Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FVI (First Trust Total US Market AlphaDEX ETF) | NA | 1.70% | 13.86% | 9.40% | 7.03% | NA | NA | … | … |
Data as of 01/08/2015, Common starting date is 04/29/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FVI (First Trust Total US Market AlphaDEX ETF) | 04/29/2004 | 01/08/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.15 | 1.70 | 13.86 | 9.40 | 7.03 | NA | NA | … | … | -0.15 | 2.69 | 37.31 | 5.85 | -9.42 | 19.18 | 35.41 | -36.22 | 4.43 | 5.51 | 23.24 | 0.05 |
| Sharpe Ratio | NA | 0.03 | 0.36 | 0.22 | 0.10 | NA | NA | … | … | NA | 0.05 | 2.93 | 0.35 | -0.42 | 1.14 | 1.34 | -1.13 | 0.09 | 0.10 | 1.67 | -0.05 |
| Standard Deviation(%) | NA | 53.67 | 38.54 | 42.07 | 60.02 | NA | NA | … | … | 0.00 | 50.25 | 12.73 | 16.55 | 22.75 | 16.73 | 26.39 | 32.80 | 15.66 | 22.00 | 12.59 | 19.52 |
| Draw Down(%) | NA | 34.13 | 34.13 | 34.13 | 56.95 | NA | NA | … | … | 0.00 | 34.13 | 5.27 | 14.49 | 26.81 | 13.05 | 25.92 | 47.49 | 14.25 | 15.86 | 9.32 | 19.34 |
| Yield(%) | 0.00 | 0.74 | 1.47 | 1.48 | 3.99 | 2.54 | 1.90 | … | … | 0.00 | 0.75 | 1.14 | 2.17 | 1.01 | 1.69 | 1.37 | 0.56 | 1.28 | 6.30 | 22.48 | 0.10 |
Data as of 01/08/2015, Common starting date is 04/29/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FVI (First Trust Total US Market AlphaDEX ETF) |
-16.71%
Feb 2006 – Feb 2009 |
-4.14%
Sep 2006 – Sep 2011 |
6.52%
Dec 2004 – Dec 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FVI (First Trust Total US Market AlphaDEX ETF) |
22.07%
Feb 2009 – Feb 2012 |
20.13%
Feb 2009 – Feb 2014 |
8.94%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart