Performance analysis of FTSL (FIRST TRUST SENIOR LOAN FUND)
Annual Return
Over the past 3 years, FTSL has had an average annual return of +6.78%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, FTSL has had an average annual return of +5.09%, underperforming the benchmark SPY, which returned +12.78% annual.
Over the past 10 years, FTSL has had an average annual return of +4.40%, underperforming the benchmark SPY, which returned +14.91% annual.
Since May 2, 2013, FTSL has had an average annual return of +3.99%, underperforming the benchmark SPY, which returned +14.26% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.09% | +5.98% | +8.27% | +11.59% | -2.50% | +3.93% | +2.98% | +10.10% | -1.29% | +2.59% | +7.54% | +0.41% |
| 2014 | 2013 | ||||||||||
| +1.40% | +1.79% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.49% | -1.41% | +1.11% | +1.13% | +0.23% | +0.09% | +0.45% | +1.09% | |||||
| 2025 | +0.64% | -0.10% | -0.11% | +0.41% | +1.05% | +0.75% | +0.62% | +0.62% | +0.27% | +0.45% | +0.73% | +0.50% | +5.98% |
| 2024 | +0.21% | +1.31% | +0.76% | +0.07% | +0.81% | -0.07% | +1.29% | +0.48% | +0.52% | +0.70% | +1.46% | +0.44% | +8.27% |
| 2023 | +2.84% | +0.28% | +0.26% | +0.25% | +0.13% | +1.66% | +1.02% | +1.33% | +0.59% | -0.00710% | +1.24% | +1.45% | +11.59% |
| 2022 | -0.02% | -0.54% | -0.36% | +0.20% | -3.39% | -2.23% | +3.01% | +0.79% | -2.60% | +2.02% | +1.24% | -0.45% | -2.50% |
| 2021 | +0.95% | +0.19% | +0.25% | +0.21% | +0.48% | +0.33% | -0.13% | +0.48% | +0.14% | +0.30% | -0.54% | +1.21% | +3.93% |
| 2020 | +0.42% | -1.71% | -10.75% | +5.60% | +3.59% | -0.35% | +1.98% | +1.20% | -0.41% | -0.23% | +2.87% | +1.65% | +2.98% |
| 2019 | +3.47% | +2.01% | -0.81% | +2.12% | -0.82% | -0.09% | +0.94% | -0.22% | +1.05% | -0.21% | +1.10% | +1.23% | +10.10% |
| 2018 | +0.97% | -0.10% | +0.20% | +0.38% | -0% | -0.10% | +0.81% | +0.38% | +0.46% | -0.13% | -0.96% | -3.15% | -1.29% |
| 2017 | +0.16% | +0.58% | -0.20% | +0.44% | +0.45% | -0.04% | +0.74% | -0.20% | -0.06% | +0.58% | -0.20% | +0.32% | +2.59% |
Drawdown analysis of FTSL (FIRST TRUST SENIOR LOAN FUND)
The maximum drawdown for the FTSL was -22.67%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current FTSL drawdown is -0.11%.
Since May 2, 2013 FTSL has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.67% | Jan 29, 2020 | 37 | Mar 23, 2020 | 161 | Nov 9, 2020 | 198 |
| -6.97% | Jan 24, 2022 | 111 | Jul 5, 2022 | 146 | Feb 1, 2023 | 257 |
| -4.61% | Oct 22, 2018 | 43 | Dec 24, 2018 | 38 | Feb 20, 2019 | 81 |
| -4.29% | Jul 21, 2015 | 144 | Feb 16, 2016 | 46 | Apr 21, 2016 | 190 |
| -2.66% | Mar 25, 2025 | 8 | Apr 4, 2025 | 15 | Apr 28, 2025 | 23 |
| -2.54% | Dec 2, 2014 | 11 | Dec 17, 2014 | 33 | Feb 5, 2015 | 44 |
| -2.33% | Jan 16, 2026 | 28 | Feb 27, 2026 | 46 | May 5, 2026 | 74 |
| -2.07% | Jul 28, 2014 | 58 | Oct 17, 2014 | 26 | Nov 24, 2014 | 84 |
| -1.83% | May 31, 2013 | 21 | Jul 1, 2013 | 79 | Oct 22, 2013 | 100 |
| -1.54% | Feb 7, 2023 | 23 | Mar 13, 2023 | 15 | Apr 3, 2023 | 38 |
| -1.21% | Sep 17, 2019 | 17 | Oct 10, 2019 | 22 | Nov 11, 2019 | 39 |
| -1.09% | Jul 31, 2024 | 3 | Aug 5, 2024 | 10 | Aug 19, 2024 | 13 |
| -0.97% | Jun 9, 2016 | 14 | Jun 29, 2016 | 6 | Jul 8, 2016 | 20 |
| -0.97% | Jul 30, 2019 | 12 | Aug 15, 2019 | 17 | Sep 10, 2019 | 29 |
| -0.93% | Oct 24, 2016 | 14 | Nov 11, 2016 | 17 | Dec 7, 2016 | 31 |
| -0.93% | Apr 18, 2023 | 27 | May 25, 2023 | 5 | Jun 2, 2023 | 32 |
| -0.91% | Apr 30, 2019 | 42 | Jun 28, 2019 | 17 | Jul 24, 2019 | 59 |
| -0.85% | Nov 5, 2021 | 16 | Nov 30, 2021 | 15 | Dec 21, 2021 | 31 |
| -0.83% | Feb 27, 2019 | 18 | Mar 25, 2019 | 10 | Apr 8, 2019 | 28 |
| -0.69% | Feb 24, 2021 | 24 | Mar 30, 2021 | 5 | Apr 7, 2021 | 29 |
| -0.67% | Sep 14, 2023 | 13 | Oct 3, 2023 | 5 | Oct 10, 2023 | 18 |
| -0.65% | Mar 3, 2015 | 10 | Mar 17, 2015 | 9 | Mar 30, 2015 | 19 |
| -0.59% | May 11, 2015 | 35 | Jun 30, 2015 | 9 | Jul 14, 2015 | 44 |
| -0.55% | Mar 6, 2017 | 13 | Mar 23, 2017 | 21 | Apr 24, 2017 | 34 |
| -0.54% | Apr 12, 2021 | 4 | Apr 16, 2021 | 24 | May 20, 2021 | 28 |