Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMK (First Trust Mega Cap AlphaDEX Fund) | NA | -29.07% | -6.41% | 2.24% | NA | NA | NA | … | … |
Data as of 01/04/2021, Common starting date is 05/12/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMK (First Trust Mega Cap AlphaDEX Fund) | 05/12/2011 | 01/04/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -29.07 | -6.41 | 2.24 | NA | NA | NA | … | … | 0.00 | -28.83 | 21.69 | -3.29 | 21.18 | 7.69 | -0.34 | 9.41 | 33.11 | 6.90 | -8.21 |
| Sharpe Ratio | NA | -0.50 | -0.20 | 0.05 | NA | NA | NA | … | … | NA | -0.49 | 1.59 | -0.25 | 2.66 | 0.53 | -0.02 | 0.79 | 2.60 | 0.48 | -0.46 |
| Standard Deviation(%) | NA | 58.99 | 36.42 | 29.04 | NA | NA | NA | … | … | 0.00 | 58.88 | 12.73 | 18.37 | 7.77 | 14.09 | 15.43 | 11.94 | 12.71 | 14.38 | 27.31 |
| Draw Down(%) | NA | 37.61 | 37.61 | 37.61 | NA | NA | NA | … | … | 0.00 | 37.61 | 6.72 | 18.60 | 4.83 | 12.50 | 12.28 | 10.00 | 5.79 | 14.61 | 21.11 |
| Yield(%) | 0.00 | 1.45 | 1.47 | 1.80 | 1.88 | 1.26 | 0.94 | … | … | 0.00 | 1.44 | 1.76 | 1.17 | 1.35 | 1.66 | 1.63 | 1.41 | 1.18 | 1.44 | 0.53 |
Data as of 01/04/2021, Common starting date is 05/12/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMK (First Trust Mega Cap AlphaDEX Fund) |
-5.73%
Dec 2017 – Dec 2020 |
1.80%
Dec 2015 – Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMK (First Trust Mega Cap AlphaDEX Fund) |
18.93%
Sep 2011 – Sep 2014 |
13.94%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart