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First Trust Total US Market AlphaDEX ETF (TUSA)

ETF · Currency in USD · Last updated May 21, 2022

TUSA is a passive ETF by First Trust tracking the investment results of the NASDAQ AlphaDEX Total US Market Index. TUSA launched on Dec 5, 2006 and has a 0.70% expense ratio.

ETF Info

  • ISINUS33733E7085
  • CUSIP33733E708
  • IssuerFirst Trust
  • Inception DateDec 5, 2006
  • RegionNorth America (U.S.)
  • CategoryAll Cap Equities
  • Expense Ratio0.70%
  • Index TrackedNASDAQ AlphaDEX Total US Market Index
  • ETF Home Pagewww.ftportfolios.com
  • Asset ClassEquity
  • Asset Class Size

    Multi-Cap
  • Asset Class Style

    Blend

Trading Data

  • Previous Close$43.69
  • Year Range$43.69 - $51.61
  • EMA (50)$46.20
  • EMA (200)$47.41
  • Average Volume$1.07K

TUSAShare Price Chart


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TUSAPerformance

The chart shows the growth of $10,000 invested in First Trust Total US Market AlphaDEX ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $28,634 for a total return of roughly 186.34%. All prices are adjusted for splits and dividends.


TUSA (First Trust Total US Market AlphaDEX ETF)
Benchmark (^GSPC)

TUSAReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.37%-11.18%
YTD-13.55%-16.87%
6M-15.37%-15.50%
1Y-7.38%-8.28%
5Y10.43%9.42%
10Y13.03%10.73%

TUSAMonthly Returns Heatmap


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TUSASharpe 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 Total US Market AlphaDEX ETF Sharpe ratio is -0.41. 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.


TUSA (First Trust Total US Market AlphaDEX ETF)
Benchmark (^GSPC)

TUSADividend History

First Trust Total US Market AlphaDEX ETF granted a 0.98% dividend yield in the last twelve months, as of May 21, 2022. The annual payout for that period amounted to $0.42 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.42$0.36$0.40$0.41$0.33$0.26$0.35$0.23$0.28$0.22$0.40$0.21$0.29

Dividend yield

0.98%0.72%1.00%1.16%1.18%0.83%1.31%1.02%1.16%0.92%2.33%1.28%1.64%

TUSADrawdowns Chart

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


TUSA (First Trust Total US Market AlphaDEX ETF)
Benchmark (^GSPC)

TUSAWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Total US Market AlphaDEX ETF. 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 Total US Market AlphaDEX ETF is 42.47%, recorded on Mar 23, 2020. It took 151 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.47%Feb 20, 202022Mar 23, 2020151Nov 11, 2020173
-26.84%Feb 18, 2011129Oct 4, 2011239Feb 19, 2013368
-22.6%Sep 21, 201863Dec 27, 2018233Dec 18, 2019296
-21.84%Sep 5, 2014268Feb 8, 2016133Nov 14, 2016401
-15.94%Nov 17, 2021126May 19, 2022
-13.02%Apr 27, 201043Jul 2, 201060Oct 18, 2010103
-10.39%Jan 13, 201017Feb 5, 201017Mar 3, 201034
-8.93%Jan 29, 20189Feb 9, 201872Jun 6, 201881
-7.24%Jan 16, 201412Feb 5, 201413Mar 5, 201425
-5.5%Jun 9, 202128Jul 19, 202113Aug 9, 202141

TUSAVolatility Chart

Current First Trust Total US Market AlphaDEX ETF volatility is 31.19%. 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.


TUSA (First Trust Total US Market AlphaDEX ETF)
Benchmark (^GSPC)

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