Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FTW (First Trust Taiwan AlphaDEX® Fund) | NA | 18.86% | 4.67% | 8.35% | NA | NA | NA | … | … |
Data as of 04/17/2018, Common starting date is 02/29/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTW (First Trust Taiwan AlphaDEX® Fund) | 02/29/2012 | 04/17/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.64 | 18.86 | 4.67 | 8.35 | NA | NA | NA | … | … | 8.84 | 21.78 | 11.27 | -18.74 | 14.23 | 10.74 | -1.90 |
| Sharpe Ratio | NA | 1.24 | 0.20 | 0.41 | NA | NA | NA | … | … | 1.66 | 1.79 | 0.49 | -0.71 | 0.80 | 0.68 | -0.13 |
| Standard Deviation(%) | NA | 14.55 | 21.06 | 19.91 | NA | NA | NA | … | … | 19.74 | 11.86 | 22.45 | 26.31 | 17.78 | 15.76 | 17.33 |
| Draw Down(%) | NA | 8.34 | 37.76 | 37.76 | NA | NA | NA | … | … | 8.34 | 6.08 | 13.64 | 32.14 | 14.83 | 9.45 | 14.52 |
| Yield(%) | 0.00 | 4.30 | 3.27 | 2.99 | 1.68 | 1.12 | 0.84 | … | … | 0.00 | 4.80 | 3.61 | 3.47 | 0.59 | 1.83 | 2.25 |
Data as of 04/17/2018, Common starting date is 02/29/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTW (First Trust Taiwan AlphaDEX® Fund) |
-1.15%
May 2013 – May 2016 |
5.00%
Mar 2012 – Mar 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTW (First Trust Taiwan AlphaDEX® Fund) |
16.48%
May 2012 – May 2015 |
9.66%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart