Performance analysis of FTA (FIRST TRUST LARGE CAP VALUE ALPHADEX FUND)
Annual Return
Over the past 3 years, FTA has had an average annual return of +16.57%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, FTA has had an average annual return of +9.23%, underperforming the benchmark SPY, which returned +14.05% annual.
Over the past 10 years, FTA has had an average annual return of +11.10%, underperforming the benchmark SPY, which returned +15.53% annual.
Since May 11, 2007, FTA has had an average annual return of +8.33%, underperforming the benchmark SPY, which returned +10.87% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.74% | +14.94% | +10.13% | +10.07% | -3.75% | +29.30% | -0.42% | +24.72% | -13.62% | +18.47% | +24.04% | -10.35% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | ||||
| +10.72% | +34.17% | +18.20% | +1.42% | +18.63% | +40.49% | -35.84% | -11.77% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.72% | +5.19% | -2.30% | +3.10% | +0.15% | +0.56% | +11.74% | ||||||
| 2025 | +2.82% | -0.20% | -1.71% | -4.17% | +2.71% | +4.54% | +0.44% | +5.38% | +0.61% | -0.74% | +3.90% | +0.85% | +14.94% |
| 2024 | -0.86% | +2.87% | +6.15% | -4.15% | +2.72% | -1.69% | +5.54% | +1.46% | +0.99% | -1.46% | +7.07% | -7.89% | +10.13% |
| 2023 | +8.80% | -3.72% | -3.26% | -0.69% | -5.49% | +7.48% | +5.44% | -4.10% | -3.32% | -3.27% | +7.60% | +5.81% | +10.07% |
| 2022 | -0.41% | -0.54% | +2.27% | -4.09% | +3.68% | -11.06% | +6.39% | -2.73% | -9.75% | +11.81% | +7.55% | -4.35% | -3.75% |
| 2021 | +1.28% | +5.79% | +8.46% | +3.57% | +2.63% | -2.65% | +0.23% | +2.30% | -3.88% | +4.36% | -2.40% | +7.12% | +29.30% |
| 2020 | -4.51% | -11.12% | -22.84% | +17.72% | +4.20% | +1.36% | +1.96% | +4.31% | -2.94% | +0.28% | +14.21% | +3.45% | -0.42% |
| 2019 | +9.78% | +2.44% | -0.50% | +4.33% | -10.32% | +8.40% | +1.35% | -6.61% | +5.38% | +1.46% | +4.95% | +3.48% | +24.72% |
| 2018 | +3.24% | -4.95% | -1.23% | +0% | -0.49% | +0.25% | +3.38% | +1.08% | -0.63% | -5.80% | +2.16% | -10.59% | -13.62% |
| 2017 | +1.62% | +4.45% | -0.58% | +0.57% | +0.04% | +1.59% | +1.57% | -2.02% | +2.74% | +0.66% | +4.76% | +1.86% | +18.47% |
Drawdown analysis of FTA (FIRST TRUST LARGE CAP VALUE ALPHADEX FUND)
The maximum drawdown for the FTA was -62.45%, occurring on Mar 6, 2009. Recovery took 525 trading sessions.
Since May 11, 2007 FTA has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 2 times
- 20% or more: 5 times
- 10% or more: 9 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.45% | Jul 16, 2007 | 414 | Mar 6, 2009 | 525 | Apr 5, 2011 | 939 |
| -44.97% | Jan 17, 2020 | 44 | Mar 23, 2020 | 200 | Jan 6, 2021 | 244 |
| -23.81% | May 4, 2015 | 180 | Jan 20, 2016 | 206 | Nov 10, 2016 | 386 |
| -22.28% | Jan 26, 2018 | 229 | Dec 24, 2018 | 244 | Dec 12, 2019 | 473 |
| -22.05% | May 10, 2011 | 101 | Oct 3, 2011 | 88 | Feb 8, 2012 | 189 |
| -19.80% | Apr 20, 2022 | 113 | Sep 30, 2022 | 83 | Jan 31, 2023 | 196 |
| -18.73% | Nov 25, 2024 | 90 | Apr 8, 2025 | 94 | Aug 22, 2025 | 184 |
| -14.66% | Feb 2, 2023 | 185 | Oct 27, 2023 | 80 | Feb 23, 2024 | 265 |
| -14.16% | Mar 19, 2012 | 53 | Jun 4, 2012 | 71 | Sep 13, 2012 | 124 |
| -9.09% | Aug 29, 2014 | 30 | Oct 13, 2014 | 29 | Nov 21, 2014 | 59 |
| -8.37% | Sep 14, 2012 | 41 | Nov 14, 2012 | 23 | Dec 18, 2012 | 64 |
| -6.85% | Jan 14, 2022 | 35 | Mar 8, 2022 | 29 | Apr 19, 2022 | 64 |
| -6.42% | May 10, 2021 | 48 | Jul 19, 2021 | 66 | Oct 20, 2021 | 114 |
| -6.25% | Dec 29, 2014 | 12 | Jan 15, 2015 | 17 | Feb 10, 2015 | 29 |
| -6.23% | Dec 31, 2013 | 22 | Feb 3, 2014 | 17 | Feb 27, 2014 | 39 |
| -5.80% | Nov 21, 2014 | 16 | Dec 16, 2014 | 5 | Dec 23, 2014 | 21 |
| -5.73% | May 21, 2013 | 23 | Jun 24, 2013 | 12 | Jul 11, 2013 | 35 |
| -5.66% | Jul 30, 2024 | 4 | Aug 5, 2024 | 14 | Aug 23, 2024 | 18 |
| -5.66% | Nov 15, 2021 | 11 | Dec 1, 2021 | 11 | Dec 16, 2021 | 22 |
| -5.26% | Mar 28, 2024 | 12 | Apr 16, 2024 | 62 | Jul 16, 2024 | 74 |
| -5.25% | Feb 24, 2015 | 10 | Mar 10, 2015 | 25 | Apr 15, 2015 | 35 |
| -5.14% | Mar 2, 2026 | 14 | Mar 20, 2026 | 19 | Apr 17, 2026 | 33 |
| -4.62% | Aug 1, 2013 | 21 | Aug 30, 2013 | 11 | Sep 17, 2013 | 32 |
| -4.22% | Jul 24, 2014 | 10 | Aug 7, 2014 | 12 | Aug 25, 2014 | 22 |
| -4.08% | Apr 11, 2013 | 5 | Apr 18, 2013 | 11 | May 3, 2013 | 16 |