Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FKO (First Trust South Korea AlphaDEX Fund) | NA | 3.31% | -7.99% | -2.28% | NA | NA | NA | … | … |
Data as of 10/30/2020, Common starting date is 04/25/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FKO (First Trust South Korea AlphaDEX Fund) | 04/25/2011 | 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 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.89 | 3.31 | -7.99 | -2.28 | NA | NA | NA | … | … | -14.67 | -6.00 | -21.45 | 35.84 | -2.28 | -5.50 | -13.16 | 5.92 | 18.78 | -25.76 |
| Sharpe Ratio | NA | -0.24 | -0.48 | -0.24 | NA | NA | NA | … | … | -0.37 | -0.48 | -1.16 | 2.16 | -0.13 | -0.15 | -0.84 | 0.30 | 0.89 | -0.82 |
| Standard Deviation(%) | NA | 42.99 | 27.22 | 23.84 | NA | NA | NA | … | … | 47.85 | 15.29 | 19.57 | 16.39 | 19.34 | 36.41 | 15.63 | 19.64 | 21.24 | 42.78 |
| Draw Down(%) | NA | 40.34 | 58.52 | 58.52 | NA | NA | NA | … | … | 40.03 | 22.55 | 30.45 | 6.99 | 14.92 | 32.25 | 19.06 | 21.44 | 21.52 | 34.99 |
| Yield(%) | 0.00 | 1.84 | 1.43 | 1.38 | 1.01 | 0.67 | 0.50 | … | … | 0.42 | 1.73 | 2.32 | 0.50 | 1.79 | 0.99 | 0.86 | 0.71 | 1.05 | 1.82 |
Data as of 10/30/2020, Common starting date is 04/25/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FKO (First Trust South Korea AlphaDEX Fund) |
-15.24%
Mar 2017 – Mar 2020 |
-8.12%
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 |
|---|---|---|---|---|
| FKO (First Trust South Korea AlphaDEX Fund) |
9.96%
Jan 2015 – Jan 2018 |
6.18%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart