Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FJP (First Trust Japan AlphaDEX Fund) | 12.77% | 11.62% | 16.03% | 7.30% | 3.64% | NA | NA | 4.24% |
Data as of 07/11/2025, AR inception is 04/26/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FJP (First Trust Japan AlphaDEX Fund) | 04/26/2011 | 07/11/2025 |
| 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 (%) | 0.52 | 11.62 | 16.03 | 7.30 | 3.64 | NA | NA | 4.24 | 12.77 | 5.80 | 23.00 | -12.83 | -1.13 | 3.61 | 7.73 | -18.61 | 27.63 | 2.40 | 5.35 | -2.28 | 29.42 | -1.41 | -9.31 |
| Sharpe Ratio | NA | 0.34 | 0.60 | 0.27 | 0.12 | NA | NA | 0.17 | 0.93 | -0.04 | 1.14 | -0.63 | -0.07 | 0.13 | 0.49 | -1.12 | 3.01 | 0.12 | 0.29 | -0.14 | 1.48 | -0.11 | -0.63 |
| Standard Deviation(%) | NA | 24.82 | 21.02 | 19.66 | 19.11 | NA | NA | 18.65 | 24.79 | 21.10 | 16.63 | 22.73 | 15.68 | 26.73 | 12.90 | 17.91 | 9.02 | 18.90 | 18.07 | 16.90 | 19.92 | 13.86 | 21.09 |
| Draw Down(%) | NA | 17.02 | 17.02 | 31.88 | 41.51 | NA | NA | 41.51 | 17.02 | 15.08 | 11.50 | 26.67 | 13.56 | 30.84 | 11.00 | 25.37 | 4.12 | 14.80 | 16.04 | 12.64 | 16.43 | 14.19 | 20.30 |
| Yield(%) | 0.00 | 1.83 | 2.97 | 2.49 | 1.98 | 1.88 | 1.41 | 2.01 | 0.00 | 3.27 | 4.16 | 1.89 | 2.37 | 1.00 | 2.93 | 1.23 | 1.62 | 1.50 | 0.89 | 1.06 | 0.89 | 1.51 | 0.56 |
Data as of 07/11/2025, 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 |
|---|---|---|---|---|
| FJP (First Trust Japan AlphaDEX Fund) |
-6.77%
Oct 2019 - Oct 2022 |
-6.14%
Oct 2017 - Oct 2022 |
1.97%
Oct 2012 - Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FJP (First Trust Japan AlphaDEX Fund) |
15.80%
Jun 2022 - Jun 2025 |
12.39%
Jan 2013 - Jan 2018 |
4.43%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart