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FJP: First Trust Japan AlphaDEX® Fund (ETF)
Basic Info 53.45 0.44(0.83%) May 03
Asset Class: | JAPAN STOCK |
MyPlanIQ Rating: | (18%) |
Start Date: | 04/26/2011 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.60% |
Expenses | 0.80% |
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Performance Analytics (As of 05/03/2024)
Last 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(%) | 2.4 | 6.7 | 23.1 | 3.3 | 3.8 | 3.9 | 3.7 | 23.0 | -12.8 | -1.1 | 3.6 | 7.7 | -18.6 | 27.6 | 2.4 | 5.3 | -2.3 | 29.4 | -1.4 | -9.3 |
Sharpe Ratio | NA | 1.03 | 1.15 | 0.06 | 0.11 | 0.16 | 0.16 | 1.14 | -0.63 | -0.07 | 0.13 | 0.49 | -1.11 | 3.01 | 0.12 | 0.29 | -0.14 | 1.48 | -0.11 | -0.63 |
Draw Down(%) | NA | 7.1 | 11.5 | 31.9 | 31.9 | 41.5 | 41.5 | 11.5 | 26.7 | 13.6 | 30.8 | 11.0 | 25.4 | 4.1 | 14.8 | 16.0 | 12.6 | 16.4 | 14.2 | 20.3 |
Standard Deviation(%) | NA | 16.6 | 16.8 | 18.7 | 19.7 | 18.0 | 18.1 | 16.6 | 22.7 | 15.7 | 26.7 | 12.9 | 17.9 | 9.0 | 18.9 | 18.1 | 16.9 | 19.9 | 13.9 | 21.1 |
Treynor Ratio | NA | 0.21 | 0.23 | 0.01 | 0.03 | 0.03 | 0.03 | 0.22 | -0.23 | -0.01 | 0.04 | 0.07 | -0.21 | 0.31 | 0.02 | 0.05 | -0.02 | 0.31 | -0.03 | -0.35 |
Alpha | NA | 0.05 | 0.05 | 0.02 | 0.0 | 0.0 | 0.0 | 0.03 | 0.01 | -0.01 | -0.07 | -0.05 | -0.02 | 0.01 | 0.0 | -0.01 | 0.03 | 0.02 | -0.02 | -0.03 |
Beta | NA | 0.8 | 0.86 | 0.73 | 0.81 | 0.87 | 0.82 | 0.86 | 0.63 | 0.87 | 0.95 | 0.88 | 0.95 | 0.86 | 1.0 | 0.99 | 1.04 | 0.96 | 0.46 | 0.38 |
RSquared | NA | 0.49 | 0.58 | 0.52 | 0.64 | 0.69 | 0.61 | 0.6 | 0.43 | 0.77 | 0.83 | 0.65 | 0.77 | 0.58 | 0.84 | 0.82 | 0.7 | 0.74 | 0.2 | 0.15 |
Yield(%) | N/A | 0.6 | 4.4 | 2.7 | 2.4 | 2.1 | N/A | 4.2 | 1.9 | 2.4 | 1.0 | 2.9 | 1.2 | 1.6 | 1.5 | 0.9 | 1.1 | 0.9 | 1.5 | 0.6 |
Dividend Growth(%) | N/A | -83.0 | 94.1 | 57.7 | 98.1 | N/A | N/A | 87.2 | -23.0 | 139.2 | -63.8 | 90.5 | -3.9 | 11.6 | 68.3 | -16.3 | 48.5 | -43.1 | 152.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/26/2011
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