative, and traders can use it to determine the average amount a First Trust's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1575
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| Cash | FAAR | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average First Trust is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of First Trust by adding it to a well-diversified portfolio.
First Trust Fundamentals Growth
First Etf prices reflect investors' perceptions of the future prospects and financial health of First Trust, and First Trust fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on First Etf performance.
| Total Asset | 190.89 M | |||
About First Trust Performance
Assessing First Trust's fundamental ratios provides investors with valuable insights into First Trust's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the First Trust is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The fund is an actively managed exchange-traded fund that seeks to achieve long-term total return through long and short investments in exchange-traded commodity futures contracts through a wholly-owned subsidiary of the fund organized under the laws of the Cayman Islands . Alternative Absolute is traded on NASDAQ Exchange in the United States.| Latest headline from news.google.com: Cambridge Investment Research Advisors Inc. Increases Stock Holdings in First Trust Alternative Absolute Return Strategy ETF - Defense World | |
| The fund created three year return of 0.0% | |
| First Trust Alternative retains all of the assets under management (AUM) in different types of exotic instruments |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in First Trust Alternative. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
The market value of First Trust Alternative is measured differently than its book value, which is the value of First that is recorded on the company's balance sheet. Investors also form their own opinion of First Trust's value that differs from its market value or its book value, called intrinsic value, which is First Trust's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because First Trust's market value can be influenced by many factors that don't directly affect First Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between First Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if First Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, First Trust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.