Performance analysis of FAB (FIRST TRUST MULTI CAP VALUE ALPHADEX FUND)
Annual Return
Over the past 3 years, FAB has had an average annual return of +15.53%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, FAB has had an average annual return of +8.03%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, FAB has had an average annual return of +10.48%, underperforming the benchmark SPY, which returned +15.53% annual.
Since May 23, 2007, FAB has had an average annual return of +8.12%, underperforming the benchmark SPY, which returned +10.83% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.59% | +9.87% | +7.82% | +15.80% | -6.80% | +30.81% | +2.38% | +23.71% | -14.61% | +14.61% | +25.80% | -12.48% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | ||||
| +7.75% | +37.31% | +17.79% | +0.41% | +22.38% | +48.41% | -36.12% | -14.50% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.35% | +4.03% | -2.86% | +4.89% | -0.63% | +0.57% | +11.59% | ||||||
| 2025 | +2.17% | -2.33% | -3.17% | -4.96% | +3.76% | +4.04% | +1.16% | +6.76% | -0.15% | -1.91% | +3.81% | +0.90% | +9.87% |
| 2024 | -2.13% | +2.20% | +6.18% | -5.22% | +3.48% | -2.33% | +8.13% | -0.73% | +0.48% | -2.05% | +8.44% | -7.47% | +7.82% |
| 2023 | +10.77% | -3.67% | -4.72% | -0.96% | -5.39% | +9.13% | +6.69% | -3.70% | -3.86% | -4.12% | +7.68% | +9.24% | +15.80% |
| 2022 | -1.73% | +0.23% | +1.11% | -4.84% | +3.62% | -10.69% | +8% | -3.59% | -10.43% | +11.89% | +7.22% | -5.01% | -6.80% |
| 2021 | +1.05% | +9.37% | +7.34% | +3.70% | +2.37% | -2.77% | +0.10% | +2.04% | -3.07% | +4.01% | -2.74% | +6.67% | +30.81% |
| 2020 | -5.42% | -11.64% | -26.26% | +20.87% | +4.48% | +2.75% | +1.41% | +5.08% | -4.72% | +2.83% | +16.25% | +5.49% | +2.38% |
| 2019 | +11.02% | +3.03% | -1.31% | +3.88% | -10.35% | +7.73% | +0.58% | -6.87% | +6.63% | +1.24% | +4.08% | +3.79% | +23.71% |
| 2018 | +1.72% | -3.72% | -1.83% | +0% | +1.78% | +1.58% | +1.92% | +1.55% | -0.84% | -7.35% | +1.86% | -11.30% | -14.61% |
| 2017 | +0.65% | +3.09% | -0.63% | +0.28% | -1.86% | +2.81% | +1.02% | -2.24% | +4.19% | +0.45% | +4.54% | +1.67% | +14.61% |
Drawdown analysis of FAB (FIRST TRUST MULTI CAP VALUE ALPHADEX FUND)
The maximum drawdown for the FAB was -63.30%, occurring on Mar 6, 2009. Recovery took 468 trading sessions.
The current FAB drawdown is -0.20%.
Since May 23, 2007 FAB has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 2 times
- 20% or more: 7 times
- 10% or more: 11 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.30% | Jun 4, 2007 | 443 | Mar 6, 2009 | 468 | Jan 12, 2011 | 911 |
| -47.08% | Jan 16, 2020 | 45 | Mar 23, 2020 | 172 | Nov 24, 2020 | 217 |
| -26.51% | Apr 15, 2015 | 193 | Jan 20, 2016 | 208 | Nov 14, 2016 | 401 |
| -24.24% | May 10, 2011 | 101 | Oct 3, 2011 | 85 | Feb 3, 2012 | 186 |
| -22.91% | Nov 25, 2024 | 90 | Apr 8, 2025 | 162 | Nov 28, 2025 | 252 |
| -21.28% | Sep 21, 2018 | 64 | Dec 24, 2018 | 246 | Dec 16, 2019 | 310 |
| -20.63% | Jan 14, 2022 | 178 | Sep 30, 2022 | 83 | Jan 31, 2023 | 261 |
| -16.47% | Feb 2, 2023 | 81 | May 31, 2023 | 137 | Dec 14, 2023 | 218 |
| -14.42% | Mar 26, 2012 | 48 | Jun 4, 2012 | 71 | Sep 13, 2012 | 119 |
| -10.94% | Jul 3, 2014 | 70 | Oct 13, 2014 | 53 | Dec 29, 2014 | 123 |
| -10.04% | Jan 26, 2018 | 44 | Apr 2, 2018 | 120 | Sep 20, 2018 | 164 |
| -8.92% | Sep 14, 2012 | 42 | Nov 15, 2012 | 22 | Dec 18, 2012 | 64 |
| -7.76% | Jun 8, 2021 | 28 | Jul 19, 2021 | 66 | Oct 20, 2021 | 94 |
| -7.35% | Jul 31, 2024 | 5 | Aug 7, 2024 | 47 | Oct 14, 2024 | 52 |
| -7.00% | Dec 29, 2014 | 12 | Jan 15, 2015 | 19 | Feb 12, 2015 | 31 |
| -6.96% | Nov 15, 2021 | 11 | Dec 1, 2021 | 19 | Dec 29, 2021 | 30 |
| -6.65% | Feb 20, 2026 | 20 | Mar 20, 2026 | 19 | Apr 17, 2026 | 39 |
| -6.53% | Dec 31, 2013 | 22 | Feb 3, 2014 | 16 | Feb 26, 2014 | 38 |
| -6.43% | Mar 28, 2024 | 13 | Apr 17, 2024 | 61 | Jul 16, 2024 | 74 |
| -5.44% | Jan 20, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -5.33% | May 21, 2013 | 23 | Jun 24, 2013 | 10 | Jul 9, 2013 | 33 |
| -5.06% | Feb 18, 2011 | 17 | Mar 16, 2011 | 10 | Mar 30, 2011 | 27 |
| -4.88% | Aug 1, 2013 | 22 | Sep 3, 2013 | 11 | Sep 18, 2013 | 33 |
| -4.74% | Dec 28, 2023 | 12 | Jan 17, 2024 | 34 | Mar 6, 2024 | 46 |
| -4.74% | Jul 25, 2017 | 19 | Aug 21, 2017 | 24 | Sep 25, 2017 | 43 |