First Trust Private Fund Market Value
| FTPCX Fund | USD 10.04 0.01 0.1% |
| Symbol | First |
First Trust 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to First Trust's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of First Trust.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in First Trust on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust Private or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with Chartwell Small, Legg Mason, Artisan Small, Federated International, Vanguard Mid-cap, Ancora/thelen Small-mid, and Omni Small-cap. First Trust is entity of United States. It is traded as Fund on NMFQS exchange. More
First Trust Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure First Trust's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess First Trust Private upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.54) | |||
| Maximum Drawdown | 0.4012 | |||
| Potential Upside | 0.1007 |
First Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Trust's standard deviation. In reality, there are many statistical measures that can use First Trust historical prices to predict the future First Trust's volatility.| Risk Adjusted Performance | 0.118 | |||
| Jensen Alpha | 0.0093 | |||
| Total Risk Alpha | 0.0056 | |||
| Treynor Ratio | 0.8802 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of First Trust's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
First Trust February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.118 | |||
| Market Risk Adjusted Performance | 0.8902 | |||
| Mean Deviation | 0.0445 | |||
| Coefficient Of Variation | 335.34 | |||
| Standard Deviation | 0.0663 | |||
| Variance | 0.0044 | |||
| Information Ratio | (0.54) | |||
| Jensen Alpha | 0.0093 | |||
| Total Risk Alpha | 0.0056 | |||
| Treynor Ratio | 0.8802 | |||
| Maximum Drawdown | 0.4012 | |||
| Potential Upside | 0.1007 | |||
| Skewness | (1.21) | |||
| Kurtosis | 7.92 |
First Trust Private Backtested Returns
At this stage we consider First Mutual Fund to be very steady. First Trust Private secures Sharpe Ratio (or Efficiency) of 0.27, which denotes the fund had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for First Trust Private, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Standard Deviation of 0.0663, variance of 0.0044, and Mean Deviation of 0.0445 to check if the risk estimate we provide is consistent with the expected return of 0.0184%. The fund shows a Beta (market volatility) of 0.0111, which means not very significant fluctuations relative to the market. As returns on the market increase, First Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Trust is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
First Trust Private has very good predictability. Overlapping area represents the amount of predictability between First Trust time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of First Trust Private price movement. The serial correlation of 0.85 indicates that around 85.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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First Trust financial ratios help investors to determine whether First Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in First with respect to the benefits of owning First Trust security.
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