Performance analysis of FNK (FIRST TRUST MID CAP VALUE ALPHADEX FUND)
Annual Return
Over the past 3 years, FNK has had an average annual return of +11.03%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, FNK has had an average annual return of +9.21%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, FNK has had an average annual return of +9.55%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Apr 20, 2011, FNK has had an average annual return of +9.25%, underperforming the benchmark SPY, which returned +13.97% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +12.80% | +5.65% | +6.64% | +21.01% | -7.24% | +33.58% | +1.21% | +20.55% | -14.72% | +11.81% | +26.35% | -13.48% |
| 2014 | 2013 | 2012 | 2011 | ||||||||
| +5.65% | +38.53% | +17.38% | -7.39% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.05% | +2.34% | -4.17% | +5.37% | -1.30% | +3.58% | +1.66% | +12.80% | |||||
| 2025 | +2.64% | -4.22% | -3.79% | -5.79% | +4.93% | +4.19% | +1.37% | +6.77% | -1.00% | -3.35% | +3.74% | +0.95% | +5.65% |
| 2024 | -2.95% | +2.80% | +6.65% | -6.25% | +4.33% | -3.21% | +9.07% | -1.85% | +0.17% | -2.40% | +8.88% | -7.10% | +6.64% |
| 2023 | +12.80% | -3.77% | -5.99% | -0.57% | -5.11% | +11.32% | +7.29% | -3.73% | -5.01% | -5.02% | +8.28% | +11.90% | +21.01% |
| 2022 | -2.46% | +0.83% | +0.90% | -4.93% | +3.25% | -10.75% | +9.58% | -3.50% | -10.93% | +10.85% | +8% | -5.38% | -7.24% |
| 2021 | +1.56% | +9.94% | +7.54% | +5.23% | +1.81% | -2.95% | +0.49% | +2.67% | -3.01% | +4.36% | -3.41% | +6.06% | +33.58% |
| 2020 | -5.44% | -11.66% | -29.70% | +20.06% | +4.54% | +4.76% | +0.31% | +5.26% | -4.96% | +4.43% | +17.06% | +6.85% | +1.21% |
| 2019 | +12.64% | +3.06% | -2.14% | +3.99% | -11.13% | +8.30% | +0.38% | -8.20% | +6.60% | +1.37% | +3.17% | +3.21% | +20.55% |
| 2018 | +0.91% | -5.30% | +0.23% | -0.09% | +3.52% | +0.75% | +1.86% | +2.10% | -1.37% | -8.12% | +2.90% | -11.89% | -14.72% |
| 2017 | +1.25% | +1.62% | -1.09% | -0.03% | -3.00% | +3.36% | +0.79% | -1.68% | +4.33% | +0.73% | +3.83% | +1.38% | +11.81% |
Drawdown analysis of FNK (FIRST TRUST MID CAP VALUE ALPHADEX FUND)
The maximum drawdown for the FNK was -50.70%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current FNK drawdown is -1.25%.
Since Apr 20, 2011 FNK has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 5 times
- 10% or more: 9 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.70% | Aug 21, 2018 | 398 | Mar 23, 2020 | 200 | Jan 6, 2021 | 598 |
| -27.38% | Apr 15, 2015 | 193 | Jan 20, 2016 | 211 | Nov 17, 2016 | 404 |
| -26.21% | Jul 7, 2011 | 62 | Oct 4, 2011 | 84 | Feb 3, 2012 | 146 |
| -25.16% | Nov 25, 2024 | 90 | Apr 8, 2025 | 187 | Jan 6, 2026 | 277 |
| -20.40% | Jan 14, 2022 | 178 | Sep 30, 2022 | 81 | Jan 27, 2023 | 259 |
| -17.79% | Feb 2, 2023 | 63 | May 4, 2023 | 155 | Dec 14, 2023 | 218 |
| -14.06% | Mar 19, 2012 | 53 | Jun 4, 2012 | 72 | Sep 14, 2012 | 125 |
| -13.02% | Jul 1, 2014 | 72 | Oct 13, 2014 | 126 | Apr 15, 2015 | 198 |
| -10.06% | Jan 23, 2018 | 47 | Apr 2, 2018 | 98 | Aug 20, 2018 | 145 |
| -9.48% | Sep 14, 2012 | 42 | Nov 15, 2012 | 22 | Dec 18, 2012 | 64 |
| -9.13% | Feb 6, 2026 | 29 | Mar 20, 2026 | 57 | Jun 11, 2026 | 86 |
| -8.86% | Jul 31, 2024 | 5 | Aug 7, 2024 | 64 | Nov 6, 2024 | 69 |
| -8.69% | May 7, 2021 | 49 | Jul 19, 2021 | 65 | Oct 19, 2021 | 114 |
| -8.00% | Nov 16, 2021 | 10 | Dec 1, 2021 | 23 | Jan 4, 2022 | 33 |
| -7.50% | Mar 28, 2024 | 13 | Apr 17, 2024 | 61 | Jul 16, 2024 | 74 |
| -7.20% | May 12, 2011 | 21 | Jun 13, 2011 | 17 | Jul 7, 2011 | 38 |
| -7.18% | Jan 22, 2014 | 10 | Feb 5, 2014 | 16 | Feb 28, 2014 | 26 |
| -6.42% | Aug 1, 2013 | 22 | Sep 3, 2013 | 20 | Oct 1, 2013 | 42 |
| -6.20% | Mar 1, 2017 | 55 | May 18, 2017 | 90 | Sep 26, 2017 | 145 |
| -5.88% | Dec 26, 2023 | 14 | Jan 17, 2024 | 35 | Mar 7, 2024 | 49 |
| -5.87% | Mar 15, 2021 | 7 | Mar 24, 2021 | 12 | Apr 12, 2021 | 19 |
| -5.36% | Mar 28, 2013 | 14 | Apr 18, 2013 | 13 | May 7, 2013 | 27 |
| -5.04% | May 21, 2013 | 23 | Jun 24, 2013 | 9 | Jul 8, 2013 | 32 |
| -5.04% | Jan 20, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -4.70% | Feb 28, 2012 | 5 | Mar 6, 2012 | 5 | Mar 13, 2012 | 10 |