Performance analysis of FYT (FIRST TRUST SMALL CAP VALUE ALPHADEX FUND)
Annual Return
Over the past 3 years, FYT has had an average annual return of +15.72%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, FYT has had an average annual return of +6.10%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, FYT has had an average annual return of +10.18%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Apr 20, 2011, FYT has had an average annual return of +9.52%, underperforming the benchmark SPY, which returned +14.20% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +17.42% | +4% | +3.24% | +22.88% | -14.05% | +29.30% | +9.81% | +25.79% | -14.73% | +7.13% | +30.18% | -17.11% |
| 2014 | 2013 | 2012 | 2011 | ||||||||
| +4.13% | +43.34% | +17.96% | -4.08% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.41% | +3.69% | -1.81% | +7.95% | -1.16% | +0.63% | +17.42% | ||||||
| 2025 | +1.10% | -6.17% | -4.70% | -6.77% | +4.96% | +3.63% | +1.91% | +10.03% | -0.79% | -2.64% | +3.75% | +0.96% | +4% |
| 2024 | -4.52% | +1.48% | +3.33% | -5.98% | +4.21% | -2.33% | +13.15% | -4.35% | -0.39% | -3.19% | +11.68% | -7.55% | +3.24% |
| 2023 | +12.76% | -1.97% | -7.90% | -2.67% | -4.54% | +9.11% | +9.48% | -2.23% | -4.42% | -5.03% | +8.22% | +13.24% | +22.88% |
| 2022 | -3.85% | +1.38% | -1.13% | -6.61% | +3.15% | -10.29% | +10.39% | -5.05% | -11.88% | +13.47% | +4.50% | -5.78% | -14.05% |
| 2021 | +2.64% | +11.03% | +6.43% | +1.84% | +2.91% | -3.24% | -1.38% | +1.35% | -1.65% | +3.41% | -2.63% | +6.20% | +29.30% |
| 2020 | -8.79% | -12.10% | -28.15% | +26.39% | +5.28% | +3.23% | +1.83% | +6.37% | -5.38% | +3.72% | +20.11% | +8.69% | +9.81% |
| 2019 | +13.73% | +2.87% | -2.79% | +3.90% | -12.04% | +7.99% | +0.64% | -7.28% | +8.02% | +1.13% | +3.60% | +6.13% | +25.79% |
| 2018 | +1% | -4.54% | -0.26% | +1.94% | +5.21% | +1.85% | +1.14% | +1.82% | -2.08% | -9.04% | +1.67% | -12.97% | -14.73% |
| 2017 | -1.49% | +0.12% | -0.50% | +1.11% | -4.23% | +3.40% | +0.88% | -3.47% | +7.79% | +0.20% | +3.92% | -0.24% | +7.13% |
Drawdown analysis of FYT (FIRST TRUST SMALL CAP VALUE ALPHADEX FUND)
The maximum drawdown for the FYT was -50.49%, occurring on Mar 18, 2020. Recovery took 170 trading sessions.
The current FYT drawdown is -0.96%.
Since Apr 20, 2011 FYT has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 5 times
- 10% or more: 11 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.49% | Aug 21, 2018 | 395 | Mar 18, 2020 | 170 | Nov 17, 2020 | 565 |
| -33.20% | Apr 15, 2015 | 192 | Jan 19, 2016 | 224 | Dec 6, 2016 | 416 |
| -28.90% | Nov 25, 2024 | 90 | Apr 8, 2025 | 190 | Jan 9, 2026 | 280 |
| -24.95% | Jan 4, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -22.94% | Jul 7, 2011 | 54 | Sep 22, 2011 | 82 | Jan 20, 2012 | 136 |
| -17.71% | Feb 3, 2012 | 83 | Jun 4, 2012 | 72 | Sep 14, 2012 | 155 |
| -13.93% | Jul 3, 2014 | 70 | Oct 13, 2014 | 88 | Feb 19, 2015 | 158 |
| -11.39% | Sep 14, 2012 | 42 | Nov 15, 2012 | 25 | Dec 21, 2012 | 67 |
| -10.87% | Jun 8, 2021 | 28 | Jul 19, 2021 | 76 | Nov 3, 2021 | 104 |
| -10.75% | Jul 31, 2024 | 8 | Aug 12, 2024 | 61 | Nov 6, 2024 | 69 |
| -10.11% | Jan 12, 2018 | 18 | Feb 8, 2018 | 81 | Jun 6, 2018 | 99 |
| -9.53% | Dec 9, 2016 | 174 | Aug 21, 2017 | 26 | Sep 27, 2017 | 200 |
| -9.15% | Dec 26, 2023 | 77 | Apr 17, 2024 | 61 | Jul 16, 2024 | 138 |
| -8.26% | Apr 29, 2011 | 33 | Jun 16, 2011 | 14 | Jul 7, 2011 | 47 |
| -8.16% | Nov 11, 2021 | 13 | Dec 1, 2021 | 23 | Jan 4, 2022 | 36 |
| -7.89% | Mar 12, 2021 | 8 | Mar 24, 2021 | 31 | May 7, 2021 | 39 |
| -7.48% | Feb 20, 2026 | 20 | Mar 20, 2026 | 13 | Apr 9, 2026 | 33 |
| -7.01% | Dec 24, 2013 | 26 | Feb 3, 2014 | 17 | Feb 27, 2014 | 43 |
| -6.84% | Apr 2, 2014 | 33 | May 20, 2014 | 29 | Jul 1, 2014 | 62 |
| -6.73% | Mar 15, 2013 | 22 | Apr 17, 2013 | 12 | May 3, 2013 | 34 |
| -5.85% | Nov 24, 2020 | 3 | Nov 30, 2020 | 4 | Dec 4, 2020 | 7 |
| -5.67% | Jan 20, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -5.43% | Apr 28, 2026 | 13 | May 15, 2026 | Ongoing | Ongoing | Ongoing |
| -5.37% | Jul 22, 2013 | 29 | Aug 30, 2013 | 12 | Sep 18, 2013 | 41 |
| -4.66% | Jun 18, 2013 | 4 | Jun 24, 2013 | 9 | Jul 8, 2013 | 13 |