Performance analysis of DALI (FIRST TRUST DORSEY WRIGHT DALI EQUITY ETF)
Annual Return
Over the past 3 years, DALI has had an average annual return of +8.17%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, DALI has had an average annual return of +5.75%, underperforming the benchmark SPY, which returned +14% annual.
Since May 15, 2018, DALI has had an average annual return of +6.60%, underperforming the benchmark SPY, which returned +15.41% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +8.58% | +11.89% | +19.94% | -8.49% | -8.10% | +22.28% | +4.51% | +25.39% | -14.81% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.60% | +1.19% | -8.54% | +9.27% | +2.47% | +0.17% | +8.58% | ||||||
| 2025 | +5.03% | -4.87% | -7.08% | -0.60% | +6.70% | +4.34% | +1.99% | +2.59% | +1.81% | +0.99% | +0.32% | +0.90% | +11.89% |
| 2024 | +1.59% | +7.13% | +2.83% | -5.89% | +3.75% | +2.42% | +1.08% | +1.03% | +2.44% | -0.63% | +8.75% | -5.19% | +19.94% |
| 2023 | +5.92% | -4.27% | +1.28% | +2.93% | -3.48% | +6.55% | +5.56% | -3.66% | -5.75% | -7.86% | -1.55% | -3.20% | -8.49% |
| 2022 | -6.67% | +1.05% | +7.57% | +2.62% | -0.63% | -7.72% | +1.20% | -0.68% | -5.61% | +3.78% | +2.53% | -4.64% | -8.10% |
| 2021 | +1.74% | +5.71% | +1.60% | +3.64% | +0.49% | +2.72% | -0.05% | +2.75% | -4.87% | +6.96% | -0.92% | +1.04% | +22.28% |
| 2020 | +0.52% | -7.68% | -15.72% | +2.82% | +1.46% | +1.06% | +2.95% | +0.28% | +2.24% | +1.87% | +11.45% | +5.77% | +4.51% |
| 2019 | +11.61% | +5.53% | +0.74% | +2.14% | -6.53% | +6.27% | +1.42% | -3.50% | -0.03% | +0.65% | +3.31% | +2.39% | +25.39% |
| 2018 | +0.85% | -0.26% | +1.20% | +5.71% | -1.32% | -12.15% | +1.19% | -9.76% | -14.81% |
Drawdown analysis of DALI (FIRST TRUST DORSEY WRIGHT DALI EQUITY ETF)
The maximum drawdown for the DALI was -36.06%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.
The current DALI drawdown is -0.62%.
Since May 15, 2018 DALI has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.06% | Feb 19, 2020 | 23 | Mar 23, 2020 | 201 | Jan 7, 2021 | 224 |
| -26.27% | Mar 8, 2022 | 444 | Dec 12, 2023 | 468 | Oct 24, 2025 | 912 |
| -25.44% | Aug 29, 2018 | 80 | Dec 24, 2018 | 262 | Jan 9, 2020 | 342 |
| -15.21% | Nov 16, 2021 | 67 | Feb 23, 2022 | 8 | Mar 7, 2022 | 75 |
| -12.54% | Jan 22, 2026 | 40 | Mar 20, 2026 | 32 | May 6, 2026 | 72 |
| -8.59% | Feb 12, 2021 | 13 | Mar 4, 2021 | 25 | Apr 9, 2021 | 38 |
| -7.62% | Oct 27, 2025 | 18 | Nov 20, 2025 | 13 | Dec 10, 2025 | 31 |
| -6.70% | Apr 27, 2021 | 11 | May 12, 2021 | 18 | Jun 8, 2021 | 29 |
| -5.55% | Sep 3, 2021 | 20 | Oct 4, 2021 | 13 | Oct 21, 2021 | 33 |
| -5.27% | Jan 22, 2021 | 5 | Jan 29, 2021 | 5 | Feb 5, 2021 | 10 |
| -5.14% | Jun 20, 2018 | 5 | Jun 27, 2018 | 38 | Aug 21, 2018 | 43 |
| -5.00% | May 11, 2026 | 6 | May 19, 2026 | Ongoing | Ongoing | Ongoing |
| -4.99% | Jun 29, 2021 | 13 | Jul 19, 2021 | 8 | Jul 29, 2021 | 21 |
| -3.85% | Dec 11, 2025 | 4 | Dec 17, 2025 | 5 | Dec 24, 2025 | 9 |
| -3.37% | Aug 12, 2021 | 5 | Aug 19, 2021 | 4 | Aug 25, 2021 | 9 |
| -3.10% | Jan 23, 2020 | 6 | Jan 31, 2020 | 3 | Feb 5, 2020 | 9 |
| -2.58% | Apr 16, 2021 | 2 | Apr 20, 2021 | 3 | Apr 23, 2021 | 5 |
| -2.46% | Jun 11, 2021 | 5 | Jun 18, 2021 | 4 | Jun 24, 2021 | 9 |
| -1.75% | May 6, 2026 | 1 | May 7, 2026 | 2 | May 11, 2026 | 3 |
| -1.74% | Dec 24, 2025 | 4 | Dec 31, 2025 | 2 | Jan 5, 2026 | 6 |
| -1.60% | Nov 9, 2021 | 1 | Nov 10, 2021 | 4 | Nov 16, 2021 | 5 |
| -1.53% | Jan 14, 2021 | 1 | Jan 15, 2021 | 2 | Jan 20, 2021 | 3 |
| -1.51% | Jan 16, 2026 | 1 | Jan 20, 2026 | 2 | Jan 22, 2026 | 3 |
| -1.49% | Oct 26, 2021 | 1 | Oct 27, 2021 | 1 | Oct 28, 2021 | 2 |
| -1.00% | May 24, 2018 | 2 | May 29, 2018 | 1 | May 30, 2018 | 3 |