Performance analysis of FGM (FIRST TRUST GERMANY ALPHADEX FUND)
Annual Return
Over the past 3 years, FGM has had an average annual return of +22.58%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, FGM has had an average annual return of +4.66%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, FGM has had an average annual return of +8.23%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Feb 17, 2012, FGM has had an average annual return of +7.59%, underperforming the benchmark SPY, which returned +14.75% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +5.41% | +63.58% | +1.36% | +13.26% | -30.46% | +6.09% | +17.25% | +20.79% | -25.13% | +44.28% | +1.72% | +1.72% |
| 2014 | 2013 | 2012 | |||||||||
| -13.23% | +28.29% | +10.55% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.25% | +3.90% | -13.63% | +7.64% | +3.07% | -1.28% | +5.41% | ||||||
| 2025 | +8.92% | +5.12% | +4.40% | +9.28% | +9.17% | +3.60% | -1.55% | +3.27% | +2.63% | -1.07% | +1.02% | +6.18% | +63.58% |
| 2024 | -2.88% | +2.62% | +3.85% | -4.11% | +4.91% | -6.57% | +1.54% | +3.02% | +3.47% | -3.70% | +0.44% | -0.48% | +1.36% |
| 2023 | +13.22% | -1.90% | -2.47% | +3.97% | -7.54% | +7.52% | +3.29% | -4.01% | -6.00% | -7.29% | +12.12% | +4.41% | +13.26% |
| 2022 | -4.83% | -8.45% | -5.81% | -6.45% | +1.71% | -16.64% | +2.31% | -5.13% | -12.24% | +10.73% | +11.94% | +1.20% | -30.46% |
| 2021 | -0.24% | -0.21% | +5.42% | +3.76% | +5.32% | -2.12% | +0.21% | +2.51% | -6.20% | +1.39% | -4.96% | +1.77% | +6.09% |
| 2020 | -3.80% | -8.90% | -19.56% | +12.14% | +12.36% | +3.31% | +5.95% | +8.07% | -4.10% | -5.25% | +16.73% | +5.20% | +17.25% |
| 2019 | +9.79% | +0.56% | -0.94% | +4.59% | -5.26% | +4.47% | -2.56% | -4.54% | +3.01% | +3.98% | +3.47% | +3.50% | +20.79% |
| 2018 | +5.61% | -7.29% | -0.29% | +1.58% | -2.25% | -5.83% | +5.75% | -0.35% | -4.32% | -10.75% | -2.39% | -6.62% | -25.13% |
| 2017 | +4.48% | +0.17% | +3.99% | +3.95% | +5.87% | +1.02% | +3.86% | +2.94% | +4.09% | +2.26% | +3.50% | +1.25% | +44.28% |
Drawdown analysis of FGM (FIRST TRUST GERMANY ALPHADEX FUND)
The maximum drawdown for the FGM was -51.56%, occurring on Mar 18, 2020. Recovery took 202 trading sessions.
The current FGM drawdown is -6.29%.
Since Feb 17, 2012 FGM has experienced the following drawdowns:
- 50% or more: 2 times
- 40% or more: 2 times
- 30% or more: 2 times
- 20% or more: 3 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.56% | Jan 23, 2018 | 541 | Mar 18, 2020 | 202 | Jan 5, 2021 | 743 |
| -51.07% | Jun 7, 2021 | 340 | Oct 11, 2022 | 653 | May 20, 2025 | 993 |
| -25.83% | Jun 6, 2014 | 422 | Feb 9, 2016 | 311 | May 4, 2017 | 733 |
| -18.47% | Mar 23, 2012 | 50 | Jun 5, 2012 | 71 | Sep 14, 2012 | 121 |
| -17.76% | Feb 9, 2026 | 28 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -11.01% | Feb 1, 2013 | 52 | Apr 18, 2013 | 78 | Aug 8, 2013 | 130 |
| -6.92% | Oct 3, 2025 | 34 | Nov 20, 2025 | 13 | Dec 10, 2025 | 47 |
| -6.40% | Sep 14, 2012 | 8 | Sep 26, 2012 | 42 | Nov 28, 2012 | 50 |
| -6.26% | Jan 16, 2014 | 11 | Feb 3, 2014 | 8 | Feb 13, 2014 | 19 |
| -5.96% | Jul 23, 2025 | 7 | Aug 1, 2025 | 15 | Aug 22, 2025 | 22 |
| -5.78% | Mar 6, 2014 | 28 | Apr 15, 2014 | 31 | May 30, 2014 | 59 |
| -4.73% | Apr 16, 2021 | 18 | May 12, 2021 | 4 | May 18, 2021 | 22 |
| -4.71% | Feb 16, 2021 | 13 | Mar 5, 2021 | 8 | Mar 17, 2021 | 21 |
| -4.56% | Aug 14, 2013 | 12 | Aug 30, 2013 | 6 | Sep 10, 2013 | 18 |
| -3.92% | Aug 22, 2025 | 7 | Sep 3, 2025 | 19 | Sep 30, 2025 | 26 |
| -3.60% | Jan 21, 2021 | 6 | Jan 29, 2021 | 11 | Feb 16, 2021 | 17 |
| -3.52% | Feb 28, 2014 | 1 | Mar 3, 2014 | 3 | Mar 6, 2014 | 4 |
| -3.35% | Jul 9, 2025 | 7 | Jul 18, 2025 | 3 | Jul 23, 2025 | 10 |
| -3.28% | Jun 5, 2025 | 10 | Jun 20, 2025 | 4 | Jun 26, 2025 | 14 |
| -3.06% | Jun 2, 2017 | 9 | Jun 15, 2017 | 17 | Jul 11, 2017 | 26 |
| -3.03% | Dec 31, 2013 | 1 | Jan 2, 2014 | 10 | Jan 16, 2014 | 11 |
| -2.74% | Jan 12, 2026 | 5 | Jan 20, 2026 | 2 | Jan 22, 2026 | 7 |
| -2.67% | Mar 22, 2021 | 3 | Mar 25, 2021 | 5 | Apr 1, 2021 | 8 |
| -2.45% | Jan 27, 2026 | 3 | Jan 30, 2026 | 5 | Feb 6, 2026 | 8 |
| -2.44% | Mar 1, 2012 | 6 | Mar 9, 2012 | 5 | Mar 16, 2012 | 11 |