NasdaqGM - Delayed Quote USD

First Trust Low Duration Opportunities ETF (LMBS)

47.60 +0.02 (+0.04%)
At close: April 26 at 4:00 PM EDT

ETF Summary

Under normal market conditions, the fund will seek to achieve its investment objectives by investing at least 60% of its net assets (including investment borrowings) in mortgage-related debt securities and other mortgage-related instruments (collectively, "Mortgage-Related Investments"). The advisor normally expects to invest in Mortgage-Related Investments tied to residential and commercial mortgages.

Risk Overview

Performance & Risk

YTD Return -0.00%
5y Average Return 1.24%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.34
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
LMBSCategory AverageLMBSCategory AverageLMBSCategory Average
Alpha -0.11 -1.66 -0.11 -0.81 0 -0.62
BETA 0.34 0.32 0.34 0.32 0 0.32
Mean Annual Return 0.09 -0.03 0.12 0.07 0 0.08
R-squared 82.75 77.24 73.83 68.82 0 67.14
Standard Deviation 2.86 2.69 2.52 2.34 0 1.89
Sharpe Ratio -0.7 -1.35 -0.27 -0.59 0 -0.34
Treynor Ratio -5.68 -11.61 -2.04 -4.69 0 -2.13

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