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FXO: First Trust Financials AlphaDEX® Fund (ETF)
Basic Info 45.34 0.51(1.14%) May 01
Asset Class: | Financial |
MyPlanIQ Rating: | (90%) |
Start Date: | 05/10/2007 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 2.88% |
Expenses | 0.62% |
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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 | 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(%) | -1.2 | 5.1 | 26.3 | 3.3 | 10.0 | 10.2 | 13.8 | 7.0 | 9.3 | -9.2 | 37.7 | 5.9 | 26.3 | -11.7 | 17.9 | 18.3 | 1.1 | 8.7 | 40.6 | 21.1 | -7.6 | 19.2 | 33.6 | -39.1 | -20.2 |
Sharpe Ratio | NA | 0.89 | 1.21 | 0.07 | 0.29 | 0.39 | NA | 0.23 | 0.2 | -0.4 | 1.86 | 0.11 | 1.82 | -0.82 | 1.82 | 1.09 | 0.07 | 0.77 | 3.27 | 1.46 | -0.26 | 0.95 | 0.74 | -0.79 | -1.58 |
Draw Down(%) | NA | 7.5 | 14.2 | 28.8 | 48.6 | 48.6 | NA | 71.3 | 27.4 | 23.0 | 9.3 | 48.6 | 8.1 | 21.5 | 6.3 | 15.3 | 10.7 | 7.2 | 5.5 | 13.7 | 27.4 | 16.6 | 42.1 | 56.0 | 22.6 |
Standard Deviation(%) | NA | 14.7 | 19.9 | 23.3 | 30.1 | 23.4 | NA | 26.6 | 24.8 | 26.5 | 20.3 | 50.8 | 13.7 | 15.8 | 9.5 | 16.6 | 14.9 | 11.4 | 12.4 | 14.6 | 29.4 | 20.2 | 45.2 | 50.3 | 20.4 |
Treynor Ratio | NA | 0.11 | 0.18 | 0.02 | 0.08 | 0.09 | NA | 0.08 | 0.04 | -0.1 | 0.36 | 0.05 | 0.29 | -0.16 | 0.26 | 0.2 | 0.01 | 0.1 | 0.46 | 0.25 | -0.09 | 0.24 | 0.52 | -0.66 | -0.77 |
Alpha | NA | -0.04 | -0.04 | -0.01 | 0.0 | 0.0 | NA | 0.01 | -0.02 | 0.02 | 0.0 | 0.04 | 0.0 | -0.01 | 0.02 | -0.01 | 0.01 | -0.01 | 0.04 | 0.0 | 0.02 | 0.03 | 0.07 | -0.04 | -0.09 |
Beta | NA | 1.15 | 1.33 | 1.11 | 1.07 | 1.01 | NA | 0.77 | 1.33 | 1.04 | 1.04 | 1.06 | 0.86 | 0.8 | 0.68 | 0.9 | 0.88 | 0.91 | 0.88 | 0.86 | 0.88 | 0.79 | 0.65 | 0.6 | 0.42 |
RSquared | NA | 0.87 | 0.88 | 0.92 | 0.94 | 0.92 | NA | 0.77 | 0.9 | 0.96 | 0.94 | 0.95 | 0.92 | 0.89 | 0.84 | 0.94 | 0.97 | 0.94 | 0.93 | 0.95 | 0.97 | 0.94 | 0.73 | 0.63 | 0.29 |
Yield(%) | N/A | 0.4 | 3.3 | 2.4 | 3.0 | 3.3 | 6.3 | N/A | 3.1 | 2.2 | 2.6 | 2.7 | 2.1 | 2.2 | 1.8 | 1.6 | 1.5 | 1.7 | 1.7 | 2.2 | 2.2 | 1.5 | 1.3 | 1.4 | 1.0 |
Dividend Growth(%) | N/A | -87.6 | 15.9 | 43.0 | 108.8 | N/A | N/A | N/A | 26.5 | 15.9 | -1.1 | 53.4 | -17.1 | 40.0 | 38.9 | 0.0 | 0.0 | 33.3 | -6.9 | -12.1 | 73.7 | 46.2 | -40.9 | 4.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/10/2007
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