(FTSL) First Trust Senior Loan Fund - Ratings and Ratios
Senior Loans, First Lien, Floating Rate, Bank Debt
Dividends
| Dividend Yield | 7.13% |
| Yield on Cost 5y | 9.34% |
| Yield CAGR 5y | 20.53% |
| Payout Consistency | 95.5% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 1.86% |
| Value at Risk 5%th | 2.95% |
| Relative Tail Risk | -3.65% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.77 |
| Alpha | 0.78 |
| CAGR/Max DD | 3.32 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.402 |
| Beta | 0.089 |
| Beta Downside | 0.159 |
| Drawdowns 3y | |
|---|---|
| Max DD | 2.66% |
| Mean DD | 0.14% |
| Median DD | 0.02% |
Description: FTSL First Trust Senior Loan Fund November 10, 2025
First Trust Senior Loan Fund (NASDAQ: FTSL) is an ETF that allocates at least 80 % of its net assets-including any investment-borrowed capital-to first-lien senior floating-rate bank loans. The portfolio is concentrated in senior loans to North-American corporations, though it may also hold loans to issuers outside the United States.
Key metrics that investors typically monitor for this segment include the fund’s weighted-average coupon (≈ 5.3 % as of Q3 2024), its expense ratio (0.65 % annually), and the average credit quality (≈ B-/BB+ range). Performance is highly sensitive to the Federal Reserve’s policy rate because floating-rate loans reset each month to a reference rate (e.g., LIBOR or SOFR) plus a spread; thus, a rising rate environment generally supports higher income, while tightening credit spreads can erode returns. Additionally, the U.S. leveraged loan market has grown to roughly $1.2 trillion in outstanding balances, providing a deep pool of issuers but also exposing the fund to sector-specific risks such as energy-price volatility and corporate refinancing pressures.
If you want a deeper, data-driven view of how FTSL’s risk-adjusted returns compare to peers, the ValueRay platform offers granular analytics that can help you evaluate the fund’s exposure profile and performance drivers.
What is the price of FTSL shares?
Over the past week, the price has changed by +0.04%, over one month by +0.46%, over three months by +2.07% and over the past year by +6.20%.
Is FTSL a buy, sell or hold?
What are the forecasts/targets for the FTSL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 53.3 | 16.2% |
FTSL Fundamental Data Overview December 26, 2025
Beta = 0.13
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 2.35b USD (2.35b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 2.35b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 2.35b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.34% (E(2.35b)/V(2.35b) * Re(6.34%) + (debt-free company))
Discount Rate = 6.34% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FTSL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle