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First Trust Small Cap Value AlphaDEX Fund

FYT
ETF · Currency in USD
ISIN
US33737M4096
CUSIP
33737M409
Issuer
First Trust
Inception Date
Apr 18, 2011
Region
North America (U.S.)
Category
Small Cap Value Equities
Expense Ratio
0.72%
Index Tracked
NASDAQ AlphaDEX Small Cap Value Index
ETF Home Page
www.etf.com
Asset Class
Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

FYTPrice Chart


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FYTPerformance

The chart shows the growth of $10,000 invested in First Trust Small Cap Value AlphaDEX Fund on Apr 21, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $29,004 for a total return of roughly 190.04%. All prices are adjusted for splits and dividends.


FYT (First Trust Small Cap Value AlphaDEX Fund)
Benchmark (S&P 500)

FYTReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M8.07%
6M4.24%
YTD26.99%
1Y59.52%
5Y13.35%
10Y11.93%

FYTMonthly Returns Heatmap


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FYTSharpe 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 Small Cap Value AlphaDEX Fund Sharpe ratio is 2.19. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


FYT (First Trust Small Cap Value AlphaDEX Fund)
Benchmark (S&P 500)

FYTDividends

First Trust Small Cap Value AlphaDEX Fund granted a 1.00% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $0.52 per share.


PeriodTTM2020201920182017201620152014201320122011
Dividend$0.52$0.40$0.55$0.55$0.43$0.40$0.26$0.28$0.14$0.25$0.07

Dividend yield

1.00%0.96%1.44%1.78%1.16%1.16%0.96%0.85%0.42%1.11%0.38%

FYTDrawdowns Chart

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


FYT (First Trust Small Cap Value AlphaDEX Fund)
Benchmark (S&P 500)

FYTWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Small 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 Small Cap Value AlphaDEX Fund is 50.48%, recorded on Mar 18, 2020. It took 170 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.48%Aug 22, 2018395Mar 18, 2020170Nov 17, 2020565
-33.2%Apr 16, 2015192Jan 19, 2016224Dec 6, 2016416
-22.93%Jul 8, 201154Sep 22, 201182Jan 20, 2012136
-17.7%Feb 6, 201283Jun 4, 201272Sep 14, 2012155
-13.93%Jul 7, 201470Oct 13, 201488Feb 19, 2015158
-11.41%Sep 17, 201242Nov 15, 201230Dec 31, 201272
-10.87%Jun 9, 202128Jul 19, 2021
-10.12%Jan 16, 201818Feb 8, 201881Jun 6, 201899
-9.53%Dec 12, 2016174Aug 21, 201726Sep 27, 2017200
-8.27%May 3, 201132Jun 16, 201114Jul 7, 201146

FYTVolatility Chart

Current First Trust Small Cap Value AlphaDEX Fund volatility is 9.21%. 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.


FYT (First Trust Small Cap Value AlphaDEX Fund)
Benchmark (S&P 500)

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