First Trust North American Energy Infrastructure Fund

10-Year Study

EMLP.US · · US · ETF

Executive Summary: First Trust North American Energy Infrastructure Fund has compounded at 10.6% annually over the last 10 years, with a maximum drawdown of 29.7% and an annualized volatility of 13.9%.

1Y CAGR
+22.4%
3Y CAGR
+22.8%
5Y CAGR
+16.3%
10Y CAGR
+10.6%

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 →
29.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +33.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -13.4%
% 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.
20265.99.2-0.3-0.6————————14.6%
20253.21.71.0-3.62.22.42.1-0.81.7-1.84.4-2.89.7%
2024-1.72.96.4-0.34.40.24.53.82.61.512.1-6.133.4%
20233.2-3.00.71.9-3.34.03.7-1.9-2.8-0.45.01.18.1%
20222.32.07.1-3.65.1-7.58.1-0.3-9.57.44.5-3.710.4%
20212.1-1.39.05.21.71.1-0.90.7-2.25.8-4.45.023.2%
20200.8-8.6-23.114.44.6-5.03.0-1.1-5.13.37.60.2-13.4%
20199.62.04.00.1-0.93.4-0.71.22.2-3.0-1.14.923.4%
2018-0.0-7.7-2.33.71.32.23.00.4-1.4-3.63.4-7.0-8.7%
2017-0.10.60.7-0.1-1.3-0.43.5-1.70.1-1.00.30.61.1%
2016———4.81.96.80.6-1.54.5-2.2-0.83.818.8%

