Performance analysis of FXZ (FIRST TRUST MATERIALS ALPHADEX FUND)
Annual Return
Over the past 3 years, FXZ has had an average annual return of +13.25%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, FXZ has had an average annual return of +8%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, FXZ has had an average annual return of +11.72%, underperforming the benchmark SPY, which returned +15.53% annual.
Since May 10, 2007, FXZ has had an average annual return of +9.45%, underperforming the benchmark SPY, which returned +10.92% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +30.15% | +16.26% | -16.31% | +16.25% | -0.92% | +30.82% | +22.48% | +21.51% | -22.62% | +23.72% | +29.13% | -9.85% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | ||||
| -1.03% | +26.93% | +25.22% | -10.37% | +28.24% | +59.49% | -44.43% | +10.42% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +10.87% | +9.81% | -3.11% | +4.89% | +3.60% | +1.53% | +30.15% | ||||||
| 2025 | +5.25% | -3.61% | -3.42% | -3.79% | +1.52% | +5.58% | +0.90% | +7.37% | +0.33% | -2.45% | +4.97% | +3.38% | +16.26% |
| 2024 | -4.18% | +1.95% | +6.19% | -5.66% | +3.28% | -6.44% | +3.69% | -2.29% | +2.52% | -2.49% | +0.52% | -13.06% | -16.31% |
| 2023 | +16.42% | -2.32% | -4.82% | -3.95% | -8.13% | +12.21% | +6.20% | -2.53% | -4.64% | -5.11% | +7.06% | +8.18% | +16.25% |
| 2022 | -5.40% | +10.71% | +10.17% | -2.78% | +2.25% | -20.29% | +9.59% | -2.79% | -13.27% | +10.58% | +12.34% | -5.58% | -0.92% |
| 2021 | -1.23% | +7.81% | +7.95% | +4.71% | +7.12% | -6.83% | +0.66% | +1.29% | -4.20% | +7.40% | -3.89% | +8.01% | +30.82% |
| 2020 | -7.86% | -8.77% | -18.44% | +15.67% | +6.30% | +3.76% | +3.20% | +6.12% | -0.59% | +3.20% | +17.28% | +6.30% | +22.48% |
| 2019 | +11.10% | +3.62% | -1.35% | +2.03% | -10.92% | +11.94% | -0.16% | -7.84% | +5.69% | +1.05% | +4.76% | +2.14% | +21.51% |
| 2018 | +3.40% | -4.74% | -2.24% | -1.75% | +4.05% | -2.68% | +3.66% | -2.22% | -2.12% | -12.45% | +3.84% | -10.45% | -22.62% |
| 2017 | +5.33% | +0.53% | +0.05% | +0.58% | -0.89% | +2.64% | -0.03% | +0.47% | +4.25% | +3.48% | +1.11% | +4.18% | +23.72% |
Drawdown analysis of FXZ (FIRST TRUST MATERIALS ALPHADEX FUND)
The maximum drawdown for the FXZ was -65.47%, occurring on Mar 6, 2009. Recovery took 446 trading sessions.
Since May 10, 2007 FXZ has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 5 times
- 20% or more: 6 times
- 10% or more: 13 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.47% | May 16, 2008 | 202 | Mar 6, 2009 | 446 | Dec 10, 2010 | 648 |
| -49.41% | Jan 26, 2018 | 541 | Mar 23, 2020 | 166 | Nov 16, 2020 | 707 |
| -33.99% | Apr 9, 2024 | 250 | Apr 8, 2025 | 190 | Jan 9, 2026 | 440 |
| -32.59% | May 10, 2011 | 101 | Oct 3, 2011 | 304 | Dec 18, 2012 | 405 |
| -31.20% | Apr 20, 2022 | 109 | Sep 26, 2022 | 381 | Apr 3, 2024 | 490 |
| -26.87% | Jul 3, 2014 | 392 | Jan 25, 2016 | 116 | Jul 11, 2016 | 508 |
| -18.77% | Jul 19, 2007 | 20 | Aug 16, 2007 | 35 | Oct 5, 2007 | 55 |
| -18.28% | Oct 29, 2007 | 57 | Jan 22, 2008 | 60 | Apr 17, 2008 | 117 |
| -14.68% | Jun 1, 2021 | 33 | Jul 19, 2021 | 82 | Nov 11, 2021 | 115 |
| -12.75% | Feb 11, 2026 | 26 | Mar 20, 2026 | 12 | Apr 8, 2026 | 38 |
| -10.88% | Nov 12, 2021 | 12 | Dec 1, 2021 | 29 | Jan 12, 2022 | 41 |
| -10.29% | Jan 14, 2022 | 7 | Jan 26, 2022 | 15 | Feb 16, 2022 | 22 |
| -10.17% | Jan 12, 2021 | 12 | Jan 29, 2021 | 17 | Feb 24, 2021 | 29 |
| -9.01% | Feb 17, 2011 | 18 | Mar 16, 2011 | 38 | May 10, 2011 | 56 |
| -8.32% | Mar 14, 2013 | 21 | Apr 15, 2013 | 17 | May 8, 2013 | 38 |
| -7.39% | Jan 16, 2014 | 11 | Feb 3, 2014 | 12 | Feb 20, 2014 | 23 |
| -7.23% | May 20, 2013 | 24 | Jun 24, 2013 | 20 | Jul 23, 2013 | 44 |
| -6.71% | Sep 2, 2016 | 42 | Nov 2, 2016 | 8 | Nov 14, 2016 | 50 |
| -6.69% | May 6, 2026 | 9 | May 19, 2026 | 5 | May 27, 2026 | 14 |
| -6.04% | Feb 13, 2013 | 7 | Feb 25, 2013 | 9 | Mar 8, 2013 | 16 |
| -5.64% | Mar 17, 2021 | 4 | Mar 23, 2021 | 7 | Apr 1, 2021 | 11 |
| -4.68% | Apr 2, 2014 | 7 | Apr 11, 2014 | 34 | Jun 2, 2014 | 41 |
| -4.63% | Apr 21, 2008 | 8 | May 1, 2008 | 8 | May 13, 2008 | 16 |
| -4.44% | Jul 19, 2017 | 16 | Aug 10, 2017 | 21 | Sep 11, 2017 | 37 |
| -4.42% | Mar 4, 2022 | 2 | Mar 8, 2022 | 2 | Mar 10, 2022 | 4 |