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FEP: First Trust Europe AlphaDEX® Fund (ETF)
Basic Info 37.36 0.44(1.19%) May 02
Asset Class: | EUROPE STOCK |
MyPlanIQ Rating: | (52%) |
Start Date: | 04/26/2011 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 2.78% |
Expenses | 0.80% |
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Performance Analytics (As of 04/29/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/26/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.4 | 3.6 | 11.7 | -0.6 | 4.2 | 3.1 | 3.9 | 16.9 | -23.0 | 17.0 | 4.1 | 24.8 | -19.0 | 35.7 | 0.8 | 2.9 | -10.2 | 30.0 | 23.5 | -29.1 |
Sharpe Ratio | NA | 0.69 | 0.53 | -0.16 | 0.11 | 0.11 | 0.14 | 0.76 | -0.88 | 1.11 | 0.1 | 1.68 | -1.19 | 3.42 | 0.02 | 0.16 | -0.65 | 1.97 | 0.95 | -1.08 |
Draw Down(%) | NA | 5.0 | 14.2 | 39.0 | 42.7 | 46.0 | 46.0 | 14.2 | 38.1 | 7.8 | 42.7 | 10.1 | 27.6 | 3.2 | 15.7 | 15.2 | 22.3 | 8.3 | 19.1 | 34.0 |
Standard Deviation(%) | NA | 12.2 | 14.5 | 20.4 | 23.9 | 20.7 | 21.7 | 16.7 | 27.8 | 15.4 | 37.2 | 13.9 | 17.0 | 10.3 | 22.4 | 17.6 | 15.8 | 15.2 | 24.9 | 36.5 |
Treynor Ratio | NA | 0.09 | 0.07 | -0.03 | 0.02 | 0.02 | 0.03 | 0.12 | -0.23 | 0.16 | 0.04 | 0.2 | -0.18 | 0.32 | 0.01 | 0.03 | -0.09 | 0.3 | 0.33 | -0.92 |
Alpha | NA | 0.0 | 0.01 | -0.01 | -0.01 | 0.0 | 0.0 | -0.01 | -0.03 | 0.0 | -0.01 | -0.01 | -0.01 | 0.02 | 0.01 | 0.02 | -0.01 | 0.02 | 0.04 | -0.13 |
Beta | NA | 0.99 | 1.06 | 1.06 | 1.07 | 1.07 | 0.92 | 1.1 | 1.06 | 1.04 | 1.08 | 1.14 | 1.15 | 1.09 | 1.05 | 0.95 | 1.11 | 1.0 | 0.71 | 0.43 |
RSquared | NA | 0.84 | 0.88 | 0.9 | 0.92 | 0.91 | 0.68 | 0.89 | 0.93 | 0.81 | 0.94 | 0.9 | 0.91 | 0.86 | 0.94 | 0.85 | 0.83 | 0.81 | 0.3 | 0.18 |
Yield(%) | N/A | 0.8 | 4.2 | 3.0 | 3.3 | 2.6 | N/A | 3.7 | 2.2 | 3.9 | 2.3 | 3.2 | 2.1 | 1.7 | 2.1 | 2.3 | 2.2 | 1.9 | 2.6 | 1.6 |
Dividend Growth(%) | N/A | -75.6 | 49.5 | 39.3 | 73.4 | N/A | N/A | 22.7 | -35.8 | 71.6 | -11.1 | 22.2 | 65.3 | -21.0 | -6.1 | -8.3 | 41.2 | -8.9 | 14.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/26/2011
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