Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FAUS (First Trust Australia AlphaDEX Fund) | NA | -7.16% | -1.92% | 4.55% | NA | NA | NA | … | … |
Data as of 10/30/2020, Common starting date is 02/17/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FAUS (First Trust Australia AlphaDEX Fund) | 02/17/2012 | 10/30/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.42 | -7.16 | -1.92 | 4.55 | NA | NA | NA | … | … | -13.53 | 23.21 | -16.48 | 24.32 | 7.30 | -0.69 | 2.55 | -1.75 | 9.24 |
| Sharpe Ratio | NA | -0.19 | -0.12 | 0.12 | NA | NA | NA | … | … | -0.31 | 1.62 | -1.23 | 1.65 | 0.26 | -0.03 | 0.17 | -0.10 | 0.53 |
| Standard Deviation(%) | NA | 48.71 | 30.34 | 28.00 | NA | NA | NA | … | … | 53.12 | 13.45 | 14.42 | 14.45 | 27.15 | 23.02 | 14.66 | 17.36 | 20.27 |
| Draw Down(%) | NA | 54.25 | 54.25 | 54.25 | NA | NA | NA | … | … | 54.25 | 9.75 | 19.69 | 5.04 | 13.94 | 20.40 | 19.19 | 19.52 | 14.53 |
| Yield(%) | 1.69 | 6.04 | 3.85 | 5.06 | 3.86 | 2.57 | 1.93 | … | … | 2.73 | 6.97 | 2.96 | 3.32 | 7.17 | 2.76 | 5.06 | 3.31 | 5.18 |
Data as of 10/30/2020, Common starting date is 02/17/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAUS (First Trust Australia AlphaDEX Fund) |
-12.06%
Mar 2017 – Mar 2020 |
-5.16%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAUS (First Trust Australia AlphaDEX Fund) |
12.97%
Aug 2015 – Aug 2018 |
7.60%
Jun 2012 – Jun 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart