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FEX: First Trust Large Cap Core AlphaDEX® Fund (ETF)
Basic Info 95.54 0.25(0.26%) April 26
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | (93%) |
Start Date: | 05/10/2007 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.30% |
Expenses | 0.60% |
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Performance Analytics (As of 04/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 05/10/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.0 | 6.2 | 23.4 | 5.7 | 10.8 | 9.9 | 13.4 | 8.4 | 14.3 | -11.9 | 26.8 | 14.2 | 26.9 | -9.9 | 21.4 | 14.3 | -4.0 | 12.2 | 36.0 | 14.5 | -0.4 | 20.6 | 36.9 | -38.7 | -5.4 |
Sharpe Ratio | NA | 0.95 | 1.02 | 0.19 | 0.4 | 0.47 | NA | 0.36 | 0.69 | -0.59 | 1.92 | 0.37 | 1.93 | -0.67 | 2.74 | 0.98 | -0.26 | 1.01 | 2.87 | 1.01 | -0.02 | 1.07 | 1.18 | -1.1 | -0.64 |
Draw Down(%) | NA | 5.6 | 11.8 | 21.3 | 39.5 | 39.5 | NA | 58.8 | 11.8 | 21.0 | 6.1 | 39.5 | 7.6 | 22.0 | 3.3 | 11.0 | 13.3 | 9.1 | 6.1 | 12.3 | 22.0 | 14.7 | 30.5 | 49.6 | 12.2 |
Standard Deviation(%) | NA | 11.4 | 12.8 | 17.0 | 22.4 | 18.5 | NA | 20.8 | 14.6 | 22.4 | 14.0 | 37.8 | 13.2 | 16.6 | 7.6 | 14.3 | 15.5 | 12.1 | 12.5 | 14.5 | 25.3 | 19.2 | 31.1 | 36.0 | 17.2 |
Treynor Ratio | NA | 0.13 | 0.14 | 0.04 | 0.09 | 0.09 | NA | 0.08 | 0.1 | -0.15 | 0.28 | 0.13 | 0.25 | -0.12 | 0.19 | 0.13 | -0.04 | 0.12 | 0.33 | 0.13 | 0.0 | 0.2 | 0.41 | -0.64 | -0.15 |
Alpha | NA | 0.0 | -0.01 | 0.0 | -0.01 | -0.01 | NA | 0.0 | -0.04 | 0.02 | 0.0 | -0.02 | -0.02 | -0.02 | -0.01 | 0.01 | -0.02 | 0.0 | 0.0 | -0.01 | -0.01 | 0.01 | 0.04 | -0.08 | -0.04 |
Beta | NA | 0.86 | 0.96 | 0.9 | 0.99 | 0.99 | NA | 0.9 | 0.98 | 0.87 | 0.97 | 1.06 | 1.03 | 0.96 | 1.08 | 1.05 | 0.98 | 1.03 | 1.1 | 1.1 | 1.06 | 1.04 | 0.91 | 0.62 | 0.74 |
RSquared | NA | 0.78 | 0.79 | 0.88 | 0.92 | 0.93 | NA | 0.79 | 0.8 | 0.93 | 0.87 | 0.95 | 0.95 | 0.97 | 0.91 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.99 | 0.97 | 0.64 | 0.49 | 0.6 |
Yield(%) | N/A | 0.2 | 1.5 | 1.3 | 1.6 | 2.0 | 3.8 | N/A | 1.6 | 1.4 | 1.0 | 1.4 | 1.6 | 1.2 | 1.3 | 1.5 | 1.3 | 1.5 | 1.4 | 1.6 | 1.1 | 1.0 | 1.1 | 1.0 | 0.5 |
Dividend Growth(%) | N/A | -83.1 | -15.4 | 40.1 | 59.4 | N/A | N/A | N/A | -3.1 | 70.7 | -15.7 | 3.5 | 22.9 | 12.9 | -1.6 | 8.6 | -3.3 | 39.5 | -2.3 | 46.7 | 25.0 | 20.0 | -31.0 | 81.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/10/2007
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