Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FEP (First Trust Europe AlphaDEX Fund) | 30.16% | 23.02% | 12.42% | 12.54% | 6.68% | NA | NA | 5.60% |
Data as of 05/30/2025, AR inception is 04/26/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEP (First Trust Europe AlphaDEX Fund) | 04/26/2011 | 05/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.89 | 23.02 | 12.42 | 12.54 | 6.68 | NA | NA | 5.60 | 30.16 | 3.37 | 16.85 | -22.97 | 17.03 | 4.09 | 24.84 | -18.99 | 35.72 | 0.75 | 2.85 | -10.23 | 30.04 | 23.48 | -29.10 |
| Sharpe Ratio | NA | 0.97 | 0.45 | 0.55 | 0.25 | NA | NA | 0.21 | 3.50 | -0.22 | 0.76 | -0.88 | 1.10 | 0.10 | 1.68 | -1.20 | 3.42 | 0.02 | 0.16 | -0.65 | 1.97 | 0.95 | -1.08 |
| Standard Deviation(%) | NA | 20.30 | 20.24 | 20.12 | 21.08 | NA | NA | 21.59 | 25.00 | 14.81 | 16.73 | 27.78 | 15.41 | 37.21 | 13.92 | 17.00 | 10.30 | 22.38 | 17.56 | 15.81 | 15.24 | 24.94 | 36.53 |
| Draw Down(%) | NA | 16.06 | 27.40 | 38.99 | 46.03 | NA | NA | 46.03 | 16.06 | 9.36 | 14.15 | 38.16 | 7.78 | 42.74 | 10.11 | 27.64 | 3.25 | 15.69 | 15.15 | 22.26 | 8.26 | 19.13 | 34.02 |
| Yield(%) | 0.00 | 3.77 | 3.54 | 4.06 | 3.05 | 2.59 | 1.95 | 2.78 | 0.00 | 4.92 | 3.64 | 2.21 | 3.86 | 2.32 | 3.20 | 2.05 | 1.66 | 2.14 | 2.23 | 2.20 | 1.97 | 2.59 | 1.56 |
Data as of 05/30/2025, AR inception is 04/26/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEP (First Trust Europe AlphaDEX Fund) |
-5.40%
Sep 2019 - Sep 2022 |
-4.23%
Sep 2017 - Sep 2022 |
2.31%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEP (First Trust Europe AlphaDEX Fund) |
18.84%
May 2012 - May 2015 |
13.82%
May 2012 - May 2017 |
9.58%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart