First Trust RBA American Industrial RenaissanceTM ETF

10-Year Study

AIRR.US · · US · ETF

Executive Summary: First Trust RBA American Industrial RenaissanceTM ETF has compounded at 21.2% annually over the last 10 years, with a maximum drawdown of 31.1% and an annualized volatility of 21.5%.

1Y CAGR
+64.0%
3Y CAGR
+37.6%
5Y CAGR
+24.2%
10Y CAGR
+21.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
31.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.84
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +34.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -20.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.17.3-6.38.7————————22.4%
20253.0-8.2-6.22.19.96.47.15.05.63.4-1.0-0.627.9%
2024-3.113.65.8-5.314.1-6.09.3-2.02.1-0.214.7-9.833.4%
202310.91.7-3.5-3.93.413.50.70.6-6.0-7.37.213.031.4%
2022-9.42.01.6-9.55.2-7.916.8-3.2-8.917.54.2-5.7-2.1%
20212.010.95.72.30.6-1.80.83.1-3.87.00.12.733.0%
2020-3.6-9.0-21.510.45.34.22.19.4-4.93.218.18.317.2%
201910.36.2-4.06.2-7.910.70.7-5.56.93.93.01.134.0%
20180.0-5.40.2-3.65.51.52.82.2-0.7-13.03.7-13.8-20.6%
20171.30.5-0.61.8-6.03.60.8-1.010.23.01.11.216.3%
2016———3.10.80.25.72.04.1-4.617.13.234.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 21.5%. The dominant macroeconomic risk driver is IJR.US, accounting for 78.5% of variance. Idiosyncratic stock-specific factors contribute 11.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110307.327919005682
2016-05-0110393.245055410749
2016-06-0110412.576411101885
2016-07-0111001.631264549313
2016-08-0111223.622568341858
2016-09-0111678.635078573543
2016-10-0111144.497529882326
2016-11-0113052.206270789915
2016-12-0113472.329457386842
2017-01-0113643.234896289889
2017-02-0113705.93118501791
2017-03-0113628.54771013416
2017-04-0113873.527653126977
2017-05-0113047.38794489693
2017-06-0113520.570768435902
2017-07-0113634.643182649383
2017-08-0113492.06717791233
2017-09-0114865.928630724666
2017-10-0115311.188384931993
2017-11-0115482.500188669388
2017-12-0115665.190207768535
2018-01-0115670.87931544941
2018-02-0114819.37083113219
2018-03-0114851.241444568934
2018-04-0114319.600137003
2018-05-0115102.781277030517
2018-06-0115334.87364956258
2018-07-0115766.0267388061
2018-08-0116120.667134953763
2018-09-0116006.188355905933
2018-10-0113922.407537487157
2018-11-0114431.930987640704
2018-12-0112443.239540459426
2019-01-0113722.59214322619
2019-02-0114575.726086880803
2019-03-0113986.4970770758
2019-04-0114858.497959468012
2019-05-0113682.420076744902
2019-06-0115145.333480398704
2019-07-0115254.355360242427
2019-08-0114422.526544331502
2019-09-0115414.463104975648
2019-10-0116017.044102194954
2019-11-0116492.54901050163
2019-12-0116671.175381257293
2020-01-0116074.16738748048
2020-02-0114627.50857720061
2020-03-0111487.817762787432
2020-04-0112684.794408419879
2020-05-0113362.088483040074
2020-06-0113923.278319275047
2020-07-0114218.995814442207
2020-08-0115550.188959647972
2020-09-0114788.138791006566
2020-10-0115266.66240951126
2020-11-0118034.123035661418
2020-12-0119533.08680533383
2021-01-0119920.178336110162
2021-02-0122095.971763449226
2021-03-0123358.082886815788
2021-04-0123904.933849610185
2021-05-0124037.292681369334
2021-06-0123595.283845836795
2021-07-0123792.080529899744
2021-08-0124533.522196227776
2021-09-0123605.73322729146
2021-10-0125258.82537342026
2021-11-0125287.61922453979
2021-12-0125980.64542346118
2022-01-0123541.58563558363
2022-02-0124013.781573096327
2022-03-0124388.101637650285
2022-04-0122073.09922848734
2022-05-0123219.10611346867
2022-06-0121394.35385088733
2022-07-0124991.088999703934
2022-08-0124184.745064118568
2022-09-0122027.76052339791
2022-10-0125889.561648447972
2022-11-0126972.407827747757
2022-12-0125439.715776824436
2023-01-0128218.902931051496
2023-02-0128697.484601675384
2023-03-0127703.167904144346
2023-04-0126609.640134913123
2023-05-0127509.680190875373
2023-06-0131215.553323774086
2023-07-0131446.542706041484
2023-08-0131642.874973150894
2023-09-0129759.838382900172
2023-10-0127599.486819266338
2023-11-0129592.358019029485
2023-12-0133436.685456202584
2024-01-0132390.296007755762
2024-02-0136795.34886421029
2024-03-0138928.76424453875
2024-04-0136858.85788260701
2024-05-0142045.1181070365
2024-06-0139514.510127192196
2024-07-0143205.057500624054
2024-08-0142320.052943532704
2024-09-0143218.061175323215
2024-10-0143113.91567349166
2024-11-0149463.19205382593
2024-12-0144619.96180170558
2025-01-0145946.278568899164
2025-02-0142170.04626753899
2025-03-0139547.83204360876
2025-04-0140382.73762183689
2025-05-0144394.89373559582
2025-06-0147234.62925014077
2025-07-0150588.59043649389
2025-08-0153118.617895146264
2025-09-0156109.579180187975
2025-10-0157989.945372955845
2025-11-0157403.79312546805
2025-12-0157076.84359017525
2026-01-0163973.43535025747
2026-02-0168611.7996737471
2026-03-0164310.13764157461
2026-04-0169888.94629598454
Annual Return Matrix
YearAnnual Return
20170.16276774980286368
2018-0.2056758088842937
20190.3397777425284354
20200.17166824525726376
20210.3300839586893527
2022-0.020820485319747895
20230.31434980443702054
20240.3344612718910651
20250.2791773297303344
20260.22447111472742076
Total Factor Risk
0.21485662409276923
VTI.US Exposure
0.46344292127517467
VEA.US Exposure
0.09926841638949967
VWO.US Exposure
-0.05694266052848831
QQQ.US Exposure
-0.18731468773403856
VTV.US Exposure
-0.16490897181603428
IJR.US Exposure
0.7845877351086852
QUAL.US Exposure
0.061874694368198056
SHV.US Exposure
0.004779524068537221
TLT.US Exposure
0.004540516325022318
LQD.US Exposure
0.0013580023801136243
HYG.US Exposure
-0.047777238307300254
GLD.US Exposure
0.01440527238207627
USO.US Exposure
0.001566766572604861
VNQ.US Exposure
-0.05636455798190189
BTC-USD.CC Exposure
0.019369954250895105
CPER.US Exposure
-0.008544425528745188
VIX.INDX Exposure
-0.0431839578070425
UUP.US Exposure
-0.006893213726237744
TIP.US Exposure
0.0022704174129097488
Idiosyncratic Exposure
0.11446549289607197
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$39
Avg Yield on Cost
0.39%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$38.890.39%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+19.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust RBA American Industrial RenaissanceTM ETF a high-risk investment?

First Trust RBA American Industrial RenaissanceTM ETF (AIRR.US) has an annualized volatility of 21.5% and experienced a maximum drawdown of 31.1% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of AIRR.US?

Over the past 10 years, AIRR.US has generated a Compound Annual Growth Rate (CAGR) of 21.2%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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