Performance analysis of FCTR (FIRST TRUST LUNT U.S. FACTOR ROTATION ETF)
Annual Return
Over the past 3 years, FCTR has had an average annual return of +12.98%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, FCTR has had an average annual return of +2.70%, underperforming the benchmark SPY, which returned +12.55% annual.
Since Jul 26, 2018, FCTR has had an average annual return of +9.17%, underperforming the benchmark SPY, which returned +14.55% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +7.75% | +8.64% | +19.54% | +0.70% | -20.41% | +21.12% | +30.15% | +30.91% | -12.94% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.42% | +1% | -4.10% | +6.08% | +6.34% | +1.67% | -6.20% | +7.75% | |||||
| 2025 | +3.50% | -5.18% | -4.27% | +1.42% | +5.87% | +2.48% | +1.35% | -0.34% | +3.57% | +3.04% | -4.15% | +1.71% | +8.64% |
| 2024 | +0.08% | +7.70% | +3.87% | -3.91% | +3.56% | +0.55% | -0.00620% | -3.53% | +4.14% | +0.67% | +11.98% | -5.79% | +19.54% |
| 2023 | +4.26% | -4.98% | -0.43% | -6.35% | -3.69% | +6.61% | +3.66% | -4.85% | -4.85% | -6.33% | +12.11% | +7.74% | +0.70% |
| 2022 | -10.89% | -0.41% | +4.10% | -11.27% | +3.96% | -9.69% | +7.06% | -1.34% | -8.44% | +10.70% | +2.94% | -6.17% | -20.41% |
| 2021 | +0.09% | +11.46% | +0.25% | +3.22% | +1.17% | +1.27% | +1.44% | +2.47% | -5.80% | +4.41% | -1.47% | +1.64% | +21.12% |
| 2020 | -4.26% | -5.98% | -13.45% | +14.74% | +9.21% | +7.16% | +4.13% | +5.98% | -2.88% | -3.69% | +16.83% | +3.14% | +30.15% |
| 2019 | +10.49% | +5.04% | +2.39% | +3.42% | -4.76% | +5.72% | +1.34% | +0.30% | -0.76% | +1.05% | +1.55% | +2.21% | +30.91% |
| 2018 | -1.39% | +3.46% | +0.16% | -7.66% | +1.78% | -9.34% | -12.94% |
Drawdown analysis of FCTR (FIRST TRUST LUNT U.S. FACTOR ROTATION ETF)
The maximum drawdown for the FCTR was -37.11%, occurring on Oct 27, 2023. Recovery took 326 trading sessions.
The current FCTR drawdown is -7.14%.
Since Jul 26, 2018 FCTR has experienced the following drawdowns:
- 30% or more: 2 times
- 20% or more: 3 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.11% | Nov 16, 2021 | 489 | Oct 27, 2023 | 326 | Feb 18, 2025 | 815 |
| -35.92% | Feb 19, 2020 | 23 | Mar 23, 2020 | 50 | Jun 3, 2020 | 73 |
| -22.63% | Feb 18, 2025 | 35 | Apr 8, 2025 | 126 | Oct 8, 2025 | 161 |
| -19.40% | Sep 21, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -11.17% | Oct 31, 2025 | 14 | Nov 20, 2025 | 13 | Dec 10, 2025 | 27 |
| -10.04% | Jun 8, 2020 | 3 | Jun 11, 2020 | 46 | Aug 17, 2020 | 49 |
| -9.30% | Sep 2, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -9.15% | Oct 13, 2020 | 13 | Oct 30, 2020 | 12 | Nov 17, 2020 | 25 |
| -8.09% | Sep 3, 2021 | 20 | Oct 4, 2021 | 29 | Nov 12, 2021 | 49 |
| -7.56% | Jan 22, 2026 | 40 | Mar 20, 2026 | 32 | May 6, 2026 | 72 |
| -7.14% | Jun 4, 2026 | 30 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -6.97% | Mar 15, 2021 | 7 | Mar 24, 2021 | 51 | Jun 7, 2021 | 58 |
| -6.41% | Jan 14, 2021 | 10 | Jan 29, 2021 | 5 | Feb 5, 2021 | 15 |
| -6.15% | Jan 17, 2020 | 9 | Jan 31, 2020 | 9 | Feb 13, 2020 | 18 |
| -5.47% | Jul 12, 2019 | 16 | Aug 5, 2019 | 73 | Nov 15, 2019 | 89 |
| -4.83% | Feb 24, 2021 | 6 | Mar 4, 2021 | 5 | Mar 11, 2021 | 11 |
| -4.76% | Apr 30, 2019 | 22 | May 31, 2019 | 6 | Jun 10, 2019 | 28 |
| -4.62% | May 14, 2026 | 3 | May 19, 2026 | 3 | May 22, 2026 | 6 |
| -4.52% | Dec 11, 2025 | 4 | Dec 17, 2025 | 11 | Jan 5, 2026 | 15 |
| -4.08% | Oct 8, 2025 | 2 | Oct 10, 2025 | 10 | Oct 24, 2025 | 12 |
| -3.29% | Dec 22, 2020 | 7 | Jan 4, 2021 | 3 | Jan 7, 2021 | 10 |
| -2.95% | Jun 10, 2021 | 6 | Jun 18, 2021 | 9 | Jul 1, 2021 | 15 |
| -2.73% | Jun 20, 2019 | 4 | Jun 26, 2019 | 5 | Jul 3, 2019 | 9 |
| -2.60% | May 6, 2026 | 1 | May 7, 2026 | 2 | May 11, 2026 | 3 |
| -2.07% | Dec 8, 2020 | 1 | Dec 9, 2020 | 4 | Dec 15, 2020 | 5 |