Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TUSA (First Trust Total US Market AlphaDEX ETF) | NA | 5.79% | 5.56% | 9.57% | NA | NA | NA | … | … |
Data as of 01/29/2024, Common starting date is 01/12/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TUSA (First Trust Total US Market AlphaDEX ETF) | 01/12/2015 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.85 | 5.79 | 5.56 | 9.57 | NA | NA | NA | … | … | 0.12 | 12.19 | -13.53 | 24.78 | 14.14 | 24.29 | -10.34 | 20.07 | 14.41 | -3.98 |
| Sharpe Ratio | NA | 0.06 | 0.19 | 0.32 | NA | NA | NA | … | … | -0.21 | 0.49 | -0.63 | 1.43 | 0.31 | 1.57 | -0.64 | 1.95 | 0.93 | -0.27 |
| Standard Deviation(%) | NA | 16.12 | 19.36 | 24.92 | NA | NA | NA | … | … | 10.18 | 16.58 | 23.82 | 17.37 | 44.45 | 14.62 | 18.23 | 10.03 | 15.20 | 15.35 |
| Draw Down(%) | NA | 14.65 | 23.35 | 42.47 | NA | NA | NA | … | … | 4.02 | 14.65 | 21.46 | 7.46 | 42.47 | 8.07 | 22.60 | 4.59 | 13.92 | 12.86 |
| Yield(%) | 0.00 | 2.23 | 1.87 | 1.98 | 1.65 | 1.10 | 0.83 | … | … | 0.00 | 2.37 | 1.95 | 0.90 | 1.11 | 1.39 | 1.01 | 0.94 | 1.12 | 0.91 |
Data as of 01/29/2024, Common starting date is 01/12/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TUSA (First Trust Total US Market AlphaDEX ETF) |
-4.40%
Mar 2017 – Mar 2020 |
-0.59%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TUSA (First Trust Total US Market AlphaDEX ETF) |
21.56%
Mar 2020 – Mar 2023 |
15.64%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart