Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCAN (First Trust Canada AlphaDEX Fund) | NA | 1,804.94% | 162.81% | 80.11% | NA | NA | NA | … | … |
Data as of 11/02/2020, Common starting date is 02/17/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCAN (First Trust Canada AlphaDEX Fund) | 02/17/2012 | 11/02/2020 |
| 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 (%) | 2,043.15 | 1,804.94 | 162.81 | 80.11 | NA | NA | NA | … | … | 1,698.00 | 24.84 | -22.97 | 15.33 | 8.85 | -31.22 | -11.10 | 15.29 | 6.08 |
| Sharpe Ratio | NA | 5.12 | 0.86 | 0.55 | NA | NA | NA | … | … | 7.54 | 1.94 | -1.34 | 1.16 | 0.36 | -1.31 | -0.71 | 1.20 | 0.37 |
| Standard Deviation(%) | NA | 355.99 | 187.86 | 143.35 | NA | NA | NA | … | … | 397.79 | 12.10 | 18.15 | 12.78 | 23.95 | 23.92 | 15.74 | 12.73 | 19.12 |
| Draw Down(%) | NA | 53.37 | 55.54 | 55.54 | NA | NA | NA | … | … | 53.37 | 7.12 | 27.67 | 11.03 | 19.29 | 34.81 | 24.65 | 7.34 | 13.60 |
| Yield(%) | 0.17 | 0.71 | 0.91 | 0.95 | 0.95 | 0.63 | 0.47 | … | … | 0.40 | 1.24 | 1.25 | 1.18 | 0.69 | 0.37 | 2.22 | 1.46 | 1.25 |
Data as of 11/02/2020, 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 |
|---|---|---|---|---|
| FCAN (First Trust Canada AlphaDEX Fund) |
-15.85%
Jan 2013 – Jan 2016 |
-12.55%
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 |
|---|---|---|---|---|
| FCAN (First Trust Canada AlphaDEX Fund) |
8.26%
Jan 2016 – Jan 2019 |
-1.05%
Sep 2015 – Sep 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart