First Trust Large Cap Value AlphaDEX Fund (FTA)

The chart shows the growth of $10,000 invested in First Trust Large Cap Value AlphaDEX Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $28,207 for a total return of roughly 182.07%. All prices are adjusted for splits and dividends.

First Trust Large Cap Value AlphaDEX Fund had a return of -3.69% year-to-date (YTD) and -6.40% in the last 12 months. Over the past 10 years, First Trust Large Cap Value AlphaDEX Fund had an annualized return of 8.60%, while the S&P 500 had an annualized return of 9.71%, indicating that First Trust Large Cap Value AlphaDEX Fund did not perform as well as the benchmark.

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 Large Cap Value AlphaDEX Fund Sharpe ratio is -0.29. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

First Trust Large Cap Value AlphaDEX Fund granted a 2.23% dividend yield in the last twelve months. The annual payout for that period amounted to $1.42 per share.

The table displays the monthly dividend distributions for First Trust Large Cap Value AlphaDEX Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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

The table below shows the maximum drawdowns of the First Trust Large Cap Value 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 Large Cap Value AlphaDEX Fund is 62.45%, recorded on Mar 6, 2009. It took 523 trading sessions for the portfolio to recover.

Current First Trust Large Cap Value AlphaDEX Fund volatility is 27.07%. 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.