Performance analysis of FJP (FIRST TRUST JAPAN ALPHADEX FUND)
Annual Return
Over the past 3 years, FJP has had an average annual return of +18.35%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, FJP has had an average annual return of +10.91%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, FJP has had an average annual return of +7.35%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Apr 26, 2011, FJP has had an average annual return of +5.82%, underperforming the benchmark SPY, which returned +13.90% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.89% | +33.58% | +5.81% | +22.97% | -12.86% | -1.16% | +3.60% | +7.73% | -18.61% | +27.63% | +2.40% | +5.35% |
| 2014 | 2013 | 2012 | 2011 | ||||||||
| -2.28% | +29.43% | -1.41% | -9.31% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.12% | +13.87% | -11.26% | +4.43% | +2.86% | -1.51% | -2.30% | +11.89% | |||||
| 2025 | +1.26% | +2.92% | +1.79% | +1.37% | +5.77% | +2.39% | -0.60% | +8.67% | +1.02% | +1.87% | +2.82% | +0.36% | +33.58% |
| 2024 | +3.22% | +2.06% | +4.43% | -4.60% | +1.83% | -3.10% | +3.78% | +0.46% | +0.98% | -4.67% | +2.82% | -0.98% | +5.81% |
| 2023 | +5.70% | -2.08% | +3.35% | +0.58% | -1.58% | +8.18% | +5.66% | -1.48% | -0.40% | -3.30% | +4.58% | +2.40% | +22.97% |
| 2022 | -2.11% | +0.10% | +1.18% | -9.58% | +2.67% | -8.29% | +2.57% | -1.35% | -9.62% | -0.08% | +13.75% | -0.66% | -12.86% |
| 2021 | -1.29% | +1.15% | +3.71% | -2.27% | +0.43% | -1.45% | -0.82% | +1.80% | +2.60% | -3.16% | -4.41% | +2.91% | -1.16% |
| 2020 | -3.67% | -9.57% | -8.02% | +5.35% | +7.91% | +0.67% | -1.69% | +6.42% | +1.74% | -4.59% | +8.79% | +2.26% | +3.60% |
| 2019 | +3.91% | -0.60% | +0.21% | +0.50% | -7.03% | +4.53% | -1.68% | -3.02% | +4.59% | +4.20% | +1.08% | +1.46% | +7.73% |
| 2018 | +2.85% | -3.53% | -0.91% | -0.49% | -1.45% | -3.55% | +0.75% | -0.93% | +4.37% | -11.11% | +2.73% | -7.99% | -18.61% |
| 2017 | +3.08% | +2.29% | +1.50% | +0.41% | +1.16% | +1.69% | +2.72% | +0.80% | +2.25% | +3.74% | +3.31% | +1.75% | +27.63% |
Drawdown analysis of FJP (FIRST TRUST JAPAN ALPHADEX FUND)
The maximum drawdown for the FJP was -41.51%, occurring on Mar 16, 2020. Recovery took 1012 trading sessions.
The current FJP drawdown is -8.30%.
Since Apr 26, 2011 FJP has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 9 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.51% | Jan 23, 2018 | 539 | Mar 16, 2020 | 1012 | Mar 22, 2024 | 1551 |
| -25.37% | Aug 2, 2011 | 212 | Jun 5, 2012 | 235 | May 14, 2013 | 447 |
| -22.46% | May 22, 2015 | 182 | Feb 11, 2016 | 272 | Mar 13, 2017 | 454 |
| -17.01% | Mar 25, 2025 | 9 | Apr 7, 2025 | 31 | May 21, 2025 | 40 |
| -16.44% | May 21, 2013 | 11 | Jun 6, 2013 | 156 | Jan 17, 2014 | 167 |
| -15.09% | Mar 27, 2024 | 90 | Aug 6, 2024 | 133 | Feb 18, 2025 | 223 |
| -14.43% | Feb 25, 2026 | 17 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -12.63% | Jul 28, 2014 | 57 | Oct 16, 2014 | 86 | Feb 20, 2015 | 143 |
| -10.47% | Jan 22, 2014 | 43 | Mar 25, 2014 | 59 | Jun 18, 2014 | 102 |
| -7.21% | May 10, 2011 | 9 | May 23, 2011 | 29 | Jul 5, 2011 | 38 |
| -6.58% | Sep 15, 2025 | 19 | Oct 10, 2025 | 21 | Nov 10, 2025 | 40 |
| -4.37% | Jun 27, 2025 | 11 | Jul 15, 2025 | 6 | Jul 23, 2025 | 17 |
| -4.12% | Mar 28, 2017 | 12 | Apr 13, 2017 | 13 | May 3, 2017 | 25 |
| -3.98% | Nov 14, 2025 | 4 | Nov 20, 2025 | 4 | Nov 26, 2025 | 8 |
| -3.56% | Apr 28, 2015 | 5 | May 5, 2015 | 9 | May 18, 2015 | 14 |
| -3.54% | Jun 2, 2025 | 13 | Jun 20, 2025 | 5 | Jun 27, 2025 | 18 |
| -3.53% | Nov 8, 2017 | 5 | Nov 15, 2017 | 21 | Dec 15, 2017 | 26 |
| -3.17% | Mar 7, 2025 | 2 | Mar 11, 2025 | 3 | Mar 14, 2025 | 5 |
| -2.96% | Jul 23, 2025 | 4 | Jul 29, 2025 | 4 | Aug 4, 2025 | 8 |
| -2.74% | Dec 15, 2025 | 2 | Dec 17, 2025 | 11 | Jan 5, 2026 | 13 |
| -2.64% | Jul 1, 2014 | 6 | Jul 10, 2014 | 12 | Jul 28, 2014 | 18 |
| -2.54% | Jun 2, 2017 | 23 | Jul 6, 2017 | 9 | Jul 19, 2017 | 32 |
| -2.34% | Jan 16, 2026 | 1 | Jan 20, 2026 | 5 | Jan 27, 2026 | 6 |
| -2.33% | Mar 2, 2015 | 6 | Mar 10, 2015 | 2 | Mar 12, 2015 | 8 |
| -2.17% | Mar 23, 2015 | 7 | Apr 1, 2015 | 2 | Apr 6, 2015 | 9 |