FAB
First Trust Multi Cap Value AlphaDEX Fund
ETF
$99.54+0.03 (+0.03%)Close Oct 2, 2026
May 11, 2007 – Oct 2, 2026, Dividends reinvested
- Final balance
- $45,185
- CAGR
- +8.09%
- Max drawdown
- −63.29%
- Sharpe ratio
- 0.45
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Growth of $10,000
Trailing returns (%)
Annualized from 3Y- 1M
- −6.47%
- 3M
- −2.49%
- 6M
- +5.96%
- YTD
- +13.07%
- 1Y
- +15.62%
- 3Y
- +15.42%
- 5Y
- +9.04%
- 10Y
- +10.08%
- 15Y
- +11.45%
- Since 2007
- +8.09%
Metrics
Since 2007| Volatility | 23.45% |
|---|---|
| Sortino ratio | 0.63 |
| Calmar ratio | 0.13 |
| Best year, 2009 | +48.36% |
| Worst year, 2008 | −36.09% |
| Positive years | 14 of 18 |
| Longest drawdown | 3.6 years |
Worst drawdowns
Since 2007| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −63.3% | Jun 2007 | Mar 2009 | Jan 2011 | 3.6 years |
| −47.1% | Jan 2020 | Mar 2020 | Nov 2020 | 10 months |
| −26.5% | Apr 2015 | Jan 2016 | Nov 2016 | 1.6 years |
| −24.2% | May 2011 | Oct 2011 | Feb 2012 | 9 months |
| −22.9% | Nov 2024 | Apr 2025 | Nov 2025 | 1 year |
Annual returns
2007 from May 11 · 2026 through Oct 2