Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FHK (First Trust Hong Kong AlphaDEX Fund) | NA | 9.60% | -3.03% | 3.21% | NA | NA | NA | … | … |
Data as of 10/30/2020, Common starting date is 02/27/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FHK (First Trust Hong Kong AlphaDEX Fund) | 02/27/2012 | 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 (%) | 1.57 | 9.60 | -3.03 | 3.21 | NA | NA | NA | … | … | -19.68 | 7.88 | -19.48 | 34.46 | -0.11 | -9.81 | 0.73 | 16.35 | 12.68 |
| Sharpe Ratio | NA | -0.30 | -0.37 | -0.10 | NA | NA | NA | … | … | -0.40 | 0.33 | -1.08 | 2.77 | -0.02 | -0.43 | 0.04 | 0.98 | 0.99 |
| Standard Deviation(%) | NA | 53.23 | 33.17 | 27.22 | NA | NA | NA | … | … | 58.60 | 19.37 | 19.29 | 12.27 | 17.37 | 22.97 | 16.43 | 16.71 | 15.36 |
| Draw Down(%) | NA | 30.15 | 41.62 | 41.62 | NA | NA | NA | … | … | 30.15 | 19.87 | 29.58 | 4.33 | 19.33 | 34.82 | 9.22 | 11.79 | 13.51 |
| Yield(%) | 0.79 | 4.26 | 2.63 | 3.25 | 2.94 | 1.96 | 1.47 | … | … | 3.72 | 3.02 | 2.29 | 2.65 | 4.11 | 2.63 | 2.41 | 2.45 | 2.70 |
Data as of 10/30/2020, Common starting date is 02/27/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FHK (First Trust Hong Kong AlphaDEX Fund) |
-7.24%
May 2017 – May 2020 |
-6.04%
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 |
|---|---|---|---|---|
| FHK (First Trust Hong Kong AlphaDEX Fund) |
19.04%
May 2012 – May 2015 |
9.95%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart