First Trust Senior Loan Fund

Ticker

FTSL

ISIN

US33738D309

Price

USD 46.37

Change Today

-

Price 1 year ago

42.42 / 9.312 %

Morningstar

4

52 Week Low

42.48

52 Week High

46.37

200 Day Moving Average 44.81

44.81

50-day Moving Average

45.84

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 3.19
Sortino Ratio -inf
Maximum Drawdown -0.1%
Maximum Drawdown Date 2023-12-20
Calmar Ratio -134.58

1 year

Parameter Value
Return 0.63
Volatility 0.606%
Alpha +2.35
Beta None
R Squared +24.65

History

Parameter Value
Average Annual Return 3.93%
Average Annual Volatility 4.94%
Sharpe Ratio 0.80
Sortino Ratio 0.26
Maximum Drawdown -23.0%
Maximum Drawdown Date 2020-03-23
Calmar Ratio -0.17

Company information

Summary

Under normal market conditions, the fund seeks to outperform each of the primary index and secondary index by investing at least 80% of its net assets in first lien senior floating rate bank loans. The S&P/LSTA U.S. Leveraged Loan 100 Index (the "primary index") is a market value-weighted index designed to measure the performance of the largest segment of the U.S. syndicated leveraged loan market. The Markit iBoxx USD Liquid Leveraged Loan Index (the "secondary index") selects the 100 most liquid Senior Loans in the market.

Market

US

Category

Bank Loan

Expense Ratio

0.86%

Fund family

First Trust

Morningstar

4

Yield
0.0545
Exchange
NGM
Sector Weight
None

Holdings

None

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
FLBL Franklin Senior Loan ETF US35473P595 BTS 0.45% 4 +3.24 --
FR0010909531.PA Martin Maurel Senior Plus P FR001333638 YHD 1.96% 5
FTSL First Trust Senior Loan Fund US33738D309 NGM 0.86% 4 +2.35
IE00B3T2R953.IR Barings Global Senior Secured Bond Fund B EUR Distribution Shares IE00B3T2R953 ISE 0.55% 4 +2.54 +0.88
IE00B3W4VN00.IR Barings Global Senior Secured Bond Fund A GBP Distribution Shares IE00B3W4VN00 ISE 0.55% 4
IE00B45W5J28.IR Barings Global Senior Secured Bond Fund D EUR Accumulating Shares IE00B45W5J28 ISE 0.75% 4 +1.94 +0.88
IE00B71HDY35.IR Neuberger Berman Global Senior Floating Rate Income Fund SGD U Monthly Distributing Class IE00B71HDY35 ISE 1.18% 4
IE00B8809337.IR Neuberger Berman Global Senior Floating Rate Income Fund USD A Monthly Distributing Class IE00B8809337 ISE 1.43% 5 CS Invm Fds 2 - Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund IBH USD
IE00B8XYZM14.IR Neuberger Berman Global Senior Floating Rate Income Fund USD I Monthly Distributing Class IE00B8XYZM14 ISE 0.92% 5 CS Invm Fds 2 - Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund IBH USD
IE00B92SS223.IR Neuberger Berman Global Senior Floating Rate Income Fund AUD U Monthly Distributing Class IE00B92SS223 ISE 1.18% 4
IE00B96Y7K71.IR Neuberger Berman Global Senior Floating Rate Income Fund USD U Accumulating Class IE00B96Y7K71 ISE 1.19% 4
IE00B995ZW57.IR Neuberger Berman Global Senior Floating Rate Income Fund GBP I Accumulating Class IE00B995ZW57 ISE 0.93% 4
IE00BC1J2L40.IR Barings Global Senior Secured Bond Fund F GBP Accumulating Shares IE00BC1J2L40 ISE 0.15% 4
SEIX Virtus Seix Senior Loan ETF US92790A4058 PCX 0.57% 5 +1.27 --

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.