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FYT: First Trust Small Cap Value AlphaDEX® Fund (ETF)
Basic Info 51.72 0.53(1.01%) April 25
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | (28%) |
Start Date: | 04/20/2011 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.45% |
Expenses | 0.73% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/20/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.7 | -4.7 | 20.9 | 1.6 | 8.5 | 6.2 | 8.7 | 22.9 | -14.0 | 29.3 | 9.8 | 25.8 | -14.7 | 6.6 | 30.2 | -17.1 | 4.1 | 43.3 | 17.2 | -4.1 |
Sharpe Ratio | NA | -1.08 | 0.51 | -0.04 | 0.22 | 0.2 | 0.32 | 0.83 | -0.59 | 1.4 | 0.18 | 1.23 | -0.94 | 0.46 | 1.45 | -0.97 | 0.27 | 2.95 | 0.84 | -0.18 |
Draw Down(%) | NA | 7.7 | 13.0 | 25.0 | 49.4 | 50.5 | 50.5 | 20.9 | 25.0 | 10.9 | 49.4 | 15.8 | 25.2 | 9.3 | 14.5 | 23.4 | 13.9 | 6.7 | 17.7 | 22.9 |
Standard Deviation(%) | NA | 19.6 | 21.5 | 22.8 | 31.6 | 25.4 | 24.6 | 22.6 | 26.2 | 20.9 | 54.4 | 19.8 | 17.0 | 13.2 | 20.6 | 17.8 | 15.0 | 14.7 | 20.5 | 31.4 |
Treynor Ratio | NA | -0.17 | 0.09 | -0.01 | 0.06 | 0.05 | 0.08 | 0.16 | -0.15 | 0.29 | 0.08 | 0.19 | -0.16 | 0.05 | 0.26 | -0.16 | 0.04 | 0.44 | 0.17 | -0.11 |
Alpha | NA | -0.07 | -0.01 | -0.01 | 0.0 | -0.01 | 0.0 | 0.02 | -0.02 | 0.0 | 0.02 | -0.01 | -0.01 | -0.02 | 0.01 | -0.05 | -0.02 | 0.02 | 0.0 | 0.01 |
Beta | NA | 1.23 | 1.22 | 1.07 | 1.14 | 1.12 | 1.02 | 1.17 | 1.03 | 1.01 | 1.17 | 1.25 | 0.98 | 1.14 | 1.16 | 1.05 | 1.02 | 0.99 | 1.02 | 0.51 |
RSquared | NA | 0.93 | 0.93 | 0.92 | 0.91 | 0.89 | 0.79 | 0.93 | 0.94 | 0.88 | 0.91 | 0.84 | 0.81 | 0.84 | 0.87 | 0.8 | 0.83 | 0.81 | 0.6 | 0.33 |
Yield(%) | N/A | 0.2 | 1.8 | 1.3 | 1.7 | 1.5 | N/A | 1.8 | 1.1 | 1.6 | 1.1 | 1.8 | 1.5 | 0.7 | 1.5 | 0.8 | 0.9 | 0.6 | 1.3 | 0.3 |
Dividend Growth(%) | N/A | -85.2 | 21.2 | 28.0 | 70.9 | N/A | N/A | 32.8 | -4.7 | 56.1 | -26.8 | 0.0 | 115.4 | -33.3 | 50.0 | -7.1 | 115.4 | -48.0 | 257.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/20/2011
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