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Performance analysis of FDM (FIRST TRUST DOW JONES SELECT MICROCAP INDEX FUND)

Annual Return

Over the past 3 years, FDM has had an average annual return of +18.04%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, FDM has had an average annual return of +8.37%, underperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, FDM has had an average annual return of +11.41%, underperforming the benchmark SPY, which returned +15.44% annual.

Since Sep 30, 2005, FDM has had an average annual return of +8.47%, underperforming the benchmark SPY, which returned +11.18% annual.

202620252024202320222021202020192018201720162015
+7.48%+18.64%+13%+12.75%-11.62%+35.06%-4.08%+27.44%-13.52%+8.71%+35.91%-0.06%
2014201320122011201020092008200720062005
+3.26%+44.12%+15.74%-8.65%+25.57%+20.05%-31.91%-7.37%+15.89%+2.51%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+5.53%+1.25%-3.24%+7.43%-1.07%-2.18%+7.48%
2025+2.48%-2.03%-8.74%-1.46%+9.08%+7.51%-0.84%+5.72%+1.21%-2.83%+5.74%+2.77%+18.64%
2024-4.40%+3.65%+3.36%-4.99%+4.85%-3.32%+12.25%-4.41%-0.00506%+0.64%+13.03%-6.15%+13%
2023+7.55%-1.02%-8.88%-4.02%+0.35%+9.62%+7.13%-5.32%-3.46%-4.65%+6.24%+10.96%+12.75%
2022-6.14%+1.03%-0.41%-7.08%+1.49%-7.42%+11.16%-4.30%-9.77%+13.80%+4.40%-6.00%-11.62%
2021+4.98%+12.15%+6.83%-1.11%+3.21%+0.79%-3.60%+2.33%-1.39%+4.01%-1.96%+5.24%+35.06%
2020-6.99%-8.97%-26.94%+15.42%+4.60%+3.98%-0.92%+1.79%-4.82%+1.99%+17.05%+7.78%-4.08%
2019+10.54%+5.46%-5.18%+2.49%-7.43%+7.01%+1.99%-6.16%+6.13%+1.05%+3.96%+6.42%+27.44%
2018+0.21%-3.47%+3.23%+0.89%+5.82%+1.07%+0.71%+3.04%-3.10%-9.10%-1.46%-10.89%-13.52%
2017-3.06%+0.12%-0.19%+1.66%-2.49%+4.58%-0.30%-2.06%+7.85%+1.44%+3.11%-1.72%+8.71%

Drawdown analysis of FDM (FIRST TRUST DOW JONES SELECT MICROCAP INDEX FUND)

The maximum drawdown for the FDM was -63.45%, occurring on Mar 9, 2009. Recovery took 994 trading sessions.

The current FDM drawdown is -4.31%.

Since Sep 30, 2005 FDM has experienced the following drawdowns:

  • 50% or more: 1 time
  • 40% or more: 2 times
  • 30% or more: 2 times
  • 20% or more: 4 times
  • 10% or more: 9 times
DepthStartTo BottomBottomTo RecoverEndTotal
-63.45%Jul 12, 2007417Mar 9, 2009994Feb 19, 20131411
-47.76%Aug 22, 2018394Mar 18, 2020204Jan 7, 2021598
-23.75%Nov 11, 2021370May 4, 2023299Jul 15, 2024669
-23.46%Dec 11, 202479Apr 8, 202558Jul 2, 2025137
-17.78%Jun 23, 2015161Feb 11, 2016104Jul 12, 2016265
-14.47%May 5, 200653Jul 21, 200682Nov 15, 2006135
-12.50%Jul 3, 201469Oct 10, 201451Dec 23, 2014120
-11.32%Jul 31, 20245Aug 7, 202464Nov 6, 202469
-10.25%Mar 15, 202125Apr 20, 2021136Nov 1, 2021161
-9.30%Feb 9, 202628Mar 20, 202616Apr 14, 202644
-9.29%Dec 24, 201328Feb 5, 201418Mar 4, 201446
-8.54%Jan 4, 201753Mar 22, 201771Jul 3, 2017124
-8.43%Apr 2, 201433May 20, 201431Jul 3, 201464
-8.34%Jan 19, 201814Feb 8, 201862May 9, 201876
-7.92%Feb 22, 20077Mar 5, 200730Apr 17, 200737
-7.07%Jul 3, 202520Aug 1, 202515Aug 22, 202535
-7.00%Sep 18, 202516Oct 10, 202532Nov 25, 202548
-6.15%Jul 25, 201326Aug 30, 201316Sep 24, 201342
-6.11%Oct 3, 20057Oct 12, 200521Nov 10, 200528
-5.97%Mar 15, 201323Apr 18, 201312May 6, 201335
-5.95%Jul 25, 201719Aug 21, 201723Sep 22, 201742
-5.55%Dec 30, 201411Jan 15, 201528Feb 26, 201539
-5.20%May 1, 202612May 19, 2026OngoingOngoingOngoing
-5.19%Sep 7, 201642Nov 4, 20163Nov 9, 201645
-4.84%Apr 28, 20155May 5, 201531Jun 18, 201536