First Trust Exchange Traded Etf Performance
| FBDC Etf | 4.36 0.02 0.46% |
The etf shows a Beta (market volatility) of 0.019, which means not very significant fluctuations relative to the market. As returns on the market increase, First Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Trust is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in First Trust Exchange Traded are ranked lower than 24 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain fundamental indicators, First Trust exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
1 | FGB Completes Reorganization Into FBDC ETF Ahead of NYSE Open C SEC Filing - Form 424B2 - Stock Titan | 06/30/2025 |
2 | Mondays ETF with Unusual Volume FBDC - Nasdaq | 07/07/2025 |
3 | First Trust Announces a 1-for-5 Reverse Share Split for FT Confluence BDC Specialty ... | 07/22/2025 |
First Trust Relative Risk vs. Return Landscape
If you would invest 419.00 in First Trust Exchange Traded on April 24, 2025 and sell it today you would earn a total of 17.00 from holding First Trust Exchange Traded or generate 4.06% return on investment over 90 days. First Trust Exchange Traded is currently generating 0.252% in daily expected returns and assumes 0.8162% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than First, and 95% 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 Exchange Traded, 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 = 0.3087
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.82 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.25 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.31 actual daily | 24 76% of assets perform better |
Based on monthly moving average First Trust is performing at about 24% 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.