See what your fund actually adds

First Trust Japan AlphaDEX Fund FJP

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FJP compared with its replication portfolio
MeasureFJPReplication
Annualized growth11.5%11.7%
Annualized volatility18.6%14.2%
Sharpe ratio0.680.85
Maximum drawdown26.3%24.8%
Replication fit (R²)0.61 · Tracking error 11.6%

Replication portfolio

The published portfolio below is the investable basket used to model FJP’s historical return behavior.

FJP replication basket weights
TickerBuilding blockWeight
EFVIntl · Value54.0%
DGSEM Small Cap17.1%
MTUMFactor · Momentum11.4%
VSSIntl · Small Cap8.8%
VEAIntl · Developed8.7%