Performance analysis of FAD (FIRST TRUST MULTI CAP GROWTH ALPHADEX FUND)
Annual Return
Over the past 3 years, FAD has had an average annual return of +24.27%, outperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, FAD has had an average annual return of +11.47%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, FAD has had an average annual return of +14.56%, underperforming the benchmark SPY, which returned +15.53% annual.
Since May 11, 2007, FAD has had an average annual return of +10.63%, underperforming the benchmark SPY, which returned +10.87% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +17.43% | +17.23% | +23.85% | +19.07% | -24.06% | +21.17% | +34.90% | +26.66% | -6.45% | +25.75% | +5.92% | +2.21% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | ||||
| +8.66% | +38.44% | +10.88% | -0.79% | +25.16% | +30.87% | -38.76% | +1.78% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.67% | +1.36% | -5.64% | +11.93% | +6.04% | +0.74% | +17.43% | ||||||
| 2025 | +5% | -4.48% | -6.67% | -0.00857% | +7.80% | +5.34% | +2.33% | +3.24% | +3.56% | +2.25% | -1.09% | -0.32% | +17.23% |
| 2024 | -0.46% | +8.17% | +3.13% | -6.00% | +4.32% | +0.82% | +3.23% | +2.28% | +3.08% | +0.39% | +11.68% | -7.53% | +23.85% |
| 2023 | +6.11% | -1.79% | -0.67% | -0.61% | -0.85% | +9.47% | +3.64% | -3.48% | -5.08% | -5.73% | +10.59% | +7.72% | +19.07% |
| 2022 | -12.35% | -0.95% | +2.97% | -9.50% | -0.14% | -9.64% | +11.03% | -3.03% | -8.96% | +10.16% | +2.98% | -6.45% | -24.06% |
| 2021 | +2.79% | +3.15% | -1.55% | +3.94% | -0.07% | +6.27% | +0.01% | +3.66% | -4.58% | +6.65% | -2.30% | +2.01% | +21.17% |
| 2020 | +0.91% | -7.05% | -16.35% | +14.20% | +9.47% | +3.17% | +6.45% | +5.66% | -1.74% | -1.06% | +13.78% | +7.15% | +34.90% |
| 2019 | +9.79% | +6.02% | +0.55% | +2.89% | -5.38% | +7.02% | +1.96% | -2.14% | -1.43% | +1.17% | +3.32% | +1.05% | +26.66% |
| 2018 | +5.41% | -2.05% | +0.24% | -0.30% | +5.82% | +0.73% | +0.82% | +6.43% | -0.64% | -11.99% | +0.89% | -10.15% | -6.45% |
| 2017 | +3.29% | +3.02% | +0.98% | +1.43% | +0.84% | +1.54% | +1.83% | +0.71% | +3.08% | +3.52% | +2.50% | +0.48% | +25.75% |
Drawdown analysis of FAD (FIRST TRUST MULTI CAP GROWTH ALPHADEX FUND)
The maximum drawdown for the FAD was -54.33%, occurring on Mar 6, 2009. Recovery took 488 trading sessions.
Since May 11, 2007 FAD has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 3 times
- 20% or more: 6 times
- 10% or more: 11 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.33% | Oct 10, 2007 | 353 | Mar 6, 2009 | 488 | Feb 10, 2011 | 841 |
| -37.25% | Feb 19, 2020 | 20 | Mar 18, 2020 | 93 | Jul 30, 2020 | 113 |
| -31.99% | Nov 16, 2021 | 146 | Jun 16, 2022 | 521 | Jul 16, 2024 | 667 |
| -27.00% | Sep 14, 2018 | 69 | Dec 24, 2018 | 250 | Dec 20, 2019 | 319 |
| -24.87% | Jul 7, 2011 | 61 | Oct 3, 2011 | 315 | Jan 4, 2013 | 376 |
| -23.55% | Dec 4, 2024 | 84 | Apr 8, 2025 | 72 | Jul 23, 2025 | 156 |
| -16.92% | Jul 16, 2015 | 145 | Feb 11, 2016 | 103 | Jul 11, 2016 | 248 |
| -12.36% | Feb 12, 2021 | 15 | Mar 8, 2021 | 76 | Jun 24, 2021 | 91 |
| -11.08% | Jul 3, 2014 | 70 | Oct 13, 2014 | 21 | Nov 11, 2014 | 91 |
| -10.95% | Jul 19, 2007 | 20 | Aug 16, 2007 | 38 | Oct 10, 2007 | 58 |
| -10.67% | Jan 22, 2026 | 46 | Mar 30, 2026 | 10 | Apr 14, 2026 | 56 |
| -9.36% | Oct 27, 2025 | 18 | Nov 20, 2025 | 14 | Dec 11, 2025 | 32 |
| -9.33% | Jan 26, 2018 | 9 | Feb 8, 2018 | 20 | Mar 9, 2018 | 29 |
| -9.05% | Apr 29, 2011 | 30 | Jun 13, 2011 | 17 | Jul 7, 2011 | 47 |
| -9.01% | Jul 16, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -8.80% | Sep 7, 2016 | 42 | Nov 4, 2016 | 23 | Dec 8, 2016 | 65 |
| -8.34% | Sep 2, 2020 | 6 | Sep 11, 2020 | 18 | Oct 7, 2020 | 24 |
| -8.28% | Oct 13, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -7.64% | Mar 6, 2014 | 26 | Apr 11, 2014 | 48 | Jun 20, 2014 | 74 |
| -7.56% | Mar 12, 2018 | 14 | Apr 2, 2018 | 34 | May 18, 2018 | 48 |
| -7.30% | Jan 22, 2014 | 8 | Feb 3, 2014 | 13 | Feb 21, 2014 | 21 |
| -7.01% | Sep 3, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
| -6.69% | May 21, 2013 | 23 | Jun 24, 2013 | 12 | Jul 11, 2013 | 35 |
| -6.27% | Feb 17, 2011 | 18 | Mar 16, 2011 | 10 | Mar 30, 2011 | 28 |
| -5.08% | Aug 30, 2024 | 4 | Sep 6, 2024 | 6 | Sep 16, 2024 | 10 |