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 13.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 45.8% of variance. Idiosyncratic stock-specific factors contribute 19.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110475.784822004965
2016-05-0110677.040004791788
2016-06-0111399.668567853741
2016-07-0111473.54199804335
2016-08-0111298.042686863173
2016-09-0111804.841039019813
2016-10-0111548.413717830117
2016-11-0111450.514784668934
2016-12-0111882.84073287767
2017-01-0111873.390258024583
2017-02-0111939.343924076746
2017-03-0112021.070565763992
2017-04-0112011.620090910907
2017-05-0111850.030281451112
2017-06-0111803.04411774493
2017-07-0112221.32745895366
2017-08-0112009.756616996212
2017-09-0112024.065434555461
2017-10-0111898.014734754453
2017-11-0111936.81492376395
2017-12-0112010.55524867394
2018-01-0112005.696905967776
2018-02-0111076.55550157397
2018-03-0110825.851707407974
2018-04-0111221.307493161716
2018-05-0111364.661879313442
2018-06-0111610.241120214034
2018-07-0111960.241452977232
2018-08-0112005.231037489102
2018-09-0111837.252174607507
2018-10-0111408.320411029103
2018-11-0111791.796721616964
2018-12-0110965.346040450695
2019-01-0112018.475012811383
2019-02-0112263.85459579254
2019-03-0112755.345840792776
2019-04-0112770.852605868613
2019-05-0112652.189249086565
2019-06-0113085.646592172077
2019-07-0112991.940475318952
2019-08-0113148.072968314289
2019-09-0113442.834610034806
2019-10-0113038.394217906653
2019-11-0112896.503989830757
2019-12-0113531.349620982715
2020-01-0113642.825292665235
2020-02-0112474.959569271314
2020-03-019588.105712213075
2020-04-0110967.875040763493
2020-05-0111469.082971176053
2020-06-0110898.926505919857
2020-07-0111221.440598441337
2020-08-0111095.722661839382
2020-09-0110528.161749535797
2020-10-0110870.974397199465
2020-11-0111700.419947157203
2020-12-0111722.781634133516
2021-01-0111963.169769128892
2021-02-0111812.228382038771
2021-03-0112873.876092295202
2021-04-0113539.868358878455
2021-05-0113771.271887499417
2021-06-0113919.81737955636
2021-07-0113794.631864072888
2021-08-0113891.399402357294
2021-09-0113588.58489121971
2021-10-0114380.827515523402
2021-11-0113749.376069001777
2021-12-0114442.721470547129
2022-01-0114772.556353447759
2022-02-0115061.86067870382
2022-03-0116130.629521419967
2022-04-0115548.094265159027
2022-05-0116340.336889462718
2022-06-0115117.0993697465
2022-07-0116344.529705770781
2022-08-0116297.543542064594
2022-09-0114745.535981684712
2022-10-0115830.077800035937
2022-11-0116547.249046633435
2022-12-0115943.150735073905
2023-01-0116450.88082418789
2023-02-0115961.05339518292
2023-03-0116077.45396221141
2023-04-0116379.270183751838
2023-05-0115841.99072256201
2023-06-0116480.962617382218
2023-07-0117085.26058686118
2023-08-0116767.804494965294
2023-09-0116293.550383675967
2023-10-0116225.73324370911
2023-11-0117033.615738368262
2023-12-0117227.283920216698
2024-01-0116941.107569031727
2024-02-0117432.59881403196
2024-03-0118540.234398397413
2024-04-0118477.47525905615
2024-05-0119287.354332909614
2024-06-0119321.096521293515
2024-07-0120183.751838516673
2024-08-0120957.559381592873
2024-09-0121501.49410676374
2024-10-0121821.412646332617
2024-11-0124470.740131907332
2024-12-0122980.95928975023
2025-01-0123715.833538537307
2025-02-0124122.004299300526
2025-03-0124361.394144698752
2025-04-0123477.708193295482
2025-05-0123997.550862854972
2025-06-0124572.499118177526
2025-07-0125083.49028664222
2025-08-0124873.849471239275
2025-09-0125289.071391016725
2025-10-0124833.38546623452
2025-11-0125929.70710183219
2025-12-0125203.484696220472
2026-01-0126687.60856399369
2026-02-0129130.090445037502
2026-03-0129056.882541245996
2026-04-0128883.845677738806
Annual Return Matrix
YearAnnual Return
20170.010747810112686773
2018-0.08702422049460579
20190.234010269358226
2020-0.133657620082826
20210.23202170963364988
20220.10388826424345199
20230.08054450506560018
20240.33398621606168777
20250.09671160278594271
20260.14602587800369693
Total Factor Risk
0.13867192767686165
VTI.US Exposure
-0.05385751126532955
VEA.US Exposure
-0.035696145638609206
VWO.US Exposure
0.016641087897216474
QQQ.US Exposure
-0.013688140425571023
VTV.US Exposure
0.4576240356411885
IJR.US Exposure
-0.0486712029068206
QUAL.US Exposure
-0.0316619940365717
SHV.US Exposure
0.05120130058018018
TLT.US Exposure
-0.021416774552885195
LQD.US Exposure
0.14059295955225992
HYG.US Exposure
-0.01909235101834117
GLD.US Exposure
0.020939683107569808
USO.US Exposure
0.046188477124646514
VNQ.US Exposure
0.17930982807573906
BTC-USD.CC Exposure
0.0417825656490727
CPER.US Exposure
-0.012374133565307189
VIX.INDX Exposure
0.009717065606118002
UUP.US Exposure
-0.006759832502405516
TIP.US Exposure
0.08649414186086189
Idiosyncratic Exposure
0.1927269408169882
Value Score
43.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.9%

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 →17.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.75%
Market Cap$31.1B
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
$199
Avg Yield on Cost
1.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$198.991.99%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 →
+0.4%
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 →
+10.9%
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 →
1.9% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust North American Energy Infrastructure Fund a high-risk investment?

First Trust North American Energy Infrastructure Fund (EMLP.US) has an annualized volatility of 13.9% and experienced a maximum drawdown of 29.7% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, EMLP.US has generated a Compound Annual Growth Rate (CAGR) of 10.6%. 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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