(FTSL) Senior Loan Fund - Overview
Etf: Senior Loans, First Lien, Floating Rate, North America
Dividends
| Dividend Yield | 7.06% |
| Yield on Cost 5y | 9.14% |
| Yield CAGR 5y | 21.09% |
| Payout Consistency | 95.0% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 4.18% |
| Relative Tail Risk | -3.69% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.41 |
| Alpha | 0.09 |
| Character TTM | |
|---|---|
| Beta | 0.094 |
| Beta Downside | 0.152 |
| Drawdowns 3y | |
|---|---|
| Max DD | 2.66% |
| CAGR/Max DD | 2.78 |
Description: FTSL Senior Loan Fund January 13, 2026
First Trust Senior Loan Fund (NASDAQ: FTSL) is an ETF that allocates at least 80 % of its net assets-including any investment borrowings-to first-lien senior floating-rate bank loans. The portfolio is concentrated in senior loans to North-American issuers, though it may also hold loans to companies outside the United States.
Key market drivers for FTSL include the prevailing U.S. interest-rate environment (floating-rate loans tend to outperform when rates rise), the health of the leveraged-loan market (average credit quality measured by Moody’s Baa/B rating), and the fund’s expense ratio of roughly 0.45 % (lower than many actively managed loan funds). As of the latest reporting period, the fund’s weighted-average loan maturity is about 4.2 years, providing a moderate duration profile that balances yield with credit risk.
For a deeper, data-driven view of FTSL’s risk-adjusted performance and sector exposure, you may find ValueRay’s analytics platform worth exploring.
What is the price of FTSL shares?
Over the past week, the price has changed by -0.15%, over one month by -0.87%, over three months by +0.54% and over the past year by +5.31%.
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 | 52.2 | 15.1% |
FTSL Fundamental Data Overview February 02, 2026
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)
EV/FCF = unknown (FCF 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 = 6.26% (E(2.35b)/V(2.35b) * Re(6.26%) + (debt-free company))
Discount Rate = 6.26% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)