Performance analysis of FEP (FIRST TRUST EUROPE ALPHADEX FUND)
Annual Return
Over the past 3 years, FEP has had an average annual return of +25.17%, outperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, FEP has had an average annual return of +9.80%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, FEP has had an average annual return of +10.36%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Apr 26, 2011, FEP has had an average annual return of +7.19%, underperforming the benchmark SPY, which returned +14.12% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.02% | +55.69% | +3.37% | +16.82% | -22.99% | +17% | +4.09% | +24.84% | -18.99% | +36.28% | +0.75% | +2.86% |
| 2014 | 2013 | 2012 | 2011 | ||||||||
| -10.22% | +30.03% | +23.48% | -29.10% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.16% | +3.46% | -7.37% | +6.45% | +2.27% | +0.24% | +11.02% | ||||||
| 2025 | +4.88% | +5.59% | +3.22% | +4.48% | +9.26% | +4.63% | -0.24% | +4.05% | +3.53% | -0.25% | +0.99% | +5.33% | +55.69% |
| 2024 | -2.33% | +1.89% | +4.78% | -1.76% | +7.20% | -4.66% | +3.56% | +2.02% | +0.88% | -4.03% | -0.86% | -2.63% | +3.37% |
| 2023 | +11.10% | -1.45% | -1.26% | +1.94% | -6.09% | +6.08% | +4.82% | -4.32% | -4.08% | -4.73% | +10.77% | +4.84% | +16.82% |
| 2022 | -4.50% | -6.71% | +0.72% | -7.84% | +3.06% | -12.61% | +3.19% | -6.84% | -11.83% | +9.48% | +12.25% | -0.74% | -22.99% |
| 2021 | +0.16% | +2.07% | +4.62% | +3.98% | +5.25% | -2.67% | +2.22% | +1.90% | -5.26% | +4.05% | -4.35% | +4.56% | +17% |
| 2020 | -3.03% | -7.76% | -22.77% | +7.58% | +7.90% | +1.90% | +5.26% | +7.37% | -3.01% | -4.91% | +15.48% | +5.85% | +4.09% |
| 2019 | +9.88% | +1.64% | +0.67% | +3.70% | -7.45% | +7.14% | -2.47% | -2.30% | +2.95% | +3.72% | +1.91% | +4.14% | +24.84% |
| 2018 | +6.55% | -5.19% | +0.62% | +1.46% | -0.97% | -2.35% | +3.36% | -2.42% | -0.79% | -11.46% | -3.34% | -5.16% | -18.99% |
| 2017 | +4.48% | +0.36% | +4.56% | +5.95% | +4.37% | -0.51% | +4.11% | +0.86% | +3.45% | +1.46% | -0.16% | +2.67% | +36.28% |
Drawdown analysis of FEP (FIRST TRUST EUROPE ALPHADEX FUND)
The maximum drawdown for the FEP was -46.03%, occurring on Mar 18, 2020. Recovery took 203 trading sessions.
The current FEP drawdown is -0.55%.
Since Apr 26, 2011 FEP has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 3 times
- 20% or more: 4 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.03% | Jan 26, 2018 | 538 | Mar 18, 2020 | 203 | Jan 6, 2021 | 741 |
| -39.01% | Sep 2, 2021 | 268 | Sep 27, 2022 | 599 | Feb 18, 2025 | 867 |
| -34.70% | May 3, 2011 | 273 | Jun 1, 2012 | 293 | Aug 2, 2013 | 566 |
| -26.30% | Jun 6, 2014 | 424 | Feb 11, 2016 | 307 | May 2, 2017 | 731 |
| -15.83% | Mar 19, 2025 | 13 | Apr 7, 2025 | 15 | Apr 29, 2025 | 28 |
| -12.13% | Feb 25, 2026 | 17 | Mar 20, 2026 | 32 | May 6, 2026 | 49 |
| -7.80% | Jun 7, 2021 | 29 | Jul 19, 2021 | 19 | Aug 13, 2021 | 48 |
| -7.41% | Jan 15, 2014 | 12 | Feb 3, 2014 | 8 | Feb 13, 2014 | 20 |
| -6.01% | Apr 2, 2014 | 9 | Apr 15, 2014 | 36 | Jun 6, 2014 | 45 |
| -5.42% | Aug 9, 2013 | 15 | Aug 30, 2013 | 6 | Sep 10, 2013 | 21 |
| -4.99% | Oct 3, 2025 | 34 | Nov 20, 2025 | 9 | Dec 4, 2025 | 43 |
| -4.38% | Aug 22, 2025 | 7 | Sep 3, 2025 | 19 | Sep 30, 2025 | 26 |
| -4.36% | Jan 8, 2021 | 12 | Jan 27, 2021 | 11 | Feb 11, 2021 | 23 |
| -4.13% | Mar 6, 2014 | 6 | Mar 14, 2014 | 13 | Apr 2, 2014 | 19 |
| -4.10% | Jul 23, 2025 | 7 | Aug 1, 2025 | 5 | Aug 8, 2025 | 12 |
| -3.85% | Feb 16, 2021 | 12 | Mar 4, 2021 | 5 | Mar 11, 2021 | 17 |
| -3.46% | Oct 22, 2013 | 21 | Nov 20, 2013 | 22 | Dec 23, 2013 | 43 |
| -3.38% | Mar 7, 2025 | 4 | Mar 13, 2025 | 2 | Mar 17, 2025 | 6 |
| -3.32% | Aug 13, 2021 | 4 | Aug 19, 2021 | 10 | Sep 2, 2021 | 14 |
| -3.25% | Nov 6, 2017 | 5 | Nov 13, 2017 | 25 | Dec 19, 2017 | 30 |
| -2.96% | May 6, 2026 | 9 | May 19, 2026 | 4 | May 26, 2026 | 13 |
| -2.93% | Jun 2, 2017 | 9 | Jun 15, 2017 | 19 | Jul 13, 2017 | 28 |
| -2.83% | Jul 9, 2025 | 4 | Jul 15, 2025 | 6 | Jul 23, 2025 | 10 |
| -2.70% | Feb 28, 2014 | 1 | Mar 3, 2014 | 3 | Mar 6, 2014 | 4 |
| -2.68% | May 7, 2021 | 3 | May 12, 2021 | 4 | May 18, 2021 | 7 |