Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/12/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FXH (First Trust Health Care AlphaDEX Fund) | -1.57% | -2.64% | 0.01% | 3.28% | 4.57% | 10.44% | NA | 9.60% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXH (First Trust Health Care AlphaDEX Fund) | 05/10/2007 | 05/12/2025 |
The return data shown below all have the same latest date: 05/12/2025.
AR inception is since 05/10/2007.
AR inception is since 05/10/2007.
| 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 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.50 | -2.64 | 0.01 | 3.28 | 4.57 | 10.44 | NA | 9.60 | -1.57 | 0.96 | -4.54 | -12.24 | 15.20 | 28.00 | 22.26 | -1.33 | 21.82 | -5.21 | 0.27 | 25.42 | 47.61 | 20.61 | 5.68 | 19.01 | 51.22 | -29.50 | 1.50 |
| Sharpe Ratio | NA | -0.70 | -0.31 | 0.01 | 0.13 | NA | NA | 0.43 | -0.67 | -0.45 | -0.64 | -0.63 | 1.06 | 0.84 | 1.29 | -0.14 | 2.06 | -0.31 | 0.01 | 1.67 | 3.73 | 1.49 | 0.24 | 1.12 | 2.23 | -1.01 | -0.04 |
| Standard Deviation(%) | NA | 16.47 | 16.45 | 17.17 | 19.00 | NA | NA | 19.21 | 21.87 | 12.60 | 13.86 | 21.82 | 14.27 | 32.80 | 16.22 | 19.58 | 10.34 | 17.24 | 19.20 | 15.23 | 12.75 | 13.94 | 23.47 | 16.93 | 22.95 | 29.95 | 11.66 |
| Draw Down(%) | NA | 17.58 | 21.08 | 29.49 | 30.61 | NA | NA | 43.70 | 16.42 | 8.87 | 21.08 | 22.23 | 9.98 | 30.61 | 8.94 | 24.59 | 6.88 | 17.73 | 19.51 | 10.56 | 4.22 | 8.24 | 22.08 | 13.28 | 20.35 | 42.33 | 6.06 |
| Yield(%) | 0.00 | 0.31 | 0.29 | 0.20 | 0.14 | 0.31 | 0.28 | 0.31 | 0.00 | 0.41 | 0.23 | 0.18 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 0.52 | 0.12 | 0.13 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXH (First Trust Health Care AlphaDEX Fund) |
-5.43%
Dec 2021 - Dec 2024 |
1.99%
Mar 2015 - Mar 2020 |
4.54%
Mar 2015 - Mar 2025 |
10.23%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXH (First Trust Health Care AlphaDEX Fund) |
32.61%
Jul 2012 - Jul 2015 |
31.57%
Feb 2009 - Feb 2014 |
19.51%
Nov 2008 - Nov 2018 |
14.87%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart