See what your fund actually adds
First Trust China AlphaDEX Fund FCA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FCA | Replication |
|---|---|---|
| Annualized growth | 2.3% | 7.4% |
| Annualized volatility | 21.2% | 15.1% |
| Sharpe ratio | 0.21 | 0.55 |
| Maximum drawdown | 34.6% | 28.6% |
| Replication fit (R²) | 0.49 · Tracking error 15.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model FCA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 93.0% |
| SLV | Alternatives · Silver | 7.0% |