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First Trust Europe AlphaDEX Fund (FEP)

ETF · Currency in USD
ISIN
US33737J1170
CUSIP
33737J117
Issuer
First Trust
Inception Date
Apr 26, 2011
Region
Developed Europe (Broad)
Category
Europe Equities
Expense Ratio
0.80%
Index Tracked
Defined Europe Index
ETF Home Page
www.ftportfolios.com
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

FEPPrice Chart


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FEPPerformance

The chart shows the growth of $10,000 invested in First Trust Europe AlphaDEX Fund on Apr 27, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,120 for a total return of roughly 71.20%. All prices are adjusted for splits and dividends.


FEP (First Trust Europe AlphaDEX Fund)
Benchmark (S&P 500)

FEPReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-5.08%0.43%
6M-4.39%9.37%
YTD11.89%22.33%
1Y18.45%26.59%
5Y10.79%15.74%
10Y9.36%14.46%

FEPMonthly Returns Heatmap


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FEPSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current First Trust Europe AlphaDEX Fund Sharpe ratio is 1.20. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


FEP (First Trust Europe AlphaDEX Fund)
Benchmark (S&P 500)

FEPDividends

First Trust Europe AlphaDEX Fund granted a 3.52% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $1.47 per share.


PeriodTTM2020201920182017201620152014201320122011
Dividend$1.47$0.88$0.99$0.81$0.64$0.62$0.65$0.72$0.52$0.56$0.49

Dividend yield

3.52%2.32%2.63%2.62%1.65%2.14%2.20%2.47%1.55%2.15%2.24%

FEPDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


FEP (First Trust Europe AlphaDEX Fund)
Benchmark (S&P 500)

FEPWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Europe AlphaDEX Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the First Trust Europe AlphaDEX Fund is 46.05%, recorded on Mar 18, 2020. It took 203 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.05%Jan 29, 2018538Mar 18, 2020203Jan 6, 2021741
-35.32%May 4, 2011273Jun 1, 2012298Aug 9, 2013571
-26.32%Jun 9, 2014424Feb 11, 2016307May 2, 2017731
-7.78%Jun 8, 202129Jul 19, 202119Aug 13, 202148
-7.41%Jan 16, 201412Feb 3, 20148Feb 13, 201420
-6.93%Sep 3, 202123Oct 6, 2021
-6.01%Apr 3, 20149Apr 15, 201436Jun 6, 201445
-5.42%Aug 12, 201315Aug 30, 20136Sep 10, 201321
-4.36%Jan 11, 202112Jan 27, 202111Feb 11, 202123
-4.14%Mar 7, 20146Mar 14, 201413Apr 2, 201419

FEPVolatility Chart

Current First Trust Europe AlphaDEX Fund volatility is 13.01%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FEP (First Trust Europe AlphaDEX Fund)
Benchmark (S&P 500)

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