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First Trust Industrials/Producer Durables AlphaDEX Fund (FXR)

ETF · Currency in USD
ISIN
US33734X1506
CUSIP
33734X150
Issuer
First Trust
Inception Date
May 8, 2007
Region
North America (U.S.)
Category
Industrials Equities
Expense Ratio
0.64%
Index Tracked
StrataQuant Industrials Index
ETF Home Page
www.ftportfolios.com
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

FXRPrice Chart


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FXRPerformance

The chart shows the growth of $10,000 invested in First Trust Industrials/Producer Durables AlphaDEX Fund on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $42,502 for a total return of roughly 325.02%. All prices are adjusted for splits and dividends.


FXR (First Trust Industrials/Producer Durables AlphaDEX Fund)
Benchmark (S&P 500)

FXRReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-7.71%-7.73%
1M-4.17%-5.40%
6M-1.30%0.70%
1Y10.21%14.18%
5Y12.42%14.13%
10Y13.09%12.84%

FXRMonthly Returns Heatmap


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FXRSharpe 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 Industrials/Producer Durables AlphaDEX Fund Sharpe ratio is 0.65. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


FXR (First Trust Industrials/Producer Durables AlphaDEX Fund)
Benchmark (S&P 500)

FXRDividends

First Trust Industrials/Producer Durables AlphaDEX Fund granted a 0.57% dividend yield in the last twelve months, as of Jan 22, 2022. The annual payout for that period amounted to $0.33 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.33$0.33$0.53$0.33$0.40$0.22$0.17$0.16$0.33$0.12$0.41$0.10$0.10

Dividend yield

0.57%0.52%1.06%0.75%1.21%0.57%0.54%0.66%1.16%0.44%2.24%0.63%0.61%

FXRDrawdowns Chart

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


FXR (First Trust Industrials/Producer Durables AlphaDEX Fund)
Benchmark (S&P 500)

FXRWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Industrials/Producer Durables 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 Industrials/Producer Durables AlphaDEX Fund is 44.71%, recorded on Mar 23, 2020. It took 162 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.71%Jan 17, 202045Mar 23, 2020162Nov 10, 2020207
-30.16%Apr 28, 2011110Oct 3, 2011313Jan 2, 2013423
-27.24%Feb 25, 2015228Jan 20, 2016207Nov 11, 2016435
-25.38%Sep 19, 201867Dec 24, 2018139Jul 16, 2019206
-19.34%Apr 27, 201049Jul 6, 201086Nov 4, 2010135
-13.78%Jun 10, 201488Oct 13, 201430Nov 24, 2014118
-10.67%Jan 12, 201019Feb 8, 201018Mar 5, 201037
-10.64%Jan 29, 201866May 2, 201877Aug 21, 2018143
-9.34%Jul 25, 201916Aug 15, 201952Oct 29, 201968
-8.46%Jan 5, 202212Jan 21, 2022

FXRVolatility Chart

Current First Trust Industrials/Producer Durables AlphaDEX Fund volatility is 13.73%. 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.


FXR (First Trust Industrials/Producer Durables AlphaDEX Fund)
Benchmark (S&P 500)

